Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316159.2936 | 1167201.8161 | 148957.4775 | 1303294.0979 | 2232988.0192 | -929693.9213 |
Total P&L (%) | 1316.1593 | 1167.2018 | 148.9575 | 1303.2941 | 2232.988 | -929.6939 |
Avg Daily Profit (%) | 0.5703 | 0.5058 | 0.0645 | 0.1145 | 0.1366 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126048 | -88159 | -141396 | -8910645 | -6173955 | -4614506 |
Profit Factor | 2.1317 | 2.9514 | 1.2637 | 1.0339 | 1.1122 | 0.9498 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 177 | 96 | 81 | 177 | 96 | 81 |
Profitability (%) | 47.4777 | 43.1953 | 51.7857 | 47.4777 | 43.1953 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.3582 | 3.8813 | 1.1766 | 1.1438 | 1.4626 | 0.8843 |
Largest Winning Trade | 953984 | 953984 | 67915 | 4829025 | 4829025 | 2241801 |
Largest Losing Trade | -61898 | -33835 | -61898 | -3296075 | -1775726 | -3296075 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 9109 | 4206 | 4903 | 9109 | 4206 | 4903 |
Profit Streak | 18.5692 | 22.5692 | 18.5692 | 18.5692 | 22.5692 | 18.5692 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643983 | 565729 | -104982 | -220279 | -108003 | -578878 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 2.3132 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561831200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759023578074, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 2.3132 } } }
# | 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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