Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828256.4989 | 630635.8645 | 197620.6344 | 2741207.0513 | 2158892.7836 | 582314.2677 |
Total P&L (%) | 828.2565 | 630.6359 | 197.6206 | 2741.2071 | 2158.8928 | 582.3143 |
Avg Daily Profit (%) | 0.5175 | 0.394 | 0.1235 | 0.2093 | 0.195 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72214 | -60717 | -103422 | -2624649 | -1737064 | -2336437 |
Profit Factor | 2.1016 | 2.5552 | 1.5706 | 1.1972 | 1.2868 | 1.0913 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 43.3333 | 41.4815 | 45.1852 | 43.3333 | 41.4815 | 45.1852 |
Ratio Avg Win / Avg Loss | 2.7483 | 3.6046 | 1.9053 | 1.5655 | 1.8153 | 1.3239 |
Largest Winning Trade | 375673 | 375673 | 56682 | 2512882 | 2512882 | 755726 |
Largest Losing Trade | -21854 | -21784 | -21854 | -615478 | -558265 | -615478 |
Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
Avg Bars in Winners | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 9435 | 4053 | 5382 | 9435 | 4053 | 5382 |
Profit Streak | 0 | 0 | 38.9169 | 0 | 0 | 38.9169 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488434 | 398112 | -26847 | 158059 | 201603 | -153912 |
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{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 2 } } }
{ "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": [ [ 828256.4989068123, 630635.8645152037, 197620.634391609, 2741207.051345747, 2158892.783598505, 582314.2677472436 ], [ 828.256499, 630.635865, 197.620634, 2741.207051, 2158.892784, 582.314268 ], [ 0.517499, 0.394024, 0.123474, 0.209329, 0.19497, 0.120055 ], [ 10, 10, 10, 10, 10, 10 ], [ -72214, -60717, -103422, -2624649, -1737064, -2336437 ], [ 2.101648, 2.555185, 1.570616, 1.197154, 1.286807, 1.091321 ], [ 270, 135, 135, 270, 135, 135 ], [ 117, 56, 61, 117, 56, 61 ], [ 153, 79, 74, 153, 79, 74 ], [ 43.333333, 41.481481, 45.185185, 43.333333, 41.481481, 45.185185 ], [ 2.748309, 3.604636, 1.905337, 1.565509, 1.815317, 1.323897 ], [ 375673, 375673, 56682, 2512882, 2512882, 755726 ], [ -21854, -21784, -21854, -615478, -558265, -615478 ], [ 34, 30, 39, 34, 30, 39 ], [ 58, 50, 65, 58, 50, 65 ], [ 16, 15, 18, 16, 15, 18 ], [ 9435, 4053, 5382, 9435, 4053, 5382 ], [ 0, 0, 38.916921, 0, 0, 38.916921 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488434, 398112, -26847, 158059, 201603, -153912 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9603, "evaluation_days": 1600.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622606400000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759269621988, "expiration_time": 1763410896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 2 } } }
# | 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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