Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584471.8697 | 362919.1499 | 221552.7198 | 618537.9377 | 578190.0534 | 40347.8844 |
Total P&L (%) | 584.4719 | 362.9192 | 221.5527 | 618.5379 | 578.1901 | 40.3479 |
Avg Daily Profit (%) | 0.3225 | 0.2002 | 0.1222 | 0.1089 | 0.1057 | 0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134302 | -75243 | -75334 | -2680735 | -835661 | -2090707 |
Profit Factor | 1.8111 | 1.9323 | 1.6687 | 1.0788 | 1.1624 | 1.0094 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Losing Trades | 89 | 53 | 36 | 89 | 53 | 36 |
Profitability (%) | 40.2685 | 29.3333 | 51.3514 | 40.2685 | 29.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.6865 | 4.6551 | 1.5809 | 1.6002 | 2.8002 | 0.9563 |
Largest Winning Trade | 300521 | 300521 | 59034 | 1117810 | 1117810 | 453056 |
Largest Losing Trade | -57958 | -25597 | -57958 | -1833995 | -310668 | -1833995 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3572 | 1634 | 1938 | 3572 | 1634 | 1938 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338673 | -56103 | -90669 | -183119 | -159718 | -445916 |
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{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.24819 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 1.44953 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759352174899, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.24819 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 1.44953 } } }
# | 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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