Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667369.4484 | 614972.2075 | 52397.241 | 152337.9151 | 85601.9038 | 66736.0113 |
Total P&L (%) | 667.3694 | 614.9722 | 52.3972 | 152.3379 | 85.6019 | 66.736 |
Avg Daily Profit (%) | 0.3573 | 0.3292 | 0.0281 | 0.0496 | 0.0331 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133015 | -89377 | -95927 | -282295 | -221176 | -164888 |
Profit Factor | 1.9436 | 2.5028 | 1.1758 | 1.0924 | 1.0921 | 1.0928 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 37.7483 | 32.8947 | 42.6667 | 37.7483 | 32.8947 | 42.6667 |
Ratio Avg Win / Avg Loss | 3.2052 | 5.1057 | 1.58 | 1.8015 | 2.228 | 1.4684 |
Largest Winning Trade | 600391 | 600391 | 50894 | 302323 | 302323 | 96711 |
Largest Losing Trade | -41027 | -41027 | -37909 | -117275 | -73260 | -117275 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 41 | 36 | 44 | 41 | 36 | 44 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 3669 | 1600 | 2070 | 3669 | 1600 | 2070 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337603 | -41919 | -242142 | -248164 | -322550 | -334511 |
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 3.80616 } }, "second_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599912000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123214292, "expiration_time": 1763945856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 3.80616 } }, "second_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } } }
# | 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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