Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1890120.8796 | 1815645.9893 | 74474.8903 | 276787.6211 | -349987.6733 | 626775.2944 |
Total P&L (%) | 1890.1209 | 1815.646 | 74.4749 | 276.7876 | -349.9877 | 626.7753 |
Avg Daily Profit (%) | 0.7979 | 0.7664 | 0.0314 | 0.056 | 0 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161807 | -182655 | -56173 | -4704883 | -4306069 | -810321 |
Profit Factor | 5.0936 | 6.7808 | 1.5044 | 1.0376 | 0.9366 | 1.3388 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 6.0368 | 9.6061 | 1.5044 | 1.2297 | 1.3268 | 1.3388 |
Largest Winning Trade | 1905567 | 1905567 | 34922 | 3834224 | 3834224 | 998405 |
Largest Losing Trade | -61254 | -61254 | -20294 | -2011932 | -2011932 | -613279 |
Avg Bars in Trades | 113 | 195 | 33 | 113 | 195 | 33 |
Avg Bars in Winners | 155 | 307 | 34 | 155 | 307 | 34 |
Avg Bars in Losers | 77 | 117 | 32 | 77 | 117 | 32 |
Bars Traded | 6692 | 5681 | 1011 | 6692 | 5681 | 1011 |
Profit Streak | 48.5364 | 48.5364 | 49.8697 | 48.5364 | 48.5364 | 49.8697 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158719 | 668216 | -147502 | -477070 | -581956 | -79445 |
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{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 65, "offset": 157, "std": 2.74068 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7107, "evaluation_days": 2369, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559577600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215944312, "expiration_time": 1766338848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 65, "offset": 157, "std": 2.74068 } } }
# | 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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