Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858227.1002 | 1687429.5543 | 170797.5459 | 2092152.666 | -599041.4594 | 2691194.1254 |
Total P&L (%) | 1858.2271 | 1687.4296 | 170.7975 | 2092.1527 | -599.0415 | 2691.1941 |
Avg Daily Profit (%) | 0.7852 | 0.713 | 0.0722 | 0.1306 | 0 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92429 | -91586 | -110588 | -1823292 | -1751767 | -799278 |
Profit Factor | 2.9878 | 4.737 | 1.3534 | 1.2357 | 0.873 | 1.6468 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 102 | 42 | 60 | 102 | 42 | 60 |
Losing Trades | 186 | 102 | 84 | 186 | 102 | 84 |
Profitability (%) | 35.4167 | 29.1667 | 41.6667 | 35.4167 | 29.1667 | 41.6667 |
Ratio Avg Win / Avg Loss | 5.4483 | 11.5042 | 1.8948 | 2.2534 | 2.12 | 2.3055 |
Largest Winning Trade | 1618839 | 1618839 | 62309 | 1462325 | 1232429 | 1462325 |
Largest Losing Trade | -23069 | -18785 | -23069 | -685463 | -603349 | -685463 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 6 | 7 | 4 | 6 | 7 | 4 |
Bars Traded | 4613 | 2130 | 2483 | 4613 | 2130 | 2483 |
Profit Streak | 19.4801 | 19.4801 | 22.9801 | 19.4801 | 19.4801 | 22.9801 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573264 | 332530 | -97643 | -20341 | -588788 | -4162 |
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 3.02533 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 2.58759 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4733, "evaluation_days": 2366.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559131200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760009477386, "expiration_time": 1766101968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 3.02533 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 2.58759 } } }
# | 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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