Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594921.4302 | 364579.0927 | 230342.3375 | 1034876.5871 | 204323.2547 | 830553.3324 |
Total P&L (%) | 594.9214 | 364.5791 | 230.3423 | 1034.8766 | 204.3233 | 830.5533 |
Avg Daily Profit (%) | 0.3297 | 0.202 | 0.1276 | 0.1347 | 0.0617 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83007 | -76972 | -86797 | -1510127 | -991418 | -878701 |
Profit Factor | 1.6628 | 1.7853 | 1.5316 | 1.1274 | 1.0513 | 1.2004 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 141 | 76 | 65 | 141 | 76 | 65 |
Profitability (%) | 42.449 | 38.2114 | 46.7213 | 42.449 | 38.2114 | 46.7213 |
Ratio Avg Win / Avg Loss | 2.2544 | 2.8869 | 1.7466 | 1.5284 | 1.7 | 1.3689 |
Largest Winning Trade | 271548 | 271548 | 62638 | 721195 | 721195 | 677427 |
Largest Losing Trade | -51470 | -26117 | -51470 | -513610 | -209341 | -513610 |
Avg Bars in Trades | 87 | 67 | 107 | 87 | 67 | 107 |
Avg Bars in Winners | 129 | 91 | 160 | 129 | 91 | 160 |
Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
Bars Traded | 21396 | 8248 | 13148 | 21396 | 8248 | 13148 |
Profit Streak | 39.936 | 39.936 | 41.1026 | 39.936 | 39.936 | 41.1026 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418640 | 243363 | -20952 | -92780 | -277783 | -28950 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 4.91083 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603915200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759004866918, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 4.91083 } } }
# | 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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