Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -173233.4507 | 137122.7927 | -310356.2434 | -1676732.6516 | 1795472.6979 | -3472205.3495 |
Total P&L (%) | -173.2335 | 137.1228 | -310.3562 | -1676.7327 | 1795.4727 | -3472.2054 |
Avg Daily Profit (%) | -0.1078 | 0.0853 | -0.1931 | 0 | 0.1832 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -448757 | -82538 | -440257 | -5953984 | -2324356 | -4536594 |
Profit Factor | 0.8328 | 1.5456 | 0.6046 | 0.8867 | 1.3473 | 0.6395 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 23 | 29 | 39 | 23 | 16 |
Losing Trades | 38 | 22 | 16 | 51 | 22 | 29 |
Profitability (%) | 57.7778 | 51.1111 | 64.4444 | 43.3333 | 51.1111 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.6086 | 1.4784 | 0.3336 | 1.1595 | 1.2888 | 1.159 |
Largest Winning Trade | 82191 | 82191 | 43693 | 2540461 | 2280048 | 2540461 |
Largest Losing Trade | -325773 | -43007 | -325773 | -1547232 | -1547232 | -1332020 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 30 | 26 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 40 | 35 | 46 | 34 | 27 | 40 |
Bars Traded | 3092 | 1401 | 1691 | 3092 | 1401 | 1691 |
Profit Streak | 7.7234 | 7.7234 | 20.7234 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578392 | -76598 | -578286 | -581463 | 305180 | -584662 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 3.13298 } } }
{ "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": [ [ -173233.4506637209, 137122.7927168664, -310356.2433805873, -1676732.6515872432, 1795472.6979484647, -3472205.349535707 ], [ -173.233451, 137.122793, -310.356243, -1676.732652, 1795.472698, -3472.20535 ], [ -0.107766, 0.085302, -0.193068, 0, 0.183188, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -448757, -82538, -440257, -5953984, -2324356, -4536594 ], [ 0.832822, 1.545566, 0.604581, 0.886705, 1.34734, 0.639457 ], [ 90, 45, 45, 90, 45, 45 ], [ 52, 23, 29, 39, 23, 16 ], [ 38, 22, 16, 51, 22, 29 ], [ 57.777778, 51.111111, 64.444444, 43.333333, 51.111111, 35.555556 ], [ 0.6086, 1.478367, 0.333562, 1.159537, 1.28876, 1.159016 ], [ 82191, 82191, 43693, 2540461, 2280048, 2540461 ], [ -325773, -43007, -325773, -1547232, -1547232, -1332020 ], [ 34, 31, 37, 34, 31, 37 ], [ 30, 26, 32, 33, 34, 32 ], [ 40, 35, 46, 34, 27, 40 ], [ 3092, 1401, 1691, 3092, 1401, 1691 ], [ 7.723411, 7.723411, 20.723411, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578392, -76598, -578286, -581463, 305180, -584662 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3215, "evaluation_days": 1607.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624881600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759857702695, "expiration_time": 1764005040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 3.13298 } } }
# | 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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