Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799011.0501 | 658720.3993 | 140290.6508 | 848714.8688 | 417493.8588 | 431221.01 |
Total P&L (%) | 799.0111 | 658.7204 | 140.2907 | 848.7149 | 417.4939 | 431.221 |
Avg Daily Profit (%) | 0.5004 | 0.4126 | 0.0879 | 0.141 | 0.103 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106417 | -95138 | -100098 | -537734 | -403306 | -513587 |
Profit Factor | 1.8979 | 2.4283 | 1.3273 | 1.2187 | 1.2083 | 1.2298 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 179 | 95 | 84 | 179 | 95 | 84 |
Profitability (%) | 30.888 | 26.9231 | 34.8837 | 30.888 | 26.9231 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.2467 | 6.5911 | 2.4776 | 2.7268 | 3.2797 | 2.2956 |
Largest Winning Trade | 421734 | 421734 | 55682 | 502888 | 502888 | 210920 |
Largest Losing Trade | -21143 | -14627 | -21143 | -103532 | -86480 | -103532 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4711 | 2105 | 2606 | 4711 | 2105 | 2606 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302725 | -6789 | -80103 | -9472 | -76099 | -58322 |
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{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 3.74862 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622246400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933455810, "expiration_time": 1763040960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 3.74862 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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