Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349706.6996 | 420786.8414 | -71080.1418 | -92798.5328 | 7461.3048 | -100259.8376 |
Total P&L (%) | 349.7067 | 420.7868 | -71.0801 | -92.7985 | 7.4613 | -100.2598 |
Avg Daily Profit (%) | 0.2176 | 0.2618 | -0.0442 | -0.1636 | 0.0045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223679 | -154686 | -142631 | -129602 | -60505 | -113797 |
Profit Factor | 1.2555 | 1.6203 | 0.897 | 0.825 | 1.0301 | 0.6449 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 114 | 49 | 65 | 114 | 49 | 65 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 45.4183 | 39.2 | 51.5873 | 45.4183 | 39.2 | 51.5873 |
Ratio Avg Win / Avg Loss | 1.5088 | 2.5131 | 0.8418 | 0.9915 | 1.5977 | 0.6052 |
Largest Winning Trade | 304609 | 304609 | 34423 | 87296 | 87296 | 22763 |
Largest Losing Trade | -55650 | -55650 | -48592 | -52820 | -42862 | -52820 |
Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Winners | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Losers | 36 | 42 | 29 | 36 | 42 | 29 |
Bars Traded | 9425 | 5289 | 4136 | 9425 | 5289 | 4136 |
Profit Streak | 15.414 | 0 | 24.2474 | 15.414 | 0 | 24.2474 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317118 | 244602 | -579762 | -580663 | -543352 | -579762 |
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{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9643, "evaluation_days": 1607.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622750400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759845373590, "expiration_time": 1764004176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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