Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706115.383 | 634948.2818 | 71167.1012 | 74091.998 | 342624.9745 | -268532.9765 |
Total P&L (%) | 706.1154 | 634.9483 | 71.1671 | 74.092 | 342.625 | -268.533 |
Avg Daily Profit (%) | 0.443 | 0.3983 | 0.0446 | 0.0348 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121503 | -103521 | -98217 | -431238 | -201852 | -373104 |
Profit Factor | 1.892 | 2.5356 | 1.1882 | 1.0498 | 1.5249 | 0.678 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 40.4762 | 36.5079 | 44.4444 | 40.4762 | 36.5079 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7824 | 4.4097 | 1.4853 | 1.5439 | 2.652 | 0.8475 |
Largest Winning Trade | 421417 | 421417 | 56861 | 398189 | 398189 | 78386 |
Largest Losing Trade | -62147 | -38636 | -62147 | -253834 | -63727 | -253834 |
Avg Bars in Trades | 150 | 138 | 161 | 150 | 138 | 161 |
Avg Bars in Winners | 222 | 215 | 229 | 222 | 215 | 229 |
Avg Bars in Losers | 100 | 94 | 107 | 100 | 94 | 107 |
Bars Traded | 18917 | 8742 | 10175 | 18917 | 8742 | 10175 |
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 | 372125 | -137638 | -295877 | -314387 | -217954 | -729896 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622131200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758855266656, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
{ "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": [ [ 706115.3830196474, 634948.2818127713, 71167.1012068763, 74091.9980046141, 342624.9745262678, -268532.9765216538 ], [ 706.115383, 634.948282, 71.167101, 74.091998, 342.624975, -268.532977 ], [ 0.442983, 0.398336, 0.044647, 0.034787, 0.093366, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -121503, -103521, -98217, -431238, -201852, -373104 ], [ 1.892023, 2.535589, 1.188223, 1.049838, 1.524885, 0.677973 ], [ 126, 63, 63, 126, 63, 63 ], [ 51, 23, 28, 51, 23, 28 ], [ 75, 40, 35, 75, 40, 35 ], [ 40.47619, 36.507937, 44.444444, 40.47619, 36.507937, 44.444444 ], [ 2.782387, 4.409719, 1.485279, 1.54388, 2.651975, 0.847466 ], [ 421417, 421417, 56861, 398189, 398189, 78386 ], [ -62147, -38636, -62147, -253834, -63727, -253834 ], [ 150, 138, 161, 150, 138, 161 ], [ 222, 215, 229, 222, 215, 229 ], [ 100, 94, 107, 100, 94, 107 ], [ 18917, 8742, 10175, 18917, 8742, 10175 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372125, -137638, -295877, -314387, -217954, -729896 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622131200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758855266656, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
# | 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) |
---|