Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448303.9515 | 395743.8448 | 52560.1067 | -11383.9667 | -5424.7684 | -5959.1983 |
Total P&L (%) | 448.304 | 395.7438 | 52.5601 | -11.384 | -5.4248 | -5.9592 |
Avg Daily Profit (%) | 0.2812 | 0.2483 | 0.033 | -0.0076 | -0.0035 | -0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106420 | -128175 | -102737 | -281106 | -225997 | -197484 |
Profit Factor | 1.3016 | 1.489 | 1.0776 | 0.995 | 0.9955 | 0.9944 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 215 | 98 | 117 | 215 | 98 | 117 |
Losing Trades | 200 | 110 | 90 | 200 | 110 | 90 |
Profitability (%) | 51.8072 | 47.1154 | 56.5217 | 51.8072 | 47.1154 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2108 | 1.6714 | 0.8289 | 0.9256 | 1.1174 | 0.7649 |
Largest Winning Trade | 251136 | 251136 | 37192 | 175965 | 175965 | 67589 |
Largest Losing Trade | -55640 | -31947 | -55640 | -178323 | -60529 | -178323 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 48 | 52 | 44 | 48 | 52 | 44 |
Bars Traded | 18853 | 9988 | 8865 | 18853 | 9988 | 8865 |
Profit Streak | 0 | 0 | 18.8906 | 0 | 0 | 18.8906 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389251 | 352632 | -283980 | -578374 | -579699 | -577931 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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": [ [ 448303.951525038, 395743.8448456963, 52560.106679342, -11383.9667441329, -5424.7684340537, -5959.1983100792 ], [ 448.303952, 395.743845, 52.560107, -11.383967, -5.424768, -5.959198 ], [ 0.281245, 0.248271, 0.032974, -0.007582, -0.003499, -0.003854 ], [ 10, 10, 10, 10, 10, 10 ], [ -106420, -128175, -102737, -281106, -225997, -197484 ], [ 1.301593, 1.489044, 1.07761, 0.994988, 0.995484, 0.994431 ], [ 415, 208, 207, 415, 208, 207 ], [ 215, 98, 117, 215, 98, 117 ], [ 200, 110, 90, 200, 110, 90 ], [ 51.807229, 47.115385, 56.521739, 51.807229, 47.115385, 56.521739 ], [ 1.210784, 1.671376, 0.828931, 0.92557, 1.11738, 0.764947 ], [ 251136, 251136, 37192, 175965, 175965, 67589 ], [ -55640, -31947, -55640, -178323, -60529, -178323 ], [ 45, 48, 42, 45, 48, 42 ], [ 42, 43, 41, 42, 43, 41 ], [ 48, 52, 44, 48, 52, 44 ], [ 18853, 9988, 8865, 18853, 9988, 8865 ], [ 0, 0, 18.890573, 0, 0, 18.890573 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389251, 352632, -283980, -578374, -579699, -577931 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622131200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759008145536, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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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