Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -394668.5479 | 102391.8886 | -497060.4365 | 59651242.8204 | 5496445.1875 | 54154797.6329 |
Total P&L (%) | -394.6685 | 102.3919 | -497.0604 | 59651.2428 | 5496.4452 | 54154.7976 |
Avg Daily Profit (%) | -0.2476 | 0.0642 | -0.3118 | 0.4019 | 0.2528 | 0.3958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -634561 | -40019 | -695477 | -23669503 | -11175260 | -22485778 |
Profit Factor | 0.7047 | 1.4434 | 0.5504 | 1.6337 | 1.1469 | 1.9548 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 176 | 79 | 97 | 134 | 66 | 68 |
Losing Trades | 100 | 59 | 41 | 142 | 72 | 70 |
Profitability (%) | 63.7681 | 57.2464 | 70.2899 | 48.5507 | 47.8261 | 49.2754 |
Ratio Avg Win / Avg Loss | 0.4004 | 1.078 | 0.2327 | 1.7313 | 1.2512 | 2.0123 |
Largest Winning Trade | 39256 | 39256 | 36824 | 28034241 | 7355124 | 28034241 |
Largest Losing Trade | -465068 | -21719 | -465068 | -20478665 | -3551520 | -20478665 |
Avg Bars in Trades | 67 | 10 | 124 | 67 | 10 | 124 |
Avg Bars in Winners | 41 | 8 | 68 | 65 | 8 | 121 |
Avg Bars in Losers | 112 | 12 | 256 | 68 | 11 | 127 |
Bars Traded | 18617 | 1418 | 17199 | 18617 | 1418 | 17199 |
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 | -577549 | -105169 | -578336 | 494516 | -51159 | 466337 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622635200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758843843435, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 229, "offset": 0, "scalar": 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": [ [ -394668.5478774582, 102391.8886160731, -497060.4364935316, 59651242.82035679, 5496445.187503702, 54154797.63285308 ], [ -394.668548, 102.391889, -497.060436, 59651.24282, 5496.445188, 54154.797633 ], [ -0.247596, 0.064236, -0.311832, 0.401858, 0.252811, 0.39578 ], [ 10, 10, 10, 10, 10, 10 ], [ -634561, -40019, -695477, -23669503, -11175260, -22485778 ], [ 0.704713, 1.443409, 0.550431, 1.633739, 1.146941, 1.954775 ], [ 276, 138, 138, 276, 138, 138 ], [ 176, 79, 97, 134, 66, 68 ], [ 100, 59, 41, 142, 72, 70 ], [ 63.768116, 57.246377, 70.289855, 48.550725, 47.826087, 49.275362 ], [ 0.400405, 1.077989, 0.232656, 1.731276, 1.251208, 2.012268 ], [ 39256, 39256, 36824, 28034241, 7355124, 28034241 ], [ -465068, -21719, -465068, -20478665, -3551520, -20478665 ], [ 67, 10, 124, 67, 10, 124 ], [ 41, 8, 68, 65, 8, 121 ], [ 112, 12, 256, 68, 11, 127 ], [ 18617, 1418, 17199, 18617, 1418, 17199 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577549, -105169, -578336, 494516, -51159, 466337 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622635200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758843843435, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 229, "offset": 0, "scalar": 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) |
---|