Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209466.4397 | 94351.1681 | 115115.2716 | 295850.0408 | 76005.1654 | 219844.8753 |
Total P&L (%) | 209.4664 | 94.3512 | 115.1153 | 295.85 | 76.0052 | 219.8449 |
Avg Daily Profit (%) | 0.2272 | 0.1024 | 0.1249 | 0.1494 | 0.0613 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36246 | -41424 | -36772 | -155503 | -176369 | -188038 |
Profit Factor | 1.6839 | 1.5539 | 1.847 | 1.3226 | 1.1493 | 1.539 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 47.3684 | 37.5 | 57.4468 | 47.3684 | 37.5 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.871 | 2.5898 | 1.3681 | 1.4696 | 1.9155 | 1.14 |
Largest Winning Trade | 68780 | 68780 | 35205 | 139592 | 139592 | 88448 |
Largest Losing Trade | -15247 | -15247 | -12861 | -60340 | -60340 | -56336 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 84 | 86 | 83 | 84 | 86 | 83 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 5315 | 2459 | 2856 | 5315 | 2459 | 2856 |
Profit Streak | 32.6514 | 32.6514 | 38.818 | 32.6514 | 32.6514 | 38.818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405726 | -57822 | -22317 | 244625 | -170448 | -21396 |
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{ "first_band": { "type": "bbm", "factors": { "length": 87, "offset": 0, "std": 2.48228 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.03667, "nc": 0.14229 } } }
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{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5531, "evaluation_days": 921.83, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680811200000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759217878237, "expiration_time": 1761796800000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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