Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379140.4611 | 285074.3628 | 94066.0983 | 126396.8766 | 194246.8698 | -67849.9932 |
Total P&L (%) | 379.1405 | 285.0744 | 94.0661 | 126.3969 | 194.2469 | -67.85 |
Avg Daily Profit (%) | 0.1594 | 0.1199 | 0.0395 | 0.0344 | 0.0454 | -0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135280 | -116863 | -80071 | -473912 | -300648 | -271109 |
Profit Factor | 1.7091 | 1.8562 | 1.4664 | 1.1037 | 1.2785 | 0.87 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 59.7701 | 62.7907 | 56.8182 | 59.7701 | 62.7907 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1504 | 1.0999 | 1.1145 | 0.7429 | 0.7577 | 0.6612 |
Largest Winning Trade | 128934 | 128934 | 29377 | 127259 | 127259 | 71901 |
Largest Losing Trade | -74753 | -74753 | -53998 | -225799 | -225799 | -198590 |
Avg Bars in Trades | 49 | 89 | 11 | 49 | 89 | 11 |
Avg Bars in Winners | 47 | 78 | 13 | 47 | 78 | 13 |
Avg Bars in Losers | 54 | 108 | 8 | 54 | 108 | 8 |
Bars Traded | 4347 | 3854 | 492 | 4347 | 3854 | 492 |
Profit Streak | 432.8326 | 432.8326 | 481.3326 | 432.8326 | 432.8326 | 481.3326 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441937 | -27917 | -136400 | -252279 | -131336 | -578203 |
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{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 1.24098 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } } }
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{ "trading_pair": "EOS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4757, "evaluation_days": 2378.5, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1545739200000, "last_datapoint_time": 1748217600000, "evaluation_time": 1759132738707, "expiration_time": 1754382672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 1.24098 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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