Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299309.1685 | 284316.521 | 14992.6476 | -5982.6984 | -6218.8129 | 236.1145 |
Total P&L (%) | 299.3092 | 284.3165 | 14.9926 | -5.9827 | -6.2188 | 0.2361 |
Avg Daily Profit (%) | 0.2874 | 0.273 | 0.0144 | -0.0059 | -0.0062 | 0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155775 | -160557 | -24094 | -455297 | -419497 | -60274 |
Profit Factor | 1.5937 | 1.6617 | 1.2014 | 0.9939 | 0.9925 | 1.0015 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 42.5532 | 38.5714 | 46.4789 | 42.5532 | 38.5714 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.1515 | 2.6464 | 1.3834 | 1.3417 | 1.5806 | 1.1533 |
Largest Winning Trade | 316753 | 316753 | 13832 | 283047 | 283047 | 21607 |
Largest Losing Trade | -42579 | -42579 | -9533 | -140814 | -140814 | -43717 |
Avg Bars in Trades | 171 | 336 | 9 | 171 | 336 | 9 |
Avg Bars in Winners | 226 | 491 | 9 | 226 | 491 | 9 |
Avg Bars in Losers | 130 | 238 | 8 | 130 | 238 | 8 |
Bars Traded | 24204 | 23545 | 659 | 24204 | 23545 | 659 |
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 | 318055 | -87510 | -272633 | -581634 | -676902 | -665159 |
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669438800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905076692, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "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": [ [ 299309.1685364884, 284316.5209563994, 14992.6475800886, -5982.6983508595, -6218.8128782004, 236.1145273409 ], [ 299.309169, 284.316521, 14.992648, -5.982698, -6.218813, 0.236115 ], [ 0.28735, 0.272956, 0.014394, -0.005922, -0.006164, 0.000226 ], [ 10, 10, 10, 10, 10, 10 ], [ -155775, -160557, -24094, -455297, -419497, -60274 ], [ 1.593716, 1.661681, 1.201405, 0.993878, 0.992457, 1.001546 ], [ 141, 70, 71, 141, 70, 71 ], [ 60, 27, 33, 60, 27, 33 ], [ 81, 43, 38, 81, 43, 38 ], [ 42.553191, 38.571429, 46.478873, 42.553191, 38.571429, 46.478873 ], [ 2.151516, 2.646381, 1.383436, 1.341735, 1.580579, 1.153295 ], [ 316753, 316753, 13832, 283047, 283047, 21607 ], [ -42579, -42579, -9533, -140814, -140814, -43717 ], [ 171, 336, 9, 171, 336, 9 ], [ 226, 491, 9, 226, 491, 9 ], [ 130, 238, 8, 130, 238, 8 ], [ 24204, 23545, 659, 24204, 23545, 659 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318055, -87510, -272633, -581634, -676902, -665159 ] ] }
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669438800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758905076692, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcu", "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) |
---|