Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503179.2083 | 451702.8805 | 51476.3278 | 162052.688 | 189745.1897 | -27692.5017 |
Total P&L (%) | 503.1792 | 451.7029 | 51.4763 | 162.0527 | 189.7452 | -27.6925 |
Avg Daily Profit (%) | 0.2188 | 0.1965 | 0.0224 | 0.0419 | 0.0463 | -0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220021 | -202047 | -79941 | -1065960 | -839475 | -374710 |
Profit Factor | 1.9382 | 2.1819 | 1.3339 | 1.0842 | 1.1436 | 0.9541 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 42.8571 | 55.5556 | 49.2958 | 42.8571 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9936 | 2.9092 | 1.0672 | 1.1152 | 1.5248 | 0.7633 |
Largest Winning Trade | 281579 | 281579 | 25811 | 308785 | 308785 | 165041 |
Largest Losing Trade | -55883 | -55883 | -24849 | -355770 | -355770 | -136891 |
Avg Bars in Trades | 176 | 333 | 22 | 176 | 333 | 22 |
Avg Bars in Winners | 110 | 218 | 30 | 110 | 218 | 30 |
Avg Bars in Losers | 239 | 419 | 14 | 239 | 419 | 14 |
Bars Traded | 12503 | 11676 | 827 | 12503 | 11676 | 827 |
Profit Streak | 161.084 | 161.084 | 590.084 | 161.084 | 161.084 | 590.084 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78260 | 357123 | -161486 | -355001 | -194383 | -578365 |
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{ "first_band": { "type": "bbl", "factors": { "length": 47, "offset": 0, "std": 2.34018 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13796, "evaluation_days": 2299.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563811200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759845653571, "expiration_time": 1765798272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 47, "offset": 0, "std": 2.34018 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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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