Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774357.1525 | 690258.0002 | 84099.1523 | 1955272.5357 | 1274586.6247 | 680685.911 |
Total P&L (%) | 774.3572 | 690.258 | 84.0992 | 1955.2725 | 1274.5866 | 680.6859 |
Avg Daily Profit (%) | 0.3084 | 0.2749 | 0.0335 | 0.1205 | 0.1044 | 0.0819 |
Buy And Hold Return (%) | 270.8834 | 270.8834 | 270.8834 | 270.8834 | 270.8834 | 270.8834 |
Max Trade Drawdown | -109501 | -92695 | -45910 | -264478 | -264478 | -119563 |
Profit Factor | 2.7854 | 3.2628 | 1.6535 | 2.8198 | 2.6329 | 3.3164 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 56.7901 | 55 | 58.5366 | 56.7901 | 55 | 58.5366 |
Ratio Avg Win / Avg Loss | 2.1193 | 2.6696 | 1.1713 | 2.1455 | 2.1542 | 2.3491 |
Largest Winning Trade | 421744 | 421744 | 28874 | 650253 | 650253 | 182949 |
Largest Losing Trade | -55185 | -55185 | -14804 | -264478 | -264478 | -119093 |
Avg Bars in Trades | 86 | 163 | 12 | 86 | 163 | 12 |
Avg Bars in Winners | 44 | 75 | 15 | 44 | 75 | 15 |
Avg Bars in Losers | 143 | 270 | 7 | 143 | 270 | 7 |
Bars Traded | 7039 | 6529 | 510 | 7039 | 6529 | 510 |
Profit Streak | 139.8272 | 161.4939 | 139.8272 | 139.8272 | 161.4939 | 139.8272 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2907 | 485643 | -309136 | -40340 | -47642 | -77656 |
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{ "first_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 4.03269 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "offset": 0 } } }
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{ "trading_pair": "XLM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7533, "evaluation_days": 2511, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547193600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759981869126, "expiration_time": 1766476512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 4.03269 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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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