Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694857.0604 | 629802.9108 | 65054.1497 | 62935.8748 | 47005.8739 | 15930.0008 |
Total P&L (%) | 694.8571 | 629.8029 | 65.0542 | 62.9359 | 47.0059 | 15.93 |
Avg Daily Profit (%) | 0.4347 | 0.394 | 0.0407 | 0.0305 | 0.0241 | 0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144849 | -133562 | -115278 | -1045289 | -628860 | -853947 |
Profit Factor | 1.8222 | 2.3187 | 1.177 | 1.0184 | 1.026 | 1.0098 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 34.5865 | 25.3731 | 43.9394 | 34.5865 | 25.3731 | 43.9394 |
Ratio Avg Win / Avg Loss | 3.4463 | 6.8196 | 1.5017 | 1.926 | 3.0177 | 1.2884 |
Largest Winning Trade | 446761 | 446761 | 51913 | 473833 | 473833 | 354838 |
Largest Losing Trade | -59665 | -45078 | -59665 | -553724 | -181577 | -553724 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 62 | 67 | 59 | 62 | 67 | 59 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 4715 | 2196 | 2519 | 4715 | 2196 | 2519 |
Profit Streak | 41.4286 | 41.4286 | 50.4286 | 41.4286 | 41.4286 | 50.4286 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318480 | -130467 | -289828 | -356425 | -497630 | -526052 |
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{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4795, "evaluation_days": 1598.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622390400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054627610, "expiration_time": 1763189280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 25, "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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