Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210791.6276 | 72854.3222 | 137937.3054 | 316507.2241 | 178205.8169 | 138301.4071 |
Total P&L (%) | 210.7916 | 72.8543 | 137.9373 | 316.5072 | 178.2058 | 138.3014 |
Avg Daily Profit (%) | 0.4047 | 0.1399 | 0.2648 | 0.2743 | 0.1966 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53207 | -20097 | -37154 | -281981 | -95676 | -191454 |
Profit Factor | 1.9015 | 2.1011 | 1.8228 | 1.4815 | 1.9455 | 1.295 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 54.5455 | 48.7179 | 60.5263 | 54.5455 | 48.7179 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.5846 | 2.2117 | 1.1888 | 1.2346 | 2.0479 | 0.8446 |
Largest Winning Trade | 59797 | 24840 | 59797 | 139966 | 124620 | 139966 |
Largest Losing Trade | -37154 | -9933 | -37154 | -161954 | -52551 | -161954 |
Avg Bars in Trades | 312 | 41 | 590 | 312 | 41 | 590 |
Avg Bars in Winners | 449 | 50 | 778 | 449 | 50 | 778 |
Avg Bars in Losers | 147 | 32 | 300 | 147 | 32 | 300 |
Bars Traded | 24038 | 1618 | 22420 | 24038 | 1618 | 22420 |
Profit Streak | 13.3627 | 18.571 | 0 | 13.3627 | 18.571 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32672 | -2284 | 407921 | -36203 | 407033 | 235198 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 105, "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": [ [ 210791.6276157508, 72854.3222326408, 137937.3053831099, 316507.2240656994, 178205.8169158023, 138301.4071498971 ], [ 210.791628, 72.854322, 137.937305, 316.507224, 178.205817, 138.301407 ], [ 0.404723, 0.139881, 0.264841, 0.27431, 0.196647, 0.166866 ], [ 10, 10, 10, 10, 10, 10 ], [ -53207, -20097, -37154, -281981, -95676, -191454 ], [ 1.901547, 2.101099, 1.82279, 1.481536, 1.945522, 1.295003 ], [ 77, 39, 38, 77, 39, 38 ], [ 42, 19, 23, 42, 19, 23 ], [ 35, 20, 15, 35, 20, 15 ], [ 54.545455, 48.717949, 60.526316, 54.545455, 48.717949, 60.526316 ], [ 1.584623, 2.211683, 1.188776, 1.234614, 2.047918, 0.844567 ], [ 59797, 24840, 59797, 139966, 124620, 139966 ], [ -37154, -9933, -37154, -161954, -52551, -161954 ], [ 312, 41, 590, 312, 41, 590 ], [ 449, 50, 778, 449, 50, 778 ], [ 147, 32, 300, 147, 32, 300 ], [ 24038, 1618, 22420, 24038, 1618, 22420 ], [ 13.362698, 18.571032, 0, 13.362698, 18.571032, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32672, -2284, 407921, -36203, 407033, 235198 ] ] }
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714170600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758876137137, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 105, "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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