Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843950.4607 | 789082.4074 | 54868.0533 | 196428.822 | 197031.9935 | -603.1715 |
Total P&L (%) | 843.9505 | 789.0824 | 54.8681 | 196.4288 | 197.032 | -0.6032 |
Avg Daily Profit (%) | 0.4499 | 0.4206 | 0.0292 | 0.0579 | 0.058 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141859 | -86443 | -77638 | -1402846 | -965931 | -524256 |
Profit Factor | 1.9797 | 2.7514 | 1.1335 | 1.0363 | 1.0682 | 0.9998 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 112 | 47 | 65 | 112 | 47 | 65 |
Losing Trades | 137 | 77 | 60 | 137 | 77 | 60 |
Profitability (%) | 44.9799 | 37.9032 | 52 | 44.9799 | 37.9032 | 52 |
Ratio Avg Win / Avg Loss | 2.4216 | 4.5076 | 1.0463 | 1.2676 | 1.75 | 0.9229 |
Largest Winning Trade | 728370 | 728370 | 36107 | 652532 | 652532 | 181020 |
Largest Losing Trade | -45627 | -45627 | -33258 | -233068 | -233068 | -147930 |
Avg Bars in Trades | 14 | 18 | 11 | 14 | 18 | 11 |
Avg Bars in Winners | 20 | 32 | 11 | 20 | 32 | 11 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3651 | 2261 | 1390 | 3651 | 2261 | 1390 |
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 | 488261 | 378796 | -228134 | -296543 | -264457 | -580463 |
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759835498049, "expiration_time": 1764657792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 4.93757 } } }
# | 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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