Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713895.7514 | 441056.7067 | 272839.0447 | 2179968.0956 | 210961.0187 | 1969007.0769 |
Total P&L (%) | 713.8958 | 441.0567 | 272.839 | 2179.9681 | 210.961 | 1969.0071 |
Avg Daily Profit (%) | 0.3939 | 0.2433 | 0.1505 | 0.1727 | 0.0626 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95296 | -79105 | -58372 | -2526301 | -1464485 | -2012274 |
Profit Factor | 2.271 | 2.3177 | 2.2021 | 1.221 | 1.0397 | 1.4325 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 45.8716 | 32.7273 | 59.2593 | 45.8716 | 32.7273 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.6798 | 4.7642 | 1.514 | 1.4408 | 2.1372 | 0.9849 |
Largest Winning Trade | 351187 | 351187 | 70620 | 1178155 | 1178155 | 946853 |
Largest Losing Trade | -58372 | -30832 | -58372 | -2005962 | -366721 | -2005962 |
Avg Bars in Trades | 32 | 26 | 37 | 32 | 26 | 37 |
Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 3525 | 1483 | 2042 | 3525 | 1483 | 2042 |
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 | 457281 | -174367 | -167466 | 219223 | -471816 | -171869 |
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{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 2.82016 } }, "second_band": { "type": "sma", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759334462853, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 2.82016 } }, "second_band": { "type": "sma", "factors": { "length": 12, "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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