Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797055.0151 | 720403.9932 | 76651.0219 | 102805.2667 | 316930.585 | -214125.3183 |
Total P&L (%) | 797.055 | 720.404 | 76.651 | 102.8053 | 316.9306 | -214.1253 |
Avg Daily Profit (%) | 0.4961 | 0.4484 | 0.0477 | 0.044 | 0.0889 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169088 | -153701 | -79549 | -765823 | -631605 | -502970 |
Profit Factor | 2.2853 | 2.7741 | 1.3581 | 1.0491 | 1.2563 | 0.7505 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 46.7742 | 32.2581 | 61.2903 | 46.7742 | 32.2581 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.6006 | 5.8257 | 0.8577 | 1.1938 | 2.6383 | 0.474 |
Largest Winning Trade | 542251 | 542251 | 37742 | 719204 | 719204 | 196226 |
Largest Losing Trade | -51431 | -51245 | -51431 | -263449 | -202976 | -263449 |
Avg Bars in Trades | 100 | 113 | 87 | 100 | 113 | 87 |
Avg Bars in Winners | 113 | 124 | 107 | 113 | 124 | 107 |
Avg Bars in Losers | 88 | 108 | 54 | 88 | 108 | 54 |
Bars Traded | 6218 | 3511 | 2707 | 6218 | 3511 | 2707 |
Profit Streak | 0 | 0 | 170.7924 | 0 | 0 | 170.7924 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144834 | 306564 | -128025 | -460400 | -80267 | -578386 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 153, "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": [ [ 797055.015060025, 720403.9931882541, 76651.021871771, 102805.266671987, 316930.5849724264, -214125.3183004393 ], [ 797.055015, 720.403993, 76.651022, 102.805267, 316.930585, -214.125318 ], [ 0.496144, 0.448431, 0.047713, 0.044023, 0.088913, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -169088, -153701, -79549, -765823, -631605, -502970 ], [ 2.28534, 2.774138, 1.358093, 1.049082, 1.256332, 0.750486 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 10, 19, 29, 10, 19 ], [ 33, 21, 12, 33, 21, 12 ], [ 46.774194, 32.258065, 61.290323, 46.774194, 32.258065, 61.290323 ], [ 2.600559, 5.82569, 0.857743, 1.193783, 2.638298, 0.473991 ], [ 542251, 542251, 37742, 719204, 719204, 196226 ], [ -51431, -51245, -51431, -263449, -202976, -263449 ], [ 100, 113, 87, 100, 113, 87 ], [ 113, 124, 107, 113, 124, 107 ], [ 88, 108, 54, 88, 108, 54 ], [ 6218, 3511, 2707, 6218, 3511, 2707 ], [ 0, 0, 170.79239, 0, 0, 170.79239 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144834, 306564, -128025, -460400, -80267, -578386 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6426, "evaluation_days": 1606.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759777262516, "expiration_time": 1763937648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 153, "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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