Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499099.9411 | 503186.0433 | -4086.1022 | -14971.4323 | 779962.8726 | -794934.3049 |
Total P&L (%) | 499.0999 | 503.186 | -4.0861 | -14.9714 | 779.9629 | -794.9343 |
Avg Daily Profit (%) | 0.313 | 0.3156 | -0.0026 | -0.0102 | 0.1365 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315853 | -210526 | -121285 | -3244400 | -1762303 | -1539005 |
Profit Factor | 1.7095 | 2.387 | 0.988 | 0.9973 | 1.3146 | 0.7451 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 37.3626 | 37.7778 | 36.9565 | 37.3626 | 37.7778 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.866 | 3.9315 | 1.6854 | 1.672 | 2.1652 | 1.2711 |
Largest Winning Trade | 342176 | 342176 | 65762 | 1674402 | 1674402 | 662571 |
Largest Losing Trade | -44866 | -44866 | -34921 | -809409 | -619153 | -809409 |
Avg Bars in Trades | 33 | 41 | 26 | 33 | 41 | 26 |
Avg Bars in Winners | 43 | 53 | 33 | 43 | 53 | 33 |
Avg Bars in Losers | 27 | 34 | 21 | 27 | 34 | 21 |
Bars Traded | 3067 | 1862 | 1205 | 3067 | 1862 | 1205 |
Profit Streak | 0 | 101.5413 | 0 | 0 | 101.5413 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257577 | 340054 | -582721 | -582671 | -13257 | -583832 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 1.34063 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624492800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021164501, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 1.34063 } } }
# | 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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