Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349016.2816 | 291996.823 | 57019.4586 | 157059.5213 | -88483.9027 | 245543.424 |
Total P&L (%) | 349.0163 | 291.9968 | 57.0195 | 157.0595 | -88.4839 | 245.5434 |
Avg Daily Profit (%) | 0.2864 | 0.2396 | 0.0468 | 0.0775 | -0.1772 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151856 | -138753 | -43953 | -1046001 | -1211585 | -211574 |
Profit Factor | 1.2851 | 1.4007 | 1.1151 | 1.025 | 0.9765 | 1.0976 |
Total Trades | 582 | 291 | 291 | 582 | 291 | 291 |
Winning Trades | 263 | 116 | 147 | 263 | 116 | 147 |
Losing Trades | 319 | 175 | 144 | 319 | 175 | 144 |
Profitability (%) | 45.189 | 39.8625 | 50.5155 | 45.189 | 39.8625 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.5587 | 2.1131 | 1.0923 | 1.2432 | 1.4732 | 1.0752 |
Largest Winning Trade | 173002 | 173002 | 16216 | 357845 | 357845 | 130274 |
Largest Losing Trade | -22768 | -22768 | -17281 | -196993 | -196993 | -127902 |
Avg Bars in Trades | 24 | 41 | 8 | 24 | 41 | 8 |
Avg Bars in Winners | 34 | 66 | 8 | 34 | 66 | 8 |
Avg Bars in Losers | 17 | 24 | 8 | 17 | 24 | 8 |
Bars Traded | 14458 | 11943 | 2515 | 14458 | 11943 | 2515 |
Profit Streak | 9.1481 | 0 | 15.5648 | 9.1481 | 0 | 15.5648 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416812 | 244574 | -223359 | -280394 | -582087 | -168299 |
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.5273 } } }
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{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14624, "evaluation_days": 1218.67, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654826400000, "last_datapoint_time": 1759356000000, "evaluation_time": 1759361596644, "expiration_time": 1763146540800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.5273 } } }
# | 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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