Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553265.325 | 517069.1432 | 36196.1818 | 39254.2252 | -7057.7245 | 46311.9497 |
Total P&L (%) | 553.2653 | 517.0691 | 36.1962 | 39.2542 | -7.0577 | 46.312 |
Avg Daily Profit (%) | 0.3444 | 0.3219 | 0.0225 | 0.0206 | -0.0046 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130688 | -145898 | -94174 | -514488 | -541665 | -163752 |
Profit Factor | 1.9393 | 2.3781 | 1.1693 | 1.0248 | 0.9931 | 1.0836 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 44.5255 | 39.1304 | 50 | 44.5255 | 39.1304 | 50 |
Ratio Avg Win / Avg Loss | 2.4161 | 3.6992 | 1.1693 | 1.2768 | 1.5449 | 1.0836 |
Largest Winning Trade | 499330 | 499330 | 44744 | 499330 | 499330 | 130266 |
Largest Losing Trade | -54350 | -54350 | -40386 | -174016 | -174016 | -105446 |
Avg Bars in Trades | 44 | 58 | 31 | 44 | 58 | 31 |
Avg Bars in Winners | 40 | 48 | 34 | 40 | 48 | 34 |
Avg Bars in Losers | 48 | 64 | 28 | 48 | 64 | 28 |
Bars Traded | 6158 | 4038 | 2120 | 6158 | 4038 | 2120 |
Profit Streak | 15.524 | 15.524 | 18.024 | 15.524 | 15.524 | 18.024 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441353 | -91994 | -307756 | -361528 | -683603 | -399595 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 96 } }, "second_band": { "type": "t3", "factors": { "length": 227, "offset": 0, "a": 0.26421 } } }
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{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6426, "evaluation_days": 1606.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625875200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759775669981, "expiration_time": 1763937648000, "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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