Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179384.3172 | 88200.9786 | 91183.3385 | 125946.3554 | 28399.9888 | 97546.3667 |
Total P&L (%) | 179.3843 | 88.201 | 91.1833 | 125.9464 | 28.4 | 97.5464 |
Avg Daily Profit (%) | 0.1948 | 0.0958 | 0.099 | 0.0886 | 0.0272 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95129 | -60714 | -62726 | -167160 | -104805 | -77240 |
Profit Factor | 1.2719 | 1.2841 | 1.2611 | 1.1607 | 1.0743 | 1.2429 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 52.6882 | 50.5376 | 54.8387 | 52.6882 | 50.5376 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1421 | 1.2568 | 1.0385 | 1.0422 | 1.0514 | 1.0236 |
Largest Winning Trade | 29568 | 29568 | 25204 | 35766 | 25859 | 35766 |
Largest Losing Trade | -26659 | -24083 | -26659 | -60485 | -60485 | -38274 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 2577 | 1289 | 1288 | 2577 | 1289 | 1288 |
Profit Streak | 8.0627 | 0 | 21.7294 | 8.0627 | 0 | 21.7294 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351491 | -65043 | -59259 | -116237 | -298640 | -92792 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.75383 } }, "second_band": { "type": "t3", "factors": { "length": 171, "offset": 0, "a": 0.46985 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2762, "evaluation_days": 920.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1684454400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759080618401, "expiration_time": 1761667200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.75383 } }, "second_band": { "type": "t3", "factors": { "length": 171, "offset": 0, "a": 0.46985 } } }
# | 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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