Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825209.3018 | 493914.8221 | 331294.4796 | 21544399.3066 | 6239708.4161 | 15304690.8905 |
Total P&L (%) | 825.2093 | 493.9148 | 331.2945 | 21544.3993 | 6239.7084 | 15304.6909 |
Avg Daily Profit (%) | 0.4535 | 0.2715 | 0.1821 | 0.296 | 0.2283 | 0.2772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55688 | -41932 | -37602 | -4004289 | -3249548 | -2473093 |
Profit Factor | 3.7177 | 5.0708 | 2.8172 | 2.0127 | 1.6501 | 2.3107 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 36.8421 | 35.4167 | 38.2979 | 36.8421 | 35.4167 | 38.2979 |
Ratio Avg Win / Avg Loss | 6.3732 | 9.2467 | 4.5389 | 3.4504 | 3.0091 | 3.7229 |
Largest Winning Trade | 249717 | 249717 | 74687 | 7582655 | 5067944 | 7582655 |
Largest Losing Trade | -22943 | -7787 | -22943 | -1290542 | -1202384 | -1290542 |
Avg Bars in Trades | 37 | 11 | 63 | 37 | 11 | 63 |
Avg Bars in Winners | 83 | 25 | 139 | 83 | 25 | 139 |
Avg Bars in Losers | 9 | 3 | 16 | 9 | 3 | 16 |
Bars Traded | 3517 | 540 | 2977 | 3517 | 540 | 2977 |
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 | 439042 | 387859 | 301519 | 281487 | 219599 | 310609 |
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{ "first_band": { "type": "bbu", "factors": { "length": 215, "offset": 0, "std": 1.30608 } }, "second_band": { "type": "pwma", "factors": { "length": 2, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605182400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759962371016, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 215, "offset": 0, "std": 1.30608 } }, "second_band": { "type": "pwma", "factors": { "length": 2, "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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