Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958317.2735 | 744318.8212 | 213998.4523 | 3554272.9072 | 2145047.6591 | 1409225.2481 |
Total P&L (%) | 958.3173 | 744.3188 | 213.9985 | 3554.2729 | 2145.0477 | 1409.2252 |
Avg Daily Profit (%) | 0.597 | 0.4637 | 0.1333 | 0.2244 | 0.194 | 0.1692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117598 | -61453 | -120129 | -2108304 | -1976349 | -2711502 |
Profit Factor | 2.1794 | 2.7922 | 1.5387 | 1.2465 | 1.2907 | 1.2002 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 29.8701 | 25 | 34.7826 | 29.8701 | 25 | 34.7826 |
Ratio Avg Win / Avg Loss | 5.1168 | 8.3767 | 2.885 | 2.9267 | 3.8721 | 2.2504 |
Largest Winning Trade | 430297 | 430297 | 48189 | 2684221 | 2684221 | 724598 |
Largest Losing Trade | -21730 | -14627 | -21730 | -543744 | -462774 | -543744 |
Avg Bars in Trades | 20 | 15 | 25 | 20 | 15 | 25 |
Avg Bars in Winners | 48 | 38 | 55 | 48 | 38 | 55 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4706 | 1821 | 2885 | 4706 | 1821 | 2885 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313682 | -14162 | -18301 | 81038 | -20658 | 88970 |
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{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 958317.2734571563, 744318.8211897234, 213998.4522674336, 3554272.9072244028, 2145047.659139069, 1409225.2480853328 ], [ 958.317273, 744.318821, 213.998452, 3554.272907, 2145.047659, 1409.225248 ], [ 0.59696, 0.463655, 0.133305, 0.22441, 0.193999, 0.169216 ], [ 10, 10, 10, 10, 10, 10 ], [ -117598, -61453, -120129, -2108304, -1976349, -2711502 ], [ 2.179369, 2.79224, 1.538677, 1.246537, 1.290703, 1.200232 ], [ 231, 116, 115, 231, 116, 115 ], [ 69, 29, 40, 69, 29, 40 ], [ 162, 87, 75, 162, 87, 75 ], [ 29.87013, 25, 34.782609, 29.87013, 25, 34.782609 ], [ 5.116779, 8.37672, 2.885018, 2.926652, 3.872109, 2.250435 ], [ 430297, 430297, 48189, 2684221, 2684221, 724598 ], [ -21730, -14627, -21730, -543744, -462774, -543744 ], [ 20, 15, 25, 20, 15, 25 ], [ 48, 38, 55, 48, 38, 55 ], [ 8, 8, 9, 8, 8, 9 ], [ 4706, 1821, 2885, 4706, 1821, 2885 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313682, -14162, -18301, 81038, -20658, 88970 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4816, "evaluation_days": 1605.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622390400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759683967035, "expiration_time": 1763812224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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