Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244721.0948 | 2289631.0629 | -44909.9681 | 1928529.8585 | 8350348.6632 | -6421818.8047 |
Total P&L (%) | 2244.7211 | 2289.6311 | -44.91 | 1928.5299 | 8350.3487 | -6421.8188 |
Avg Daily Profit (%) | 1.0985 | 1.1204 | -0.022 | 0.1474 | 0.2174 | 0 |
Buy And Hold Return (%) | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 | 3066.1385 |
Max Trade Drawdown | -166570 | -71606 | -156336 | -5652234 | -3174641 | -6534062 |
Profit Factor | 3.8375 | 7.8748 | 0.902 | 1.1139 | 2.4326 | 0.4216 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 48.5714 | 57.1429 | 40 | 48.5714 | 57.1429 | 40 |
Ratio Avg Win / Avg Loss | 4.0633 | 5.9061 | 1.3529 | 1.1794 | 1.8245 | 0.6324 |
Largest Winning Trade | 1479829 | 1479829 | 82447 | 4680107 | 4680107 | 1671508 |
Largest Losing Trade | -62621 | -56437 | -62621 | -2644811 | -1959095 | -2644811 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 74 | 70 | 81 | 74 | 70 | 81 |
Avg Bars in Losers | 39 | 33 | 43 | 39 | 33 | 43 |
Bars Traded | 3965 | 1907 | 2058 | 3965 | 1907 | 2058 |
Profit Streak | 324.4978 | 481.9978 | 0 | 324.4978 | 481.9978 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -244156 | -141534 | -583009 | -355613 | 422455 | -584676 |
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{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.24343 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FTM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4087, "evaluation_days": 2043.5, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1563192000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1760011007814, "expiration_time": 1742023152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 2.24343 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "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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