Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -458041.0907 | 140835.304 | -598876.3948 | 6166112.3669 | -2198572.1712 | 8364684.5381 |
Total P&L (%) | -458.0411 | 140.8353 | -598.8764 | 6166.1124 | -2198.5722 | 8364.6845 |
Avg Daily Profit (%) | -0.2847 | 0.0875 | -0.3722 | 0.2575 | 0 | 0.2762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -809197 | -103050 | -743639 | -3778312 | -4042167 | -829033 |
Profit Factor | 0.6398 | 1.495 | 0.3934 | 1.722 | 0.669 | 5.4078 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 25 | 29 | 46 | 22 | 24 |
Losing Trades | 41 | 22 | 19 | 49 | 25 | 24 |
Profitability (%) | 56.8421 | 53.1915 | 60.4167 | 48.4211 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 0.4858 | 1.3156 | 0.2577 | 1.8343 | 0.7603 | 5.4078 |
Largest Winning Trade | 80154 | 80154 | 56813 | 4345432 | 1322319 | 4345432 |
Largest Losing Trade | -728686 | -50797 | -728686 | -3579265 | -3579265 | -415168 |
Avg Bars in Trades | 47 | 48 | 47 | 47 | 48 | 47 |
Avg Bars in Winners | 42 | 38 | 45 | 54 | 60 | 49 |
Avg Bars in Losers | 55 | 60 | 49 | 41 | 38 | 44 |
Bars Traded | 4547 | 2291 | 2256 | 4547 | 2291 | 2256 |
Profit Streak | 49.03 | 0 | 58.03 | 49.03 | 0 | 58.03 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579074 | -74329 | -578359 | 431820 | -581938 | 642640 |
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{ "first_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 6, "offset": 209, "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": [ [ -458041.0907398186, 140835.3040336156, -598876.3947734348, 6166112.366935966, -2198572.171173711, 8364684.538109677 ], [ -458.041091, 140.835304, -598.876395, 6166.112367, -2198.572171, 8364.684538 ], [ -0.284674, 0.08753, -0.372204, 0.257493, 0, 0.276235 ], [ 10, 10, 10, 10, 10, 10 ], [ -809197, -103050, -743639, -3778312, -4042167, -829033 ], [ 0.63984, 1.495012, 0.393397, 1.722, 0.66902, 5.407768 ], [ 95, 47, 48, 95, 47, 48 ], [ 54, 25, 29, 46, 22, 24 ], [ 41, 22, 19, 49, 25, 24 ], [ 56.842105, 53.191489, 60.416667, 48.421053, 46.808511, 50 ], [ 0.485804, 1.315611, 0.257743, 1.834304, 0.76025, 5.407768 ], [ 80154, 80154, 56813, 4345432, 1322319, 4345432 ], [ -728686, -50797, -728686, -3579265, -3579265, -415168 ], [ 47, 48, 47, 47, 48, 47 ], [ 42, 38, 45, 54, 60, 49 ], [ 55, 60, 49, 41, 38, 44 ], [ 4547, 2291, 2256, 4547, 2291, 2256 ], [ 49.030002, 0, 58.030002, 49.030002, 0, 58.030002 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579074, -74329, -578359, 431820, -581938, 642640 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4827, "evaluation_days": 1609, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1626998400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759999392167, "expiration_time": 1764138528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 6, "offset": 209, "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) |
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