Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526900.6626 | 510999.3078 | 15901.3548 | -34181.3923 | 21532.8916 | -55714.2839 |
Total P&L (%) | 526.9007 | 510.9993 | 15.9014 | -34.1814 | 21.5329 | -55.7143 |
Avg Daily Profit (%) | 0.3304 | 0.3205 | 0.01 | -0.0262 | 0.0122 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162284 | -146341 | -143258 | -1140471 | -857570 | -600460 |
Profit Factor | 1.4841 | 1.8722 | 1.0316 | 0.9911 | 1.0107 | 0.9696 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 37.7143 | 30.6818 | 44.8276 | 37.7143 | 30.6818 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.451 | 4.2298 | 1.2697 | 1.6369 | 2.2834 | 1.1933 |
Largest Winning Trade | 329508 | 329508 | 56962 | 289840 | 281787 | 289840 |
Largest Losing Trade | -45161 | -39766 | -45161 | -307587 | -193152 | -307587 |
Avg Bars in Trades | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Winners | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3136 | 1383 | 1753 | 3136 | 1383 | 1753 |
Profit Streak | 42.5412 | 42.5412 | 79.0412 | 42.5412 | 42.5412 | 79.0412 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319556 | 202277 | -375942 | -580596 | -397051 | -580203 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 16, "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": [ [ 526900.662620035, 510999.3078062619, 15901.3548137732, -34181.3922608972, 21532.8916074197, -55714.283868317 ], [ 526.900663, 510.999308, 15.901355, -34.181392, 21.532892, -55.714284 ], [ 0.330449, 0.320476, 0.009973, -0.026228, 0.012231, -0.051069 ], [ 10, 10, 10, 10, 10, 10 ], [ -162284, -146341, -143258, -1140471, -857570, -600460 ], [ 1.484109, 1.872208, 1.031643, 0.991123, 1.010666, 0.969582 ], [ 175, 88, 87, 175, 88, 87 ], [ 66, 27, 39, 66, 27, 39 ], [ 109, 61, 48, 109, 61, 48 ], [ 37.714286, 30.681818, 44.827586, 37.714286, 30.681818, 44.827586 ], [ 2.451028, 4.229804, 1.269714, 1.636854, 2.283356, 1.193331 ], [ 329508, 329508, 56962, 289840, 281787, 289840 ], [ -45161, -39766, -45161, -307587, -193152, -307587 ], [ 17, 15, 20, 17, 15, 20 ], [ 29, 25, 32, 29, 25, 32 ], [ 10, 11, 10, 10, 11, 10 ], [ 3136, 1383, 1753, 3136, 1383, 1753 ], [ 42.541224, 42.541224, 79.041224, 42.541225, 42.541225, 79.041225 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319556, 202277, -375942, -580596, -397051, -580203 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621987200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021161801, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 16, "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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