Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142886.4489 | 57154.6703 | 85731.7786 | 72225.3657 | 33027.425 | 39197.9407 |
Total P&L (%) | 142.8864 | 57.1547 | 85.7318 | 72.2254 | 33.0274 | 39.1979 |
Avg Daily Profit (%) | 0.1545 | 0.0618 | 0.0927 | 0.0588 | 0.0309 | 0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64921 | -65458 | -71175 | -115652 | -91194 | -126307 |
Profit Factor | 1.3556 | 1.33 | 1.3751 | 1.1112 | 1.1239 | 1.1024 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 65.6863 | 66.6667 | 64.7059 | 65.6863 | 66.6667 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.7082 | 0.665 | 0.7501 | 0.5805 | 0.562 | 0.6013 |
Largest Winning Trade | 29638 | 14274 | 29638 | 39332 | 20989 | 39332 |
Largest Losing Trade | -52541 | -20845 | -52541 | -92451 | -44460 | -92451 |
Avg Bars in Trades | 53 | 29 | 76 | 53 | 29 | 76 |
Avg Bars in Winners | 41 | 28 | 54 | 41 | 28 | 54 |
Avg Bars in Losers | 75 | 31 | 115 | 75 | 31 | 115 |
Bars Traded | 5406 | 1515 | 3891 | 5406 | 1515 | 3891 |
Profit Streak | 34.3298 | 96.1631 | 34.3298 | 34.3298 | 96.1631 | 34.3298 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334338 | -289335 | -247960 | -210974 | -417064 | -434588 |
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{ "first_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 1.9206 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 925, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680998400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759492495453, "expiration_time": 1762070400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 1.9206 } }, "second_band": { "type": "dcm", "factors": { "length": 100, "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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