Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892261.0438 | 714923.6303 | 177337.4136 | 2291559.4528 | 2006374.5427 | 285184.9101 |
Total P&L (%) | 892.261 | 714.9236 | 177.3374 | 2291.5595 | 2006.3745 | 285.1849 |
Avg Daily Profit (%) | 0.5596 | 0.4484 | 0.1112 | 0.1993 | 0.1913 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105403 | -63496 | -135206 | -1696119 | -1088119 | -2070668 |
Profit Factor | 2.2153 | 2.8728 | 1.5032 | 1.2355 | 1.4098 | 1.059 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 32.5967 | 28.5714 | 36.6667 | 32.5967 | 28.5714 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.5809 | 7.1819 | 2.5964 | 2.5547 | 3.5246 | 1.8291 |
Largest Winning Trade | 442628 | 442628 | 72298 | 1864607 | 1864607 | 581794 |
Largest Losing Trade | -23927 | -17783 | -23927 | -389165 | -254339 | -389165 |
Avg Bars in Trades | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Winners | 39 | 31 | 45 | 39 | 31 | 45 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3138 | 1222 | 1916 | 3138 | 1222 | 1916 |
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 | 352248 | 55356 | -47299 | 118436 | -4277 | -239773 |
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622505600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021160690, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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