Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725254.717 | 695271.4042 | 29983.3128 | -31723.0746 | -46646.0037 | 14922.9291 |
Total P&L (%) | 725.2547 | 695.2714 | 29.9833 | -31.7231 | -46.646 | 14.9229 |
Avg Daily Profit (%) | 0.4504 | 0.4318 | 0.0186 | -0.0237 | -0.039 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139409 | -121301 | -64775 | -402660 | -388321 | -104900 |
Profit Factor | 1.847 | 2.2822 | 1.0955 | 0.9771 | 0.9497 | 1.0324 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 45.9016 | 39.3443 | 52.459 | 45.9016 | 39.3443 | 52.459 |
Ratio Avg Win / Avg Loss | 2.1769 | 3.5184 | 0.9928 | 1.1516 | 1.4641 | 0.9356 |
Largest Winning Trade | 591001 | 591001 | 58610 | 239723 | 239723 | 114487 |
Largest Losing Trade | -45177 | -45177 | -35615 | -119209 | -119209 | -51839 |
Avg Bars in Trades | 155 | 176 | 135 | 155 | 176 | 135 |
Avg Bars in Winners | 193 | 227 | 168 | 193 | 227 | 168 |
Avg Bars in Losers | 123 | 143 | 98 | 123 | 143 | 98 |
Bars Traded | 18990 | 10751 | 8239 | 18990 | 10751 | 8239 |
Profit Streak | 18.4622 | 0 | 31.4622 | 18.4622 | 0 | 31.4622 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467121 | -151738 | -449060 | -579819 | -745213 | -541298 |
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{ "first_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.73383 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19321, "evaluation_days": 1610.08, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622376000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115936136, "expiration_time": 1765120003200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.73383 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "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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