Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544382.0844 | 269700.4373 | 274681.6471 | 8031756.1259 | 4943530.0452 | 3088226.0807 |
Total P&L (%) | 544.3821 | 269.7004 | 274.6816 | 8031.7561 | 4943.53 | 3088.2261 |
Avg Daily Profit (%) | 0.5919 | 0.2933 | 0.2987 | 0.4794 | 0.4272 | 0.3772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35355 | -59669 | -31462 | -2972478 | -2627287 | -1668933 |
Profit Factor | 2.0827 | 2.0163 | 2.1569 | 1.8414 | 2.0373 | 1.646 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 60.733 | 58.3333 | 63.1579 | 60.733 | 58.3333 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.3466 | 1.4402 | 1.2582 | 1.1905 | 1.4552 | 0.9602 |
Largest Winning Trade | 53055 | 53055 | 24100 | 1523664 | 1523664 | 1445229 |
Largest Losing Trade | -20486 | -18196 | -20486 | -1668933 | -1432742 | -1668933 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 2750 | 1370 | 1380 | 2750 | 1370 | 1380 |
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 | 608599 | 439157 | 473011 | 557205 | 496834 | 416665 |
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2759, "evaluation_days": 919.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1679558400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759012020488, "expiration_time": 1761580800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.98331, "nc": 0.50281 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.64613 } } }
# | 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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