Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195505.3748 | 92281.6761 | 103223.6988 | 186669.1492 | 1336.7431 | 185332.4062 |
Total P&L (%) | 195.5054 | 92.2817 | 103.2237 | 186.6691 | 1.3367 | 185.3324 |
Avg Daily Profit (%) | 0.2134 | 0.1007 | 0.1127 | 0.115 | 0.0015 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85352 | -72348 | -50074 | -334184 | -294180 | -181544 |
Profit Factor | 1.4221 | 1.379 | 1.4698 | 1.1449 | 1.002 | 1.2998 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 46.5649 | 39.3939 | 53.8462 | 46.5649 | 39.3939 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6319 | 2.1216 | 1.2599 | 1.3139 | 1.5415 | 1.1141 |
Largest Winning Trade | 54500 | 54500 | 32479 | 136953 | 136953 | 100402 |
Largest Losing Trade | -30281 | -19702 | -30281 | -91305 | -91305 | -67014 |
Avg Bars in Trades | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Winners | 120 | 130 | 113 | 120 | 130 | 113 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 10796 | 5338 | 5458 | 10796 | 5338 | 5458 |
Profit Streak | 0 | 0 | 36.0353 | 0 | 0 | 36.0353 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312772 | -185397 | -172083 | -101505 | -702453 | -170670 |
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{ "first_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.64299 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ARB_USDT", "interval": "2h", "packets": 25000, "actual_packets": 10993, "evaluation_days": 916.08, "actual_first_datapoint_time": 1679580000000, "first_datapoint_time": 1680019200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759035052301, "expiration_time": 1761571785600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.64299 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
# | 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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