Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814623.8678 | 840337.8316 | -25713.9638 | 170296.9206 | 1956523.8418 | -1786226.9212 |
Total P&L (%) | 814.6239 | 840.3378 | -25.714 | 170.2969 | 1956.5238 | -1786.2269 |
Avg Daily Profit (%) | 0.3251 | 0.3353 | -0.0103 | 0.0397 | 0.1207 | 0 |
Buy And Hold Return (%) | 349.8464 | 349.8464 | 349.8464 | 349.8464 | 349.8464 | 349.8464 |
Max Trade Drawdown | -218373 | -126275 | -135139 | -4843317 | -3372948 | -2217153 |
Profit Factor | 2.0209 | 2.7674 | 0.9203 | 1.0155 | 1.3101 | 0.6163 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.1513 | 2.9459 | 0.9796 | 1.081 | 1.3946 | 0.6561 |
Largest Winning Trade | 603685 | 603685 | 30418 | 3884824 | 3884824 | 771349 |
Largest Losing Trade | -45905 | -38827 | -45905 | -1286389 | -1083317 | -1286389 |
Avg Bars in Trades | 37 | 54 | 21 | 37 | 54 | 21 |
Avg Bars in Winners | 47 | 72 | 23 | 47 | 72 | 23 |
Avg Bars in Losers | 28 | 37 | 19 | 28 | 37 | 19 |
Bars Traded | 4837 | 3465 | 1372 | 4837 | 3465 | 1372 |
Profit Streak | 79.8148 | 103.3148 | 79.8148 | 79.8148 | 103.3148 | 79.8148 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321959 | -128563 | -719730 | -508417 | -171043 | -719730 |
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{ "first_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.96162 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759519996267, "expiration_time": 1765988352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 3.96162 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "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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