Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567994.4727 | 437609.2956 | 130385.1771 | 288057.6293 | -158193.9013 | 446251.5306 |
Total P&L (%) | 567.9945 | 437.6093 | 130.3852 | 288.0576 | -158.1939 | 446.2515 |
Avg Daily Profit (%) | 0.3527 | 0.2717 | 0.081 | 0.0842 | 0 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153995 | -107897 | -57704 | -774078 | -906300 | -275771 |
Profit Factor | 2.4617 | 2.8413 | 1.864 | 1.1529 | 0.8897 | 1.9914 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 66.1017 | 65.5172 | 66.6667 | 66.1017 | 65.5172 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2624 | 1.4954 | 0.932 | 0.5912 | 0.4683 | 0.9957 |
Largest Winning Trade | 329719 | 329719 | 31012 | 292315 | 292315 | 138818 |
Largest Losing Trade | -78515 | -78515 | -41150 | -594002 | -594002 | -235635 |
Avg Bars in Trades | 48 | 84 | 13 | 48 | 84 | 13 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 119 | 223 | 15 | 119 | 223 | 15 |
Bars Traded | 2869 | 2456 | 413 | 2869 | 2456 | 413 |
Profit Streak | 0 | 80.4005 | 0 | 0 | 80.4005 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164489 | 542195 | -81710 | -311965 | -578263 | -48765 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1610.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1629115200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760132203875, "expiration_time": 1764272016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "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": [ [ 567994.4726637941, 437609.295559956, 130385.1771038378, 288057.629260747, -158193.9013345501, 446251.5305952972 ], [ 567.994473, 437.609296, 130.385177, 288.057629, -158.193901, 446.251531 ], [ 0.352682, 0.271723, 0.080959, 0.084232, 0, 0.105483 ], [ 10, 10, 10, 10, 10, 10 ], [ -153995, -107897, -57704, -774078, -906300, -275771 ], [ 2.461735, 2.841262, 1.864009, 1.152853, 0.889716, 1.991419 ], [ 59, 29, 30, 59, 29, 30 ], [ 39, 19, 20, 39, 19, 20 ], [ 20, 10, 10, 20, 10, 10 ], [ 66.101695, 65.517241, 66.666667, 66.101695, 65.517241, 66.666667 ], [ 1.262428, 1.495401, 0.932004, 0.591207, 0.468272, 0.995709 ], [ 329719, 329719, 31012, 292315, 292315, 138818 ], [ -78515, -78515, -41150, -594002, -594002, -235635 ], [ 48, 84, 13, 48, 84, 13 ], [ 12, 11, 12, 12, 11, 12 ], [ 119, 223, 15, 119, 223, 15 ], [ 2869, 2456, 413, 2869, 2456, 413 ], [ 0, 80.400508, 0, 0, 80.400508, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164489, 542195, -81710, -311965, -578263, -48765 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3221, "evaluation_days": 1610.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1629115200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760132203875, "expiration_time": 1764272016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "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) |
---|