Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609256.5789 | 587882.5309 | 21374.048 | -41846.9558 | 97608.2107 | -139455.1665 |
Total P&L (%) | 609.2566 | 587.8825 | 21.374 | -41.847 | 97.6082 | -139.4552 |
Avg Daily Profit (%) | 0.3822 | 0.3688 | 0.0134 | -0.034 | 0.0427 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161726 | -129171 | -154135 | -350543 | -149396 | -287021 |
Profit Factor | 1.6497 | 2.146 | 1.0503 | 0.9596 | 1.2097 | 0.7557 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 36.8794 | 26.7606 | 47.1429 | 36.8794 | 26.7606 | 47.1429 |
Ratio Avg Win / Avg Loss | 2.8235 | 5.8734 | 1.1776 | 1.6424 | 3.3106 | 0.8473 |
Largest Winning Trade | 435971 | 435971 | 55489 | 186379 | 186379 | 88207 |
Largest Losing Trade | -70604 | -38876 | -70604 | -201482 | -56724 | -201482 |
Avg Bars in Trades | 133 | 126 | 141 | 133 | 126 | 141 |
Avg Bars in Winners | 233 | 251 | 223 | 233 | 251 | 223 |
Avg Bars in Losers | 75 | 80 | 68 | 75 | 80 | 68 |
Bars Traded | 18847 | 8946 | 9901 | 18847 | 8946 | 9901 |
Profit Streak | 39.027 | 39.027 | 120.9437 | 39.027 | 39.027 | 120.9437 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323219 | -94904 | -440263 | -581741 | -243644 | -674960 |
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.40187 } }, "second_band": { "type": "bbm", "factors": { "length": 185, "offset": 0, "std": 1.06201 } } }
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{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621584000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758868736871, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.40187 } }, "second_band": { "type": "bbm", "factors": { "length": 185, "offset": 0, "std": 1.06201 } } }
# | 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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