Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324151.9738 | 274187.6272 | 49964.3466 | 11948.7595 | 655672.7113 | -643723.9518 |
Total P&L (%) | 324.152 | 274.1876 | 49.9643 | 11.9488 | 655.6727 | -643.724 |
Avg Daily Profit (%) | 0.2028 | 0.1715 | 0.0313 | 0.0071 | 0.1266 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152105 | -78171 | -113639 | -816548 | -195029 | -791750 |
Profit Factor | 1.3533 | 1.6054 | 1.1075 | 1.0055 | 1.8084 | 0.5214 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Losing Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Profitability (%) | 49.0323 | 53.8462 | 44.1558 | 49.0323 | 53.8462 | 44.1558 |
Ratio Avg Win / Avg Loss | 1.4067 | 1.3761 | 1.4007 | 1.0452 | 1.5501 | 0.6594 |
Largest Winning Trade | 108195 | 108195 | 70470 | 360956 | 360956 | 69964 |
Largest Losing Trade | -69372 | -33403 | -69372 | -525579 | -67270 | -525579 |
Avg Bars in Trades | 121 | 90 | 152 | 121 | 90 | 152 |
Avg Bars in Winners | 160 | 98 | 237 | 160 | 98 | 237 |
Avg Bars in Losers | 83 | 81 | 86 | 83 | 81 | 86 |
Bars Traded | 18821 | 7051 | 11770 | 18821 | 7051 | 11770 |
Profit Streak | 0 | 0 | 18.2977 | 0 | 0 | 18.2977 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305652 | -24654 | -298369 | -502536 | -54117 | -624445 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19182, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622628000000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759115318385, "expiration_time": 1764083174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 324151.9737877776, 274187.6271601696, 49964.3466276082, 11948.7595111489, 655672.7112811174, -643723.9517699687 ], [ 324.151974, 274.187627, 49.964347, 11.94876, 655.672711, -643.723952 ], [ 0.202785, 0.171528, 0.031257, 0.007061, 0.126601, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -152105, -78171, -113639, -816548, -195029, -791750 ], [ 1.353302, 1.605444, 1.107538, 1.005542, 1.808402, 0.52141 ], [ 155, 78, 77, 155, 78, 77 ], [ 76, 42, 34, 76, 42, 34 ], [ 79, 36, 43, 79, 36, 43 ], [ 49.032258, 53.846154, 44.155844, 49.032258, 53.846154, 44.155844 ], [ 1.406722, 1.376094, 1.400709, 1.045234, 1.550059, 0.659431 ], [ 108195, 108195, 70470, 360956, 360956, 69964 ], [ -69372, -33403, -69372, -525579, -67270, -525579 ], [ 121, 90, 152, 121, 90, 152 ], [ 160, 98, 237, 160, 98, 237 ], [ 83, 81, 86, 83, 81, 86 ], [ 18821, 7051, 11770, 18821, 7051, 11770 ], [ 0, 0, 18.297666, 0, 0, 18.297666 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305652, -24654, -298369, -502536, -54117, -624445 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19182, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622628000000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759115318385, "expiration_time": 1764083174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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) |
---|