Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500778.202 | 469511.4663 | 31266.7357 | -25226.6089 | 262597.7684 | -287824.3773 |
Total P&L (%) | 500.7782 | 469.5115 | 31.2667 | -25.2266 | 262.5978 | -287.8244 |
Avg Daily Profit (%) | 0.3114 | 0.2919 | 0.0194 | -0.0181 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200521 | -141293 | -129427 | -708427 | -456022 | -330564 |
Profit Factor | 1.6115 | 2.0672 | 1.0825 | 0.9831 | 1.3491 | 0.6098 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 39.8693 | 35.0649 | 44.7368 | 39.8693 | 35.0649 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.4304 | 3.8281 | 1.3372 | 1.4827 | 2.4984 | 0.7532 |
Largest Winning Trade | 343437 | 343437 | 58087 | 552666 | 552666 | 91824 |
Largest Losing Trade | -44987 | -31535 | -44987 | -143260 | -143260 | -110002 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 4703 | 1987 | 2715 | 4703 | 1987 | 2715 |
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 | 320473 | -35151 | -351176 | -582249 | -131968 | -632282 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 62 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4825, "evaluation_days": 1608.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622764800000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759929542418, "expiration_time": 1764079200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 62 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 2 } } }
# | 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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