Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236195.6964 | 197967.5751 | 38228.1213 | -48545.6138 | 114064.9225 | -162610.5364 |
Total P&L (%) | 236.1957 | 197.9676 | 38.2281 | -48.5456 | 114.0649 | -162.6105 |
Avg Daily Profit (%) | 0.1669 | 0.1399 | 0.027 | -0.0469 | 0.0538 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114793 | -53055 | -101570 | -348846 | -100708 | -291759 |
Profit Factor | 1.3783 | 1.7765 | 1.1035 | 0.9535 | 1.3037 | 0.7567 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 74.359 | 71.134 | 77.551 | 74.359 | 71.134 | 77.551 |
Ratio Avg Win / Avg Loss | 0.4753 | 0.7209 | 0.3194 | 0.3288 | 0.529 | 0.219 |
Largest Winning Trade | 35341 | 35341 | 23870 | 38033 | 33794 | 38033 |
Largest Losing Trade | -85984 | -53055 | -85984 | -291054 | -100708 | -291054 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 33 | 37 | 28 | 33 | 37 | 28 |
Bars Traded | 2640 | 1514 | 1126 | 2640 | 1514 | 1126 |
Profit Streak | 15.9166 | 15.9166 | 35.4166 | 15.9166 | 15.9166 | 35.4166 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438281 | -2095 | -262699 | -574837 | -119050 | -575952 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 55, "offset": 0, "std": 3.95085 } } }
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{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1638835200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759010390840, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 55, "offset": 0, "std": 3.95085 } } }
# | 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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