Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149933.8211 | 30816.0541 | 119117.7669 | 111497.5915 | 31094.2631 | 80403.3284 |
Total P&L (%) | 149.9338 | 30.8161 | 119.1178 | 111.4976 | 31.0943 | 80.4033 |
Avg Daily Profit (%) | 0.2879 | 0.0592 | 0.2287 | 0.1439 | 0.052 | 0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54754 | -51179 | -42708 | -146026 | -79830 | -129917 |
Profit Factor | 1.3788 | 1.1368 | 1.6984 | 1.2081 | 1.117 | 1.298 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 63.6364 | 60.6061 | 66.6667 | 63.6364 | 60.6061 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7879 | 0.7389 | 0.8492 | 0.6904 | 0.726 | 0.649 |
Largest Winning Trade | 32977 | 23081 | 32977 | 32379 | 31234 | 32379 |
Largest Losing Trade | -37009 | -37009 | -37001 | -118442 | -40532 | -118442 |
Avg Bars in Trades | 181 | 202 | 160 | 181 | 202 | 160 |
Avg Bars in Winners | 116 | 120 | 112 | 116 | 120 | 112 |
Avg Bars in Losers | 296 | 329 | 257 | 296 | 329 | 257 |
Bars Traded | 23990 | 13384 | 10606 | 23990 | 13384 | 10606 |
Profit Streak | 0 | 38.4734 | 0 | 0 | 38.4734 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317510 | -310592 | -114281 | -1507 | -341980 | -165856 |
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714262400000, "first_datapoint_time": 1714627800000, "last_datapoint_time": 1759260600000, "evaluation_time": 1759261899177, "expiration_time": 1765740600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 203, "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": [ [ 149933.8210563339, 30816.0541308425, 119117.7669254914, 111497.5914968175, 31094.2630754934, 80403.3284213241 ], [ 149.933821, 30.816054, 119.117767, 111.497591, 31.094263, 80.403328 ], [ 0.287875, 0.059167, 0.228708, 0.143921, 0.051997, 0.11335 ], [ 10, 10, 10, 10, 10, 10 ], [ -54754, -51179, -42708, -146026, -79830, -129917 ], [ 1.378831, 1.136818, 1.698448, 1.208138, 1.116952, 1.29799 ], [ 132, 66, 66, 132, 66, 66 ], [ 84, 40, 44, 84, 40, 44 ], [ 48, 26, 22, 48, 26, 22 ], [ 63.636364, 60.606061, 66.666667, 63.636364, 60.606061, 66.666667 ], [ 0.787903, 0.738932, 0.849224, 0.690365, 0.726019, 0.648995 ], [ 32977, 23081, 32977, 32379, 31234, 32379 ], [ -37009, -37009, -37001, -118442, -40532, -118442 ], [ 181, 202, 160, 181, 202, 160 ], [ 116, 120, 112, 116, 120, 112 ], [ 296, 329, 257, 296, 329, 257 ], [ 23990, 13384, 10606, 23990, 13384, 10606 ], [ 0, 38.47337, 0, 0, 38.47337, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317510, -310592, -114281, -1507, -341980, -165856 ] ] }
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714262400000, "first_datapoint_time": 1714627800000, "last_datapoint_time": 1759260600000, "evaluation_time": 1759261899177, "expiration_time": 1765740600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 203, "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) |
---|