Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2764269.0059 | 2571094.0735 | 193174.9324 | 6614816.2669 | 2121983.4796 | 4492832.7873 |
Total P&L (%) | 2764.269 | 2571.0941 | 193.1749 | 6614.8163 | 2121.9835 | 4492.8328 |
Avg Daily Profit (%) | 1.19 | 1.1068 | 0.0832 | 0.1813 | 0.1336 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92552 | -134268 | -100997 | -4379941 | -4613969 | -2203773 |
Profit Factor | 4.4228 | 6.9587 | 1.5136 | 1.3509 | 1.17 | 1.7058 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 49.505 | 49.0196 | 50 | 49.505 | 49.0196 | 50 |
Ratio Avg Win / Avg Loss | 4.5113 | 7.237 | 1.5136 | 1.3779 | 1.2168 | 1.7058 |
Largest Winning Trade | 2309576 | 2309576 | 64317 | 3318412 | 3318412 | 2046311 |
Largest Losing Trade | -43752 | -42573 | -43752 | -2373722 | -2373722 | -907523 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
Bars Traded | 4498 | 2473 | 2025 | 4498 | 2473 | 2025 |
Profit Streak | 0 | 0 | 43.4604 | 0 | 0 | 43.4604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 754289 | -158476 | -258930 | 300556 | -228298 | -168532 |
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{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 3.08891 } }, "second_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4646, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564099200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760050981722, "expiration_time": 1766032416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 3.08891 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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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