Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -447111.4396 | -77741.2566 | -369370.183 | -99842.1096 | 756736.0008 | -856578.1103 |
Total P&L (%) | -447.1114 | -77.7413 | -369.3702 | -99.8421 | 756.736 | -856.5781 |
Avg Daily Profit (%) | -0.3035 | -0.0528 | -0.2508 | -0.437 | 0.1459 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -666297 | -202697 | -496445 | -997363 | -77217 | -1422703 |
Profit Factor | 0.6153 | 0.7999 | 0.5226 | 0.9373 | 6.3223 | 0.4093 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 22 | 35 | 57 | 31 | 26 |
Losing Trades | 37 | 25 | 12 | 37 | 16 | 21 |
Profitability (%) | 60.6383 | 46.8085 | 74.4681 | 60.6383 | 65.9574 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.3994 | 0.9089 | 0.1792 | 0.6084 | 3.2631 | 0.3306 |
Largest Winning Trade | 48348 | 48348 | 43910 | 452240 | 309720 | 452240 |
Largest Losing Trade | -301875 | -65405 | -301875 | -997363 | -47126 | -997363 |
Avg Bars in Trades | 30 | 37 | 24 | 30 | 37 | 24 |
Avg Bars in Winners | 18 | 20 | 16 | 30 | 36 | 22 |
Avg Bars in Losers | 50 | 53 | 45 | 31 | 39 | 25 |
Bars Traded | 2906 | 1778 | 1128 | 2906 | 1778 | 1128 |
Profit Streak | 61.5961 | 86.5961 | 61.5961 | 61.5961 | 86.5961 | 61.5961 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577586 | -580574 | -575856 | -577586 | 511999 | -578338 |
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{ "first_band": { "type": "linreg", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.84792 } } }
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{ "trading_pair": "GALA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2946, "evaluation_days": 1473, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1632873600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759025903814, "expiration_time": 1762533216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.84792 } } }
# | 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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