Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600821.0542 | 513798.9883 | 87022.066 | 151946.0145 | 227803.8495 | -75857.835 |
Total P&L (%) | 600.8211 | 513.799 | 87.0221 | 151.946 | 227.8038 | -75.8578 |
Avg Daily Profit (%) | 0.3768 | 0.3222 | 0.0546 | 0.058 | 0.0745 | -0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116858 | -99952 | -119739 | -619645 | -275911 | -429842 |
Profit Factor | 1.6212 | 2.2281 | 1.1585 | 1.0487 | 1.1854 | 0.9599 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 40 | 38.0531 | 41.9643 | 40 | 38.0531 | 41.9643 |
Ratio Avg Win / Avg Loss | 2.4318 | 3.6272 | 1.6022 | 1.5731 | 1.9298 | 1.3275 |
Largest Winning Trade | 385530 | 385530 | 50500 | 348346 | 348346 | 171086 |
Largest Losing Trade | -38645 | -27457 | -38645 | -160347 | -112520 | -160347 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 20 | 15 | 25 | 20 | 15 | 25 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3116 | 1226 | 1890 | 3116 | 1226 | 1890 |
Profit Streak | 5.521 | 5.521 | 14.521 | 5.521 | 5.521 | 14.521 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408990 | 338657 | -167567 | -282611 | -112840 | -581623 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846611114, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 600821.054226779, 513798.988266752, 87022.0659600272, 151946.0144517801, 227803.8494528961, -75857.8350011158 ], [ 600.821054, 513.798988, 87.022066, 151.946014, 227.803849, -75.857835 ], [ 0.376808, 0.322232, 0.054576, 0.057969, 0.074487, -0.089092 ], [ 10, 10, 10, 10, 10, 10 ], [ -116858, -99952, -119739, -619645, -275911, -429842 ], [ 1.621175, 2.228148, 1.158545, 1.048706, 1.185438, 0.959889 ], [ 225, 113, 112, 225, 113, 112 ], [ 90, 43, 47, 90, 43, 47 ], [ 135, 70, 65, 135, 70, 65 ], [ 40, 38.053097, 41.964286, 40, 38.053097, 41.964286 ], [ 2.431763, 3.627217, 1.602243, 1.573059, 1.929783, 1.327506 ], [ 385530, 385530, 50500, 348346, 348346, 171086 ], [ -38645, -27457, -38645, -160347, -112520, -160347 ], [ 13, 10, 16, 13, 10, 16 ], [ 20, 15, 25, 20, 15, 25 ], [ 9, 8, 10, 9, 8, 10 ], [ 3116, 1226, 1890, 3116, 1226, 1890 ], [ 5.520962, 5.520962, 14.520962, 5.520962, 5.520962, 14.520962 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408990, 338657, -167567, -282611, -112840, -581623 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846611114, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 4 } } }
# | 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) |
---|