Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245380.7404 | 120675.9149 | 124704.8255 | 349915.4468 | -3487.9794 | 353403.4262 |
Total P&L (%) | 245.3807 | 120.6759 | 124.7048 | 349.9154 | -3.488 | 353.4034 |
Avg Daily Profit (%) | 0.2647 | 0.1302 | 0.1345 | 0.1624 | -0.0038 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76504 | -67542 | -59915 | -403683 | -314912 | -316894 |
Profit Factor | 1.7616 | 1.5831 | 2.082 | 1.3 | 0.9952 | 1.7903 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 50.4762 | 46.1538 | 54.717 | 50.4762 | 46.1538 | 54.717 |
Ratio Avg Win / Avg Loss | 1.7283 | 1.847 | 1.723 | 1.2755 | 1.161 | 1.4817 |
Largest Winning Trade | 86813 | 86813 | 30721 | 232782 | 232782 | 137999 |
Largest Losing Trade | -25728 | -21934 | -25728 | -140814 | -140814 | -121897 |
Avg Bars in Trades | 24 | 32 | 16 | 24 | 32 | 16 |
Avg Bars in Winners | 32 | 45 | 22 | 32 | 45 | 22 |
Avg Bars in Losers | 16 | 22 | 10 | 16 | 22 | 10 |
Bars Traded | 2608 | 1714 | 894 | 2608 | 1714 | 894 |
Profit Streak | 80.7666 | 82.4333 | 80.7666 | 80.7666 | 82.4333 | 80.7666 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487683 | -196898 | -187684 | 338968 | -759700 | -168612 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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": 1682496000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631038118, "expiration_time": 1762214400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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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