Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185928.9125 | 261418.7188 | -75489.8064 | -88699.9344 | 277289.2812 | -365989.2155 |
Total P&L (%) | 185.9289 | 261.4187 | -75.4898 | -88.6999 | 277.2893 | -365.9892 |
Avg Daily Profit (%) | 0.1157 | 0.1627 | -0.047 | -0.1356 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193180 | -130453 | -112398 | -546913 | -174090 | -400600 |
Profit Factor | 1.2249 | 1.6704 | 0.8272 | 0.8983 | 1.8393 | 0.324 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.2366 | 44.6809 | 47.8261 | 46.2366 | 44.6809 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.4243 | 2.0681 | 0.9024 | 1.0445 | 2.2772 | 0.3534 |
Largest Winning Trade | 207715 | 207715 | 71473 | 220802 | 220802 | 29695 |
Largest Losing Trade | -72053 | -42213 | -72053 | -222837 | -107804 | -222837 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 40 | 29 | 51 | 40 | 29 | 51 |
Avg Bars in Losers | 25 | 18 | 33 | 25 | 18 | 33 |
Bars Traded | 3024 | 1110 | 1915 | 3024 | 1110 | 1915 |
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 | -40083 | 315252 | -581549 | -580326 | -80773 | -581549 |
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{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 49, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3213, "evaluation_days": 1606.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623326400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759775512173, "expiration_time": 1763916048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 49, "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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