Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97899.1845 | 5575.6629 | 92323.5216 | -61453.5181 | 25276.3188 | -86729.8369 |
Total P&L (%) | 97.8992 | 5.5757 | 92.3235 | -61.4535 | 25.2763 | -86.7298 |
Avg Daily Profit (%) | 0.188 | 0.0107 | 0.1773 | -0.1829 | 0.0433 | -0.387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88988 | -28911 | -88988 | -200570 | -11541 | -200570 |
Profit Factor | 1.2598 | 1.0807 | 1.3 | 0.859 | 1.6229 | 0.7806 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 71.7241 | 65.7534 | 77.7778 | 71.7241 | 65.7534 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4966 | 0.5629 | 0.3714 | 0.3387 | 0.8453 | 0.223 |
Largest Winning Trade | 23122 | 5073 | 23122 | 17479 | 6610 | 17479 |
Largest Losing Trade | -88988 | -14740 | -88988 | -200570 | -8799 | -200570 |
Avg Bars in Trades | 168 | 6 | 333 | 168 | 6 | 333 |
Avg Bars in Winners | 107 | 3 | 197 | 107 | 3 | 197 |
Avg Bars in Losers | 323 | 10 | 812 | 323 | 10 | 812 |
Bars Traded | 24483 | 446 | 24037 | 24483 | 446 | 24037 |
Profit Streak | 6.4789 | 6.4789 | 6.9789 | 6.4789 | 6.4789 | 6.9789 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341455 | -546991 | -69620 | -576982 | -207578 | -656242 |
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714123800000, "first_datapoint_time": 1714239000000, "last_datapoint_time": 1759122000000, "evaluation_time": 1759123777784, "expiration_time": 1765602000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 97899.1845196733, 5575.6629498658, 92323.5215698076, -61453.5181086322, 25276.3188105216, -86729.8369191539 ], [ 97.899185, 5.575663, 92.323522, -61.453518, 25.276319, -86.729837 ], [ 0.187968, 0.010705, 0.177262, -0.182868, 0.043277, -0.387025 ], [ 10, 10, 10, 10, 10, 10 ], [ -88988, -28911, -88988, -200570, -11541, -200570 ], [ 1.259759, 1.080684, 1.299966, 0.859031, 1.622895, 0.780629 ], [ 145, 73, 72, 145, 73, 72 ], [ 104, 48, 56, 104, 48, 56 ], [ 41, 25, 16, 41, 25, 16 ], [ 71.724138, 65.753425, 77.777778, 71.724138, 65.753425, 77.777778 ], [ 0.496636, 0.562856, 0.371419, 0.338656, 0.845258, 0.223037 ], [ 23122, 5073, 23122, 17479, 6610, 17479 ], [ -88988, -14740, -88988, -200570, -8799, -200570 ], [ 168, 6, 333, 168, 6, 333 ], [ 107, 3, 197, 107, 3, 197 ], [ 323, 10, 812, 323, 10, 812 ], [ 24483, 446, 24037, 24483, 446, 24037 ], [ 6.478909, 6.478909, 6.978909, 6.478909, 6.47891, 6.97891 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341455, -546991, -69620, -576982, -207578, -656242 ] ] }
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714123800000, "first_datapoint_time": 1714239000000, "last_datapoint_time": 1759122000000, "evaluation_time": 1759123777784, "expiration_time": 1765602000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 5 } } }
# | 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) |
---|