Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266103.4209 | 122216.9662 | 143886.4546 | 532642.9392 | 303160.0167 | 229482.9225 |
Total P&L (%) | 266.1034 | 122.217 | 143.8865 | 532.6429 | 303.16 | 229.4829 |
Avg Daily Profit (%) | 0.2875 | 0.1321 | 0.1555 | 0.1995 | 0.1508 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45698 | -49345 | -33011 | -187176 | -110015 | -144829 |
Profit Factor | 1.9883 | 2.0343 | 1.9523 | 1.6782 | 2.0543 | 1.461 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.0704 | 40 | 50 | 45.0704 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.4232 | 3.0515 | 1.9523 | 2.0453 | 3.0815 | 1.461 |
Largest Winning Trade | 65671 | 65671 | 31412 | 137298 | 137298 | 97945 |
Largest Losing Trade | -22206 | -19751 | -22206 | -129058 | -62892 | -129058 |
Avg Bars in Trades | 49 | 40 | 57 | 49 | 40 | 57 |
Avg Bars in Winners | 63 | 45 | 78 | 63 | 45 | 78 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 3496 | 1430 | 2066 | 3496 | 1430 | 2066 |
Profit Streak | 19.3202 | 0 | 24.3202 | 19.3202 | 0 | 24.3202 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80489 | -16765 | 413665 | -81423 | 259437 | -19307 |
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{ "first_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 4.44024 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 4.65488 } } }
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{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3702, "evaluation_days": 925.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1682208000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759542066797, "expiration_time": 1762106400000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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