Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55631.5953 | 33534.7436 | 22096.8517 | 44817.0899 | 46094.023 | -1276.9331 |
Total P&L (%) | 55.6316 | 33.5347 | 22.0969 | 44.8171 | 46.094 | -1.2769 |
Avg Daily Profit (%) | 0.4005 | 0.2414 | 0.1591 | 0.2669 | 0.2733 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36569 | -26480 | -32770 | -58560 | -26370 | -56225 |
Profit Factor | 1.2632 | 1.3418 | 1.1951 | 1.1793 | 1.4573 | 0.9914 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 66.1017 | 65.9091 | 66.2921 | 66.1017 | 65.9091 | 66.2921 |
Ratio Avg Win / Avg Loss | 0.6478 | 0.694 | 0.6077 | 0.6048 | 0.7538 | 0.5041 |
Largest Winning Trade | 17718 | 17718 | 9303 | 14960 | 14960 | 9559 |
Largest Losing Trade | -23269 | -15138 | -23269 | -39596 | -12784 | -39596 |
Avg Bars in Trades | 72 | 72 | 71 | 72 | 72 | 71 |
Avg Bars in Winners | 46 | 36 | 56 | 46 | 36 | 56 |
Avg Bars in Losers | 122 | 143 | 101 | 122 | 143 | 101 |
Bars Traded | 12810 | 6423 | 6387 | 12810 | 6423 | 6387 |
Profit Streak | 132.0697 | 132.0697 | 136.6843 | 132.0697 | 132.0697 | 136.6843 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329520 | 167721 | -4074 | -15989 | 243120 | -579102 |
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736387100000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759187419674, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 1.81125 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "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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