Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518639.8083 | 386149.7589 | 132490.0494 | -14062.4027 | -418952.9733 | 404890.5706 |
Total P&L (%) | 518.6398 | 386.1498 | 132.49 | -14.0624 | -418.953 | 404.8906 |
Avg Daily Profit (%) | 0.2845 | 0.2118 | 0.0727 | -0.0083 | 0 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196667 | -221750 | -65885 | -960195 | -1060730 | -116620 |
Profit Factor | 1.7044 | 1.6786 | 1.7922 | 0.9931 | 0.7539 | 2.2536 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 38.7097 | 34.4086 | 43.0108 | 38.7097 | 34.4086 | 43.0108 |
Ratio Avg Win / Avg Loss | 2.6986 | 3.1998 | 2.3746 | 1.5723 | 1.4371 | 2.9861 |
Largest Winning Trade | 571707 | 571707 | 28302 | 647138 | 647138 | 162746 |
Largest Losing Trade | -43618 | -43618 | -26762 | -303962 | -303962 | -56537 |
Avg Bars in Trades | 57 | 101 | 14 | 57 | 101 | 14 |
Avg Bars in Winners | 68 | 127 | 20 | 68 | 127 | 20 |
Avg Bars in Losers | 51 | 87 | 9 | 51 | 87 | 9 |
Bars Traded | 10727 | 9394 | 1333 | 10727 | 9394 | 1333 |
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 | 308619 | 163178 | -95259 | -581416 | -585480 | -72796 |
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{ "first_band": { "type": "bbl", "factors": { "length": 123, "offset": 0, "std": 2.85274 } }, "second_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10939, "evaluation_days": 1823.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760297471065, "expiration_time": 1765010448000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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