Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407309.4092 | 374192.4001 | 33117.0091 | 117.7426 | -4586.9114 | 4704.654 |
Total P&L (%) | 407.3094 | 374.1924 | 33.117 | 0.1177 | -4.5869 | 4.7047 |
Avg Daily Profit (%) | 0.2539 | 0.2332 | 0.0206 | 0.0001 | -0.0029 | 0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134436 | -134959 | -90663 | -414338 | -369162 | -112670 |
Profit Factor | 1.5576 | 2.0098 | 1.092 | 1.0001 | 0.9921 | 1.0094 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 39.7436 | 32.0513 | 47.4359 | 39.7436 | 32.0513 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.3615 | 4.2609 | 1.2101 | 1.5163 | 2.1032 | 1.1186 |
Largest Winning Trade | 288320 | 288320 | 57851 | 166515 | 166515 | 123798 |
Largest Losing Trade | -47113 | -30674 | -47113 | -85752 | -85752 | -59149 |
Avg Bars in Trades | 121 | 110 | 132 | 121 | 110 | 132 |
Avg Bars in Winners | 184 | 188 | 181 | 184 | 188 | 181 |
Avg Bars in Losers | 80 | 74 | 88 | 80 | 74 | 88 |
Bars Traded | 19010 | 8652 | 10358 | 19010 | 8652 | 10358 |
Profit Streak | 9.6431 | 9.6431 | 21.6431 | 9.6431 | 9.6431 | 21.6431 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316320 | -29048 | -321437 | -579846 | -618773 | -598904 |
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{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 6 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19253, "evaluation_days": 1604.42, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622044800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759627566966, "expiration_time": 1764612777600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 6 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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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