Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67075.4526 | -35787.0981 | 102862.5507 | 23572.0892 | -64134.3128 | 87706.4021 |
Total P&L (%) | 67.0755 | -35.7871 | 102.8626 | 23.5721 | -64.1343 | 87.7064 |
Avg Daily Profit (%) | 0.1288 | -0.0687 | 0.1975 | 0.0406 | -0.1967 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47817 | -84593 | -27646 | -56284 | -104534 | -46413 |
Profit Factor | 1.2692 | 0.7855 | 2.25 | 1.0788 | 0.6659 | 1.8191 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 63.4921 | 53.125 | 74.1935 | 63.4921 | 53.125 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.7298 | 0.6931 | 0.7826 | 0.6203 | 0.5876 | 0.6327 |
Largest Winning Trade | 33187 | 20296 | 33187 | 29923 | 16847 | 29923 |
Largest Losing Trade | -27646 | -26319 | -27646 | -46413 | -34435 | -46413 |
Avg Bars in Trades | 385 | 469 | 298 | 385 | 469 | 298 |
Avg Bars in Winners | 235 | 253 | 223 | 235 | 253 | 223 |
Avg Bars in Losers | 646 | 715 | 516 | 646 | 715 | 516 |
Bars Traded | 24298 | 15032 | 9266 | 24298 | 15032 | 9266 |
Profit Streak | 0 | 0 | 18.9699 | 0 | 0 | 18.9699 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172877 | -580974 | 438910 | -428425 | -580974 | -27741 |
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714678200000, "first_datapoint_time": 1715029200000, "last_datapoint_time": 1759676400000, "evaluation_time": 1759677398338, "expiration_time": 1766156400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 196, "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": [ [ 67075.4525579859, -35787.0981227556, 102862.5506807414, 23572.089235204, -64134.3128228893, 87706.4020580933 ], [ 67.075453, -35.787098, 102.862551, 23.572089, -64.134313, 87.706402 ], [ 0.128786, -0.068712, 0.197497, 0.040646, -0.196682, 0.120978 ], [ 10, 10, 10, 10, 10, 10 ], [ -47817, -84593, -27646, -56284, -104534, -46413 ], [ 1.269227, 0.785515, 2.25001, 1.078825, 0.665909, 1.81909 ], [ 63, 32, 31, 63, 32, 31 ], [ 40, 17, 23, 40, 17, 23 ], [ 23, 15, 8, 23, 15, 8 ], [ 63.492063, 53.125, 74.193548, 63.492063, 53.125, 74.193548 ], [ 0.729806, 0.693102, 0.782612, 0.620324, 0.587567, 0.632727 ], [ 33187, 20296, 33187, 29923, 16847, 29923 ], [ -27646, -26319, -27646, -46413, -34435, -46413 ], [ 385, 469, 298, 385, 469, 298 ], [ 235, 253, 223, 235, 253, 223 ], [ 646, 715, 516, 646, 715, 516 ], [ 24298, 15032, 9266, 24298, 15032, 9266 ], [ 0, 0, 18.969888, 0, 0, 18.969888 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172877, -580974, 438910, -428425, -580974, -27741 ] ] }
{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714678200000, "first_datapoint_time": 1715029200000, "last_datapoint_time": 1759676400000, "evaluation_time": 1759677398338, "expiration_time": 1766156400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 196, "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) |
---|