Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -688185.7434 | -27430.9812 | -660754.7622 | 2667553.5529 | 225532.3191 | 2442021.2338 |
Total P&L (%) | -688.1857 | -27.431 | -660.7548 | 2667.5536 | 225.5323 | 2442.0212 |
Avg Daily Profit (%) | -0.4292 | -0.0171 | -0.4121 | 0.2073 | 0.0736 | 0.202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -505765 | -104992 | -505765 | -1290250 | -1343305 | -373925 |
Profit Factor | 0.4435 | 0.8967 | 0.3196 | 1.866 | 1.1244 | 2.9273 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 14 | 18 | 30 | 15 | 15 |
Losing Trades | 28 | 16 | 12 | 30 | 15 | 15 |
Profitability (%) | 53.3333 | 46.6667 | 60 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.3881 | 1.0248 | 0.2131 | 1.866 | 1.1244 | 2.9273 |
Largest Winning Trade | 44043 | 44043 | 43952 | 1523100 | 674485 | 1523100 |
Largest Losing Trade | -505765 | -44305 | -505765 | -688746 | -688746 | -383984 |
Avg Bars in Trades | 48 | 24 | 72 | 48 | 24 | 72 |
Avg Bars in Winners | 43 | 23 | 58 | 49 | 26 | 71 |
Avg Bars in Losers | 53 | 24 | 92 | 47 | 21 | 72 |
Bars Traded | 2894 | 727 | 2167 | 2894 | 727 | 2167 |
Profit Streak | 108.0977 | 108.0977 | 199.5977 | 108.0977 | 108.0977 | 199.5977 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752887 | -579615 | -578168 | -160900 | -177535 | 538488 |
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{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 3.22473 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3207, "evaluation_days": 1603.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1626609600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501242776, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 3.22473 } }, "second_band": { "type": "pwma", "factors": { "length": 131, "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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