Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194885.1076 | 94271.2536 | 100613.8541 | 142791.2682 | 62643.7351 | 80147.533 |
Total P&L (%) | 194.8851 | 94.2713 | 100.6139 | 142.7913 | 62.6437 | 80.1475 |
Avg Daily Profit (%) | 0.2086 | 0.1009 | 0.1077 | 0.095 | 0.0521 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98198 | -62822 | -73391 | -95430 | -61049 | -66317 |
Profit Factor | 1.2782 | 1.2962 | 1.2632 | 1.1865 | 1.1822 | 1.1899 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 52.8796 | 49.4737 | 56.25 | 52.8796 | 49.4737 | 56.25 |
Ratio Avg Win / Avg Loss | 1.139 | 1.3238 | 0.9825 | 1.0573 | 1.2074 | 0.9255 |
Largest Winning Trade | 28819 | 27000 | 28819 | 54316 | 30308 | 54316 |
Largest Losing Trade | -33626 | -24700 | -33626 | -32694 | -28551 | -32694 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 2550 | 1268 | 1282 | 2550 | 1268 | 1282 |
Profit Streak | 5.6589 | 0 | 9.9922 | 5.6589 | 0 | 9.9922 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359986 | -58443 | -49579 | -79211 | -144171 | -120594 |
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{ "first_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.84095 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2803, "evaluation_days": 934.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1686700800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760284128258, "expiration_time": 1762848000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.84095 } } }
# | 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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