Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619513.1206 | 567466.4164 | 52046.7042 | 75676.8059 | 7068.9148 | 68607.8912 |
Total P&L (%) | 619.5131 | 567.4664 | 52.0467 | 75.6768 | 7.0689 | 68.6079 |
Avg Daily Profit (%) | 0.3865 | 0.354 | 0.0325 | 0.0352 | 0.0043 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119645 | -140239 | -63415 | -507199 | -528632 | -234096 |
Profit Factor | 2.0011 | 2.4692 | 1.2238 | 1.0382 | 1.0058 | 1.0901 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 39 | 26 | 13 | 39 | 26 | 13 |
Profitability (%) | 51.25 | 35 | 67.5 | 51.25 | 35 | 67.5 |
Ratio Avg Win / Avg Loss | 1.9035 | 4.5856 | 0.5892 | 0.9876 | 1.8679 | 0.5248 |
Largest Winning Trade | 402176 | 402176 | 35421 | 410551 | 410551 | 130552 |
Largest Losing Trade | -52677 | -52677 | -40434 | -207479 | -169025 | -207479 |
Avg Bars in Trades | 38 | 55 | 21 | 38 | 55 | 21 |
Avg Bars in Winners | 34 | 55 | 24 | 34 | 55 | 24 |
Avg Bars in Losers | 42 | 55 | 15 | 42 | 55 | 15 |
Bars Traded | 3080 | 2231 | 849 | 3080 | 2231 | 849 |
Profit Streak | 44.5636 | 44.5636 | 57.5636 | 44.5636 | 44.5636 | 57.5636 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8761 | 317134 | -149207 | -348257 | -571181 | -269016 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625875200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455097848, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 11 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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": [ [ 619513.1205706157, 567466.4164175064, 52046.7041531097, 75676.805930356, 7068.9147709322, 68607.8911594235 ], [ 619.513121, 567.466416, 52.046704, 75.676806, 7.068915, 68.607891 ], [ 0.386471, 0.354003, 0.032468, 0.035158, 0.004261, 0.032595 ], [ 10, 10, 10, 10, 10, 10 ], [ -119645, -140239, -63415, -507199, -528632, -234096 ], [ 2.001107, 2.469181, 1.223779, 1.038237, 1.005807, 1.090057 ], [ 80, 40, 40, 80, 40, 40 ], [ 41, 14, 27, 41, 14, 27 ], [ 39, 26, 13, 39, 26, 13 ], [ 51.25, 35, 67.5, 51.25, 35, 67.5 ], [ 1.903492, 4.585622, 0.589227, 0.987592, 1.867927, 0.524842 ], [ 402176, 402176, 35421, 410551, 410551, 130552 ], [ -52677, -52677, -40434, -207479, -169025, -207479 ], [ 38, 55, 21, 38, 55, 21 ], [ 34, 55, 24, 34, 55, 24 ], [ 42, 55, 15, 42, 55, 15 ], [ 3080, 2231, 849, 3080, 2231, 849 ], [ 44.563632, 44.563632, 57.563632, 44.563632, 44.563632, 57.563632 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8761, 317134, -149207, -348257, -571181, -269016 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625875200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455097848, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 11 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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) |
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