Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386767.3246 | 1274188.4642 | 112578.8604 | 459141.8556 | 640841.0874 | -181699.2318 |
Total P&L (%) | 1386.7673 | 1274.1885 | 112.5789 | 459.1419 | 640.8411 | -181.6992 |
Avg Daily Profit (%) | 0.5993 | 0.5506 | 0.0487 | 0.0744 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144868 | -189247 | -72573 | -1882982 | -1329385 | -776178 |
Profit Factor | 2.5308 | 2.7798 | 1.5925 | 1.1025 | 1.1917 | 0.8403 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 41.5094 | 51.8519 | 46.729 | 41.5094 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.8851 | 3.9169 | 1.4788 | 1.2568 | 1.6792 | 0.7802 |
Largest Winning Trade | 523810 | 523810 | 29858 | 1574145 | 1574145 | 130472 |
Largest Losing Trade | -68162 | -68162 | -30075 | -623671 | -623671 | -409796 |
Avg Bars in Trades | 63 | 114 | 13 | 63 | 114 | 13 |
Avg Bars in Winners | 66 | 129 | 16 | 66 | 129 | 16 |
Avg Bars in Losers | 61 | 104 | 11 | 61 | 104 | 11 |
Bars Traded | 6833 | 6088 | 745 | 6833 | 6088 | 745 |
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 | 550350 | -167017 | -305604 | -202380 | -268853 | -760315 |
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{ "first_band": { "type": "bbl", "factors": { "length": 243, "offset": 0, "std": 2.85083 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11385, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6942, "evaluation_days": 2314, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560585600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759251265802, "expiration_time": 1765245888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 243, "offset": 0, "std": 2.85083 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11385, "nb": 0.1, "nc": 0.1 } } }
# | 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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