Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475332.5013 | 1478394.9303 | -3062.429 | 110956.5399 | 847727.9475 | -736771.4076 |
Total P&L (%) | 1475.3325 | 1478.3949 | -3.0624 | 110.9565 | 847.7279 | -736.7714 |
Avg Daily Profit (%) | 0.7984 | 0.8001 | -0.0017 | 0.0404 | 0.1218 | 0 |
Buy And Hold Return (%) | 46.0575 | 46.0575 | 46.0575 | 46.0575 | 46.0575 | 46.0575 |
Max Trade Drawdown | -113294 | -96731 | -84097 | -1847304 | -951899 | -1027623 |
Profit Factor | 3.5421 | 6.1523 | 0.9896 | 1.0297 | 1.4763 | 0.6222 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 41.3333 | 36.8421 | 45.9459 | 41.3333 | 36.8421 | 45.9459 |
Ratio Avg Win / Avg Loss | 5.0276 | 10.5469 | 1.1642 | 1.4616 | 2.5307 | 0.732 |
Largest Winning Trade | 1509398 | 1509398 | 64396 | 1609753 | 1609753 | 251679 |
Largest Losing Trade | -49934 | -39992 | -49934 | -694920 | -535685 | -694920 |
Avg Bars in Trades | 94 | 84 | 104 | 94 | 84 | 104 |
Avg Bars in Winners | 120 | 105 | 133 | 120 | 105 | 133 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 7066 | 3214 | 3852 | 7066 | 3214 | 3852 |
Profit Streak | 0 | 0 | 73.1472 | 0 | 0 | 73.1472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44769 | 597253 | -580124 | -395546 | -32842 | -581791 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.30636 } }, "second_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758987118391, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 1.30636 } }, "second_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } } }
# | 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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