Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213008.133 | 100775.0438 | 112233.0892 | 208019.8406 | -95787.7701 | 303807.6107 |
Total P&L (%) | 213.0081 | 100.775 | 112.2331 | 208.0198 | -95.7878 | 303.8076 |
Avg Daily Profit (%) | 0.231 | 0.1093 | 0.1217 | 0.1221 | -0.3429 | 0.1515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67512 | -54136 | -53859 | -336377 | -305802 | -244638 |
Profit Factor | 1.5091 | 1.4152 | 1.6391 | 1.1357 | 0.8927 | 1.4749 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 47.4453 | 36.7647 | 57.971 | 47.4453 | 36.7647 | 57.971 |
Ratio Avg Win / Avg Loss | 1.6717 | 2.4341 | 1.1883 | 1.2581 | 1.5355 | 1.0693 |
Largest Winning Trade | 93230 | 93230 | 36014 | 179902 | 179902 | 105616 |
Largest Losing Trade | -22415 | -20196 | -22415 | -120693 | -89096 | -120693 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 2639 | 1498 | 1141 | 2639 | 1498 | 1141 |
Profit Streak | 8.3551 | 0 | 17.6884 | 8.3551 | 0 | 17.6884 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384429 | -159501 | -128312 | -100912 | -692327 | -91443 |
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{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2766, "evaluation_days": 922, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680940800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759221078839, "expiration_time": 1761782400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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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