Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320013.6303 | 168280.0334 | 151733.5969 | 523595.4878 | 183315.9011 | 340279.5867 |
Total P&L (%) | 320.0136 | 168.28 | 151.7336 | 523.5955 | 183.3159 | 340.2796 |
Avg Daily Profit (%) | 0.3452 | 0.1815 | 0.1637 | 0.1976 | 0.1124 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64378 | -71609 | -36193 | -328706 | -262306 | -192893 |
Profit Factor | 1.9086 | 1.667 | 2.5189 | 1.4418 | 1.2234 | 1.9333 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 54.7619 | 47.619 | 61.9048 | 54.7619 | 47.619 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.5767 | 1.8337 | 1.5501 | 1.1911 | 1.3458 | 1.1897 |
Largest Winning Trade | 124282 | 124282 | 32392 | 199352 | 199352 | 124370 |
Largest Losing Trade | -43816 | -43816 | -30951 | -222727 | -222727 | -172821 |
Avg Bars in Trades | 31 | 41 | 22 | 31 | 41 | 22 |
Avg Bars in Winners | 36 | 49 | 27 | 36 | 49 | 27 |
Avg Bars in Losers | 25 | 33 | 14 | 25 | 33 | 14 |
Bars Traded | 2669 | 1732 | 937 | 2669 | 1732 | 937 |
Profit Streak | 12.1 | 0 | 86.1 | 12.1 | 0 | 86.1 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502189 | 350573 | 552242 | 375543 | -44202 | 470431 |
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{ "first_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2781, "evaluation_days": 927, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682035200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631037886, "expiration_time": 1762214400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 87, "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) |
---|