Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -290406.4843 | 152547.6891 | -442954.1735 | 99804370.7733 | 5285064.5557 | 94519306.2175 |
Total P&L (%) | -290.4065 | 152.5477 | -442.9542 | 99804.3708 | 5285.0646 | 94519.3062 |
Avg Daily Profit (%) | -0.1804 | 0.0948 | -0.2752 | 0.43 | 0.248 | 0.4267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -700259 | -83290 | -700008 | -45789862 | -44874065 | -22908316 |
Profit Factor | 0.7398 | 2.0469 | 0.5435 | 2.0349 | 1.0961 | 3.282 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 21 | 26 | 39 | 20 | 19 |
Losing Trades | 23 | 14 | 9 | 31 | 15 | 16 |
Profitability (%) | 67.1429 | 60 | 74.2857 | 55.7143 | 57.1429 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.362 | 1.3646 | 0.1881 | 1.6175 | 0.822 | 2.7638 |
Largest Winning Trade | 48665 | 43741 | 48665 | 41151101 | 13363215 | 41151101 |
Largest Losing Trade | -538365 | -43169 | -538365 | -25006037 | -25006037 | -22908316 |
Avg Bars in Trades | 272 | 123 | 420 | 272 | 123 | 420 |
Avg Bars in Winners | 211 | 96 | 305 | 251 | 132 | 376 |
Avg Bars in Losers | 394 | 163 | 755 | 297 | 110 | 473 |
Bars Traded | 19043 | 4314 | 14729 | 19043 | 4314 | 14729 |
Profit Streak | 12.728 | 97.3113 | 0 | 12.728 | 97.3113 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676443 | -61806 | -577639 | -83275 | -106605 | 604622 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19314, "evaluation_days": 1609.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622505600000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760066896264, "expiration_time": 1765067788800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -290406.4843275459, 152547.6891414392, -442954.173468985, 99804370.77325173, 5285064.555715053, 94519306.2175367 ], [ -290.406484, 152.547689, -442.954173, 99804.370773, 5285.064556, 94519.306218 ], [ -0.180433, 0.09478, -0.275212, 0.430049, 0.247975, 0.426658 ], [ 10, 10, 10, 10, 10, 10 ], [ -700259, -83290, -700008, -45789862, -44874065, -22908316 ], [ 0.739787, 2.046924, 0.543498, 2.034892, 1.096059, 3.281957 ], [ 70, 35, 35, 70, 35, 35 ], [ 47, 21, 26, 39, 20, 19 ], [ 23, 14, 9, 31, 15, 16 ], [ 67.142857, 60, 74.285714, 55.714286, 57.142857, 54.285714 ], [ 0.362023, 1.364616, 0.188134, 1.617478, 0.822044, 2.763753 ], [ 48665, 43741, 48665, 41151101, 13363215, 41151101 ], [ -538365, -43169, -538365, -25006037, -25006037, -22908316 ], [ 272, 123, 420, 272, 123, 420 ], [ 211, 96, 305, 251, 132, 376 ], [ 394, 163, 755, 297, 110, 473 ], [ 19043, 4314, 14729, 19043, 4314, 14729 ], [ 12.727966, 97.311299, 0, 12.727966, 97.311299, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -676443, -61806, -577639, -83275, -106605, 604622 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19314, "evaluation_days": 1609.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622505600000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760066896264, "expiration_time": 1765067788800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 211, "offset": 0, "scalar": 2 } } }
# | 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) |
---|