Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104101.8296 | 33825.5035 | 70276.3261 | -17704.905 | -6478.6233 | -11226.2816 |
Total P&L (%) | 104.1018 | 33.8255 | 70.2763 | -17.7049 | -6.4786 | -11.2263 |
Avg Daily Profit (%) | 0.1999 | 0.0649 | 0.1349 | -0.0374 | -0.0129 | -0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154960 | -34935 | -123756 | -146953 | -42172 | -109018 |
Profit Factor | 1.2981 | 1.2657 | 1.3167 | 0.9348 | 0.9334 | 0.9356 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 64.9682 | 65.8228 | 64.1026 | 64.9682 | 65.8228 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.7 | 0.6572 | 0.7374 | 0.504 | 0.4846 | 0.5239 |
Largest Winning Trade | 32311 | 17260 | 32311 | 18984 | 8173 | 18984 |
Largest Losing Trade | -81803 | -18795 | -81803 | -58475 | -26948 | -58475 |
Avg Bars in Trades | 155 | 67 | 244 | 155 | 67 | 244 |
Avg Bars in Winners | 114 | 58 | 174 | 114 | 58 | 174 |
Avg Bars in Losers | 229 | 84 | 369 | 229 | 84 | 369 |
Bars Traded | 24337 | 5294 | 19043 | 24337 | 5294 | 19043 |
Profit Streak | 7.7574 | 7.7574 | 16.8407 | 7.7574 | 7.7574 | 16.8407 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336833 | -135297 | -45820 | -577447 | -605299 | -612219 |
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{ "first_band": { "type": "bbu", "factors": { "length": 89, "offset": 87, "std": 1.1642 } }, "second_band": { "type": "swma", "factors": { "length": 198, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714444200000, "first_datapoint_time": 1714798800000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759444838859, "expiration_time": 1765922400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 89, "offset": 87, "std": 1.1642 } }, "second_band": { "type": "swma", "factors": { "length": 198, "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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