Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547241.0487 | 576362.3902 | -29121.3414 | -80846.9187 | -219569.1531 | 138722.2344 |
Total P&L (%) | 547.241 | 576.3624 | -29.1213 | -80.8469 | -219.5692 | 138.7222 |
Avg Daily Profit (%) | 0.3423 | 0.3606 | -0.0182 | -0.1033 | 0 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311515 | -217584 | -154974 | -1172244 | -979571 | -267520 |
Profit Factor | 1.5354 | 1.8771 | 0.9202 | 0.9633 | 0.8599 | 1.2189 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 41.0959 | 35.6164 | 46.5753 | 41.0959 | 35.6164 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.2007 | 3.3931 | 1.0555 | 1.3807 | 1.5544 | 1.3982 |
Largest Winning Trade | 438876 | 438876 | 31453 | 424931 | 424931 | 170579 |
Largest Losing Trade | -53141 | -52277 | -53141 | -417007 | -417007 | -120275 |
Avg Bars in Trades | 21 | 31 | 11 | 21 | 31 | 11 |
Avg Bars in Winners | 25 | 38 | 15 | 25 | 38 | 15 |
Avg Bars in Losers | 18 | 26 | 8 | 18 | 26 | 8 |
Bars Traded | 3113 | 2267 | 846 | 3113 | 2267 | 846 |
Profit Streak | 0 | 0 | 49.6253 | 0 | 0 | 49.6253 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327206 | -64578 | -651559 | -581909 | -655551 | -193067 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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": [ [ 547241.0487484897, 576362.3901523921, -29121.3414039024, -80846.9186740989, -219569.1530508483, 138722.2343767493 ], [ 547.241049, 576.36239, -29.121341, -80.846919, -219.569153, 138.722234 ], [ 0.342347, 0.360565, -0.018218, -0.103338, 0, 0.054449 ], [ 10, 10, 10, 10, 10, 10 ], [ -311515, -217584, -154974, -1172244, -979571, -267520 ], [ 1.535365, 1.877061, 0.920222, 0.963259, 0.859858, 1.218917 ], [ 146, 73, 73, 146, 73, 73 ], [ 60, 26, 34, 60, 26, 34 ], [ 86, 47, 39, 86, 47, 39 ], [ 41.09589, 35.616438, 46.575342, 41.09589, 35.616438, 46.575342 ], [ 2.20069, 3.393149, 1.055549, 1.380671, 1.554359, 1.398169 ], [ 438876, 438876, 31453, 424931, 424931, 170579 ], [ -53141, -52277, -53141, -417007, -417007, -120275 ], [ 21, 31, 11, 21, 31, 11 ], [ 25, 38, 15, 25, 38, 15 ], [ 18, 26, 8, 18, 26, 8 ], [ 3113, 2267, 846, 3113, 2267, 846 ], [ 0, 0, 49.625335, 0, 0, 49.625335 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327206, -64578, -651559, -581909, -655551, -193067 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3197, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623628800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759071628972, "expiration_time": 1763204112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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