Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -346310.6095 | 34696.8839 | -381007.4934 | 2201342.3656 | 360948.8177 | 1840393.5479 |
Total P&L (%) | -346.3106 | 34.6969 | -381.0075 | 2201.3424 | 360.9488 | 1840.3935 |
Avg Daily Profit (%) | -0.2155 | 0.0216 | -0.2371 | 0.1953 | 0.0951 | 0.1847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -552761 | -92252 | -544087 | -944737 | -572685 | -845444 |
Profit Factor | 0.6515 | 1.1401 | 0.4893 | 1.8945 | 1.2672 | 2.658 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 25 | 36 | 53 | 26 | 27 |
Losing Trades | 36 | 23 | 13 | 44 | 22 | 22 |
Profitability (%) | 62.8866 | 52.0833 | 73.4694 | 54.6392 | 54.1667 | 55.102 |
Ratio Avg Win / Avg Loss | 0.3845 | 1.0489 | 0.1767 | 1.5728 | 1.0722 | 2.1658 |
Largest Winning Trade | 69135 | 69135 | 33933 | 882150 | 368426 | 882150 |
Largest Losing Trade | -383902 | -50066 | -383902 | -481367 | -481367 | -318880 |
Avg Bars in Trades | 46 | 58 | 34 | 46 | 58 | 34 |
Avg Bars in Winners | 25 | 32 | 21 | 50 | 65 | 36 |
Avg Bars in Losers | 82 | 87 | 73 | 41 | 50 | 32 |
Bars Traded | 4528 | 2816 | 1712 | 4528 | 2816 | 1712 |
Profit Streak | 41.0827 | 0 | 83.0827 | 41.0827 | 0 | 83.0827 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578299 | -232744 | -576228 | 468132 | -65444 | 545244 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 5, "offset": 226 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4821, "evaluation_days": 1607, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627603200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759831142673, "expiration_time": 1763960544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 5, "offset": 226 } } }
# | 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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