Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -505365.2097 | 25931.1166 | -531296.3263 | 18670026.5566 | -3356517.5966 | 22026544.1532 |
Total P&L (%) | -505.3652 | 25.9311 | -531.2963 | 18670.0266 | -3356.5176 | 22026.5442 |
Avg Daily Profit (%) | -0.317 | 0.0163 | -0.3333 | 0.3289 | 0 | 0.3393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -719114 | -62706 | -711844 | -15356234 | -16503500 | -3579344 |
Profit Factor | 0.5692 | 1.1201 | 0.445 | 1.6586 | 0.831 | 3.597 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 165 | 75 | 90 | 109 | 61 | 48 |
Losing Trades | 36 | 25 | 11 | 92 | 39 | 53 |
Profitability (%) | 82.0896 | 75 | 89.1089 | 54.2289 | 61 | 47.5248 |
Ratio Avg Win / Avg Loss | 0.1242 | 0.3734 | 0.0544 | 1.3999 | 0.5313 | 3.9717 |
Largest Winning Trade | 16633 | 11916 | 16633 | 5193506 | 1672110 | 5193506 |
Largest Losing Trade | -529391 | -54268 | -529391 | -13925305 | -13925305 | -3579344 |
Avg Bars in Trades | 30 | 20 | 40 | 30 | 20 | 40 |
Avg Bars in Winners | 13 | 7 | 18 | 26 | 21 | 32 |
Avg Bars in Losers | 108 | 59 | 220 | 35 | 18 | 48 |
Bars Traded | 6167 | 2036 | 4131 | 6167 | 2036 | 4131 |
Profit Streak | 0 | 89.8484 | 0 | 0 | 89.8484 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575633 | -260202 | -576010 | 459727 | -578401 | 530871 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625270400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004504143, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "offset": 0, "scalar": 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": [ [ -505365.2097061716, 25931.1166025526, -531296.326308724, 18670026.5565712, -3356517.5966459066, 22026544.153217103 ], [ -505.36521, 25.931117, -531.296326, 18670.026557, -3356.517597, 22026.544153 ], [ -0.316992, 0.016265, -0.333258, 0.328898, 0, 0.339251 ], [ 10, 10, 10, 10, 10, 10 ], [ -719114, -62706, -711844, -15356234, -16503500, -3579344 ], [ 0.569234, 1.120105, 0.444991, 1.6586, 0.831046, 3.596978 ], [ 201, 100, 101, 201, 100, 101 ], [ 165, 75, 90, 109, 61, 48 ], [ 36, 25, 11, 92, 39, 53 ], [ 82.089552, 75, 89.108911, 54.228856, 61, 47.524752 ], [ 0.124197, 0.373368, 0.054388, 1.399919, 0.531324, 3.971664 ], [ 16633, 11916, 16633, 5193506, 1672110, 5193506 ], [ -529391, -54268, -529391, -13925305, -13925305, -3579344 ], [ 30, 20, 40, 30, 20, 40 ], [ 13, 7, 18, 26, 21, 32 ], [ 108, 59, 220, 35, 18, 48 ], [ 6167, 2036, 4131, 6167, 2036, 4131 ], [ 0, 89.848427, 0, 0, 89.848428, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575633, -260202, -576010, 459727, -578401, 530871 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625270400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004504143, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "offset": 0, "scalar": 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) |
---|