Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539492.3409 | 479621.21 | 59871.131 | 186371.1367 | 490772.9458 | -304401.809 |
Total P&L (%) | 539.4923 | 479.6212 | 59.8711 | 186.3711 | 490.7729 | -304.4018 |
Avg Daily Profit (%) | 0.3366 | 0.2992 | 0.0373 | 0.0657 | 0.1109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117306 | -94557 | -106579 | -827444 | -548114 | -651631 |
Profit Factor | 2.182 | 2.9571 | 1.2833 | 1.0885 | 1.4746 | 0.7161 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 40.678 | 36.6667 | 44.8276 | 40.678 | 36.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1821 | 5.1078 | 1.5794 | 1.5874 | 2.5471 | 0.8814 |
Largest Winning Trade | 340838 | 340838 | 67045 | 732045 | 732045 | 225087 |
Largest Losing Trade | -46017 | -32646 | -46017 | -413576 | -186293 | -413576 |
Avg Bars in Trades | 51 | 40 | 63 | 51 | 40 | 63 |
Avg Bars in Winners | 79 | 60 | 95 | 79 | 60 | 95 |
Avg Bars in Losers | 31 | 28 | 36 | 31 | 28 | 36 |
Bars Traded | 3030 | 1202 | 1828 | 3030 | 1202 | 1828 |
Profit Streak | 0 | 0 | 17.9508 | 0 | 0 | 17.9508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170046 | 319808 | -144091 | -410748 | -47950 | -582279 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759488546747, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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": [ [ 539492.3409482959, 479621.2099970588, 59871.1309512372, 186371.136746707, 490772.9457614908, -304401.8090147834 ], [ 539.492341, 479.62121, 59.871131, 186.371137, 490.772946, -304.401809 ], [ 0.336552, 0.299202, 0.037349, 0.065656, 0.11087, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -117306, -94557, -106579, -827444, -548114, -651631 ], [ 2.181996, 2.957131, 1.283264, 1.088487, 1.47464, 0.716101 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 11, 13, 24, 11, 13 ], [ 35, 19, 16, 35, 19, 16 ], [ 40.677966, 36.666667, 44.827586, 40.677966, 36.666667, 44.827586 ], [ 3.182078, 5.107772, 1.579402, 1.587376, 2.547105, 0.881355 ], [ 340838, 340838, 67045, 732045, 732045, 225087 ], [ -46017, -32646, -46017, -413576, -186293, -413576 ], [ 51, 40, 63, 51, 40, 63 ], [ 79, 60, 95, 79, 60, 95 ], [ 31, 28, 36, 31, 28, 36 ], [ 3030, 1202, 1828, 3030, 1202, 1828 ], [ 0, 0, 17.950772, 0, 0, 17.950773 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170046, 319808, -144091, -410748, -47950, -582279 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759488546747, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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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