Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151534.1803 | 1092555.4175 | 58978.7628 | 2239804.785 | 2177386.2074 | 62418.5776 |
Total P&L (%) | 1151.5342 | 1092.5554 | 58.9788 | 2239.8048 | 2177.3862 | 62.4186 |
Avg Daily Profit (%) | 0.6331 | 0.6006 | 0.0324 | 0.1735 | 0.172 | 0.0267 |
Buy And Hold Return (%) | 577.2472 | 577.2472 | 577.2472 | 577.2472 | 577.2472 | 577.2472 |
Max Trade Drawdown | -105112 | -107497 | -73980 | -2052919 | -1181759 | -1060769 |
Profit Factor | 2.4791 | 3.2713 | 1.1983 | 1.2862 | 1.4414 | 1.0216 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 42.6036 | 42.8571 | 42.3529 | 42.6036 | 42.8571 | 42.3529 |
Ratio Avg Win / Avg Loss | 3.34 | 4.3617 | 1.631 | 1.7327 | 1.9219 | 1.3905 |
Largest Winning Trade | 578506 | 578506 | 40309 | 2152243 | 2152243 | 345949 |
Largest Losing Trade | -35206 | -35206 | -33871 | -516055 | -516055 | -300130 |
Avg Bars in Trades | 62 | 97 | 29 | 62 | 97 | 29 |
Avg Bars in Winners | 98 | 153 | 43 | 98 | 153 | 43 |
Avg Bars in Losers | 36 | 54 | 18 | 36 | 54 | 18 |
Bars Traded | 10624 | 8154 | 2470 | 10624 | 8154 | 2470 |
Profit Streak | 0 | 89.4054 | 0 | 0 | 89.4054 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271792 | 301166 | -319709 | 165651 | 204734 | -522859 |
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{ "first_band": { "type": "bbl", "factors": { "length": 132, "offset": 211, "std": 2.33713 } }, "second_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10914, "evaluation_days": 1819, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757900624522, "expiration_time": 1762609248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 132, "offset": 211, "std": 2.33713 } }, "second_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 4 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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