Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814009.5353 | 1776254.1276 | 37755.4077 | 313463.4623 | 386084.8025 | -72621.3402 |
Total P&L (%) | 1814.0095 | 1776.2541 | 37.7554 | 313.4635 | 386.0848 | -72.6213 |
Avg Daily Profit (%) | 0.7861 | 0.7697 | 0.0164 | 0.0615 | 0.0685 | -0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133599 | -100991 | -148730 | -584878 | -337041 | -529168 |
Profit Factor | 3.7891 | 6.0399 | 1.1267 | 1.1467 | 1.3237 | 0.9231 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 38.9831 | 30 | 48.2759 | 38.9831 | 30 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.9308 | 14.093 | 1.2072 | 1.7948 | 3.0886 | 0.9891 |
Largest Winning Trade | 1477850 | 1477850 | 80594 | 626572 | 626572 | 237064 |
Largest Losing Trade | -80366 | -43565 | -80366 | -331683 | -142628 | -331683 |
Avg Bars in Trades | 144 | 125 | 165 | 144 | 125 | 165 |
Avg Bars in Winners | 246 | 264 | 234 | 246 | 264 | 234 |
Avg Bars in Losers | 80 | 65 | 101 | 80 | 65 | 101 |
Bars Traded | 8550 | 3754 | 4796 | 8550 | 3754 | 4796 |
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 | -164108 | 489956 | -255274 | -352932 | -107903 | -581503 |
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.88431 } }, "second_band": { "type": "zlma", "factors": { "length": 131, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562198400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758848662461, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.88431 } }, "second_band": { "type": "zlma", "factors": { "length": 131, "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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