Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172672.3638 | 80201.1858 | 92471.1781 | 166451.7922 | -13418.3509 | 179870.1431 |
Total P&L (%) | 172.6724 | 80.2012 | 92.4712 | 166.4518 | -13.4184 | 179.8701 |
Avg Daily Profit (%) | 0.1858 | 0.0863 | 0.0995 | 0.1055 | -0.0155 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64452 | -60369 | -61688 | -280323 | -254327 | -255853 |
Profit Factor | 1.5075 | 1.4778 | 1.5364 | 1.159 | 0.9755 | 1.3607 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 44.8276 | 39.5349 | 50 | 44.8276 | 39.5349 | 50 |
Ratio Avg Win / Avg Loss | 1.8553 | 2.2601 | 1.5364 | 1.4265 | 1.492 | 1.3607 |
Largest Winning Trade | 58911 | 58911 | 39367 | 158632 | 158632 | 111063 |
Largest Losing Trade | -22428 | -15227 | -22428 | -83811 | -59970 | -83811 |
Avg Bars in Trades | 62 | 54 | 71 | 62 | 54 | 71 |
Avg Bars in Winners | 98 | 90 | 105 | 98 | 90 | 105 |
Avg Bars in Losers | 33 | 30 | 38 | 33 | 30 | 38 |
Bars Traded | 5476 | 2324 | 3152 | 5476 | 2324 | 3152 |
Profit Streak | 21.6073 | 0 | 45.9406 | 21.6073 | 0 | 45.9406 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314415 | -79457 | -56427 | -98961 | -583130 | -43542 |
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{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 50, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5575, "evaluation_days": 929.17, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680278400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847671696, "expiration_time": 1762430400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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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