Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376644.2084 | 304125.2138 | 72518.9946 | 97637.2789 | 1199157.2152 | -1101519.9363 |
Total P&L (%) | 376.6442 | 304.1252 | 72.519 | 97.6373 | 1199.1572 | -1101.5199 |
Avg Daily Profit (%) | 0.2363 | 0.1908 | 0.0455 | 0.0427 | 0.161 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118661 | -69693 | -156513 | -1519874 | -185732 | -1711870 |
Profit Factor | 1.8642 | 3.6401 | 1.2262 | 1.0354 | 4.0975 | 0.5361 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 55.7143 | 62.8571 | 48.5714 | 55.7143 | 62.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.4818 | 2.1509 | 1.2983 | 0.823 | 2.4213 | 0.5676 |
Largest Winning Trade | 114198 | 114198 | 81810 | 287921 | 264373 | 287921 |
Largest Losing Trade | -83517 | -17406 | -83517 | -1361939 | -72670 | -1361939 |
Avg Bars in Trades | 89 | 14 | 164 | 89 | 14 | 164 |
Avg Bars in Winners | 115 | 17 | 242 | 115 | 17 | 242 |
Avg Bars in Losers | 57 | 9 | 92 | 57 | 9 | 92 |
Bars Traded | 6273 | 499 | 5774 | 6273 | 499 | 5774 |
Profit Streak | 70.918 | 143.168 | 70.918 | 70.918 | 143.168 | 70.918 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86023 | 620502 | -132530 | -415502 | 638413 | -580785 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 32, "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": [ [ 376644.2083923843, 304125.2138098999, 72518.9945824845, 97637.2788521862, 1199157.2151546113, -1101519.9363024253 ], [ 376.644208, 304.125214, 72.518995, 97.637279, 1199.157215, -1101.519936 ], [ 0.236252, 0.190764, 0.045488, 0.042742, 0.160976, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -118661, -69693, -156513, -1519874, -185732, -1711870 ], [ 1.864182, 3.640064, 1.226168, 1.035355, 4.097531, 0.536107 ], [ 70, 35, 35, 70, 35, 35 ], [ 39, 22, 17, 39, 22, 17 ], [ 31, 13, 18, 31, 13, 18 ], [ 55.714286, 62.857143, 48.571429, 55.714286, 62.857143, 48.571429 ], [ 1.481786, 2.150947, 1.298295, 0.822974, 2.421268, 0.567642 ], [ 114198, 114198, 81810, 287921, 264373, 287921 ], [ -83517, -17406, -83517, -1361939, -72670, -1361939 ], [ 89, 14, 164, 89, 14, 164 ], [ 115, 17, 242, 115, 17, 242 ], [ 57, 9, 92, 57, 9, 92 ], [ 6273, 499, 5774, 6273, 499, 5774 ], [ 70.918007, 143.168007, 70.918007, 70.918007, 143.168007, 70.918007 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86023, 620502, -132530, -415502, 638413, -580785 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621663200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880915773, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 32, "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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