Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -443926.7401 | -15766.4622 | -428160.2779 | 934252.6398 | -308488.9135 | 1242741.5533 |
Total P&L (%) | -443.9267 | -15.7665 | -428.1603 | 934.2526 | -308.4889 | 1242.7416 |
Avg Daily Profit (%) | -0.2756 | -0.0098 | -0.2658 | 0.1451 | 0 | 0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -635382 | -79061 | -584963 | -385476 | -806624 | -293266 |
Profit Factor | 0.5416 | 0.9392 | 0.3963 | 1.6166 | 0.7331 | 4.4575 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 17 | 24 | 39 | 18 | 21 |
Losing Trades | 27 | 17 | 10 | 29 | 16 | 13 |
Profitability (%) | 60.2941 | 50 | 70.5882 | 57.3529 | 52.9412 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.3567 | 0.9392 | 0.1651 | 1.2021 | 0.6516 | 2.7594 |
Largest Winning Trade | 34961 | 34961 | 34949 | 341934 | 148636 | 341934 |
Largest Losing Trade | -476349 | -61691 | -476349 | -377737 | -377737 | -219694 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 32 | 40 | 27 | 40 | 38 | 41 |
Avg Bars in Losers | 64 | 44 | 99 | 52 | 47 | 59 |
Bars Traded | 3092 | 1442 | 1650 | 3092 | 1442 | 1650 |
Profit Streak | 0 | 0 | 34.8596 | 0 | 0 | 34.8596 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692943 | -580795 | -577584 | -109487 | -580413 | 617564 |
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{ "first_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.57975 } }, "second_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3222, "evaluation_days": 1611, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1626091200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760171868933, "expiration_time": 1764316512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.57975 } }, "second_band": { "type": "rma", "factors": { "length": 119, "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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