Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284559.3411 | 117745.1917 | 166814.1494 | -454787.0957 | -41391.3375 | -413395.7582 |
Total P&L (%) | 284.5593 | 117.7452 | 166.8141 | -454.7871 | -41.3913 | -413.3958 |
Avg Daily Profit (%) | 0.1706 | 0.0706 | 0.1 | 0 | -0.032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190929 | -48414 | -176665 | -691096 | -197071 | -654262 |
Profit Factor | 1.3853 | 1.5229 | 1.325 | 0.7467 | 0.9069 | 0.694 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 95 | 48 | 47 | 48 | 27 | 21 |
Losing Trades | 42 | 21 | 21 | 89 | 42 | 47 |
Profitability (%) | 69.3431 | 69.5652 | 69.1176 | 35.0365 | 39.1304 | 30.8824 |
Ratio Avg Win / Avg Loss | 0.6125 | 0.6663 | 0.592 | 1.3845 | 1.4107 | 1.5533 |
Largest Winning Trade | 54908 | 24874 | 54908 | 332066 | 96833 | 332066 |
Largest Losing Trade | -159797 | -47044 | -159797 | -316857 | -32053 | -316857 |
Avg Bars in Trades | 23 | 11 | 36 | 23 | 11 | 36 |
Avg Bars in Winners | 18 | 10 | 26 | 29 | 12 | 50 |
Avg Bars in Losers | 35 | 14 | 57 | 20 | 10 | 29 |
Bars Traded | 3262 | 800 | 2461 | 3262 | 800 | 2461 |
Profit Streak | 69.7769 | 69.7769 | 71.2769 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398276 | -196341 | -166166 | -584289 | -685018 | -694892 |
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3336, "evaluation_days": 1668, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1617408000000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759862323525, "expiration_time": 1764161856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 1.38564 } } }
# | 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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