Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265022.3284 | 205541.9059 | 59480.4225 | 188341.9974 | -93910.8982 | 282252.8956 |
Total P&L (%) | 265.0223 | 205.5419 | 59.4804 | 188.342 | -93.9109 | 282.2529 |
Avg Daily Profit (%) | 0.2175 | 0.1687 | 0.0488 | 0.087 | -0.2295 | 0.1101 |
Buy And Hold Return (%) | 26.1355 | 26.1355 | 26.1355 | 26.1355 | 26.1355 | 26.1355 |
Max Trade Drawdown | -114190 | -114868 | -25650 | -1339507 | -1320850 | -174077 |
Profit Factor | 1.6457 | 1.6858 | 1.5372 | 1.0553 | 0.9649 | 1.3889 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 59.8131 | 60.3774 | 59.2593 | 59.8131 | 60.3774 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.1057 | 1.1063 | 1.0568 | 0.7091 | 0.6332 | 0.9549 |
Largest Winning Trade | 111149 | 111149 | 13306 | 338489 | 338489 | 79535 |
Largest Losing Trade | -58685 | -58685 | -10099 | -576026 | -576026 | -69782 |
Avg Bars in Trades | 42 | 80 | 5 | 42 | 80 | 5 |
Avg Bars in Winners | 30 | 55 | 5 | 30 | 55 | 5 |
Avg Bars in Losers | 61 | 120 | 5 | 61 | 120 | 5 |
Bars Traded | 4584 | 4292 | 292 | 4584 | 4292 | 292 |
Profit Streak | 0 | 71.5394 | 0 | 0 | 71.5394 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407986 | -168715 | -309801 | -236607 | -758930 | -225584 |
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.51327 } }, "second_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } } }
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{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4873, "evaluation_days": 1218.25, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1655143200000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323405193, "expiration_time": 1762456104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.51327 } }, "second_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } } }
# | 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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