Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562424.5794 | 579993.8832 | -17569.3038 | -72807.5271 | 195317.3276 | -268124.8547 |
Total P&L (%) | 562.4246 | 579.9939 | -17.5693 | -72.8075 | 195.3173 | -268.1249 |
Avg Daily Profit (%) | 0.3509 | 0.3618 | -0.011 | -0.0812 | 0.0676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167008 | -138641 | -136165 | -334250 | -146259 | -329277 |
Profit Factor | 1.4902 | 1.9418 | 0.9669 | 0.9514 | 1.2953 | 0.6789 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 145 | 80 | 65 | 145 | 80 | 65 |
Profitability (%) | 38.8186 | 32.7731 | 44.9153 | 38.8186 | 32.7731 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.3487 | 3.9832 | 1.1859 | 1.4994 | 2.6569 | 0.8326 |
Largest Winning Trade | 475904 | 475904 | 55456 | 221783 | 221783 | 65301 |
Largest Losing Trade | -61583 | -44706 | -61583 | -176143 | -39977 | -176143 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4718 | 2236 | 2482 | 4718 | 2236 | 2482 |
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 | 318748 | 232169 | -581051 | -581941 | -108198 | -582718 |
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{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 1.66726 } }, "second_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4809, "evaluation_days": 1603, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1621929600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759469836324, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 1.66726 } }, "second_band": { "type": "sma", "factors": { "length": 30, "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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