Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619780.6633 | 505546.8946 | 114233.7687 | 537222.4078 | 455742.9869 | 81479.4209 |
Total P&L (%) | 619.7807 | 505.5469 | 114.2338 | 537.2224 | 455.743 | 81.4794 |
Avg Daily Profit (%) | 0.3872 | 0.3159 | 0.0714 | 0.1158 | 0.1072 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108637 | -75219 | -94665 | -600196 | -753328 | -626625 |
Profit Factor | 1.9859 | 2.5175 | 1.3865 | 1.1318 | 1.2127 | 1.0421 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 36.9369 | 30.3571 | 43.6364 | 36.9369 | 30.3571 | 43.6364 |
Ratio Avg Win / Avg Loss | 3.3905 | 5.7755 | 1.7909 | 1.9323 | 2.7821 | 1.3461 |
Largest Winning Trade | 284907 | 284907 | 65929 | 764259 | 764259 | 345201 |
Largest Losing Trade | -35944 | -18563 | -35944 | -276166 | -155814 | -276166 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 54 | 45 | 61 | 54 | 45 | 61 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 3124 | 1178 | 1946 | 3124 | 1178 | 1946 |
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 | 320534 | -173867 | -278447 | -116984 | -236878 | -499869 |
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{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 1.47358 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3201, "evaluation_days": 1600.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623024000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759248107238, "expiration_time": 1763382096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 1.47358 } } }
# | 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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