Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347161.7886 | 302630.6741 | 44531.1146 | -84050.672 | 517320.2394 | -601370.9114 |
Total P&L (%) | 347.1618 | 302.6307 | 44.5311 | -84.0507 | 517.3202 | -601.3709 |
Avg Daily Profit (%) | 0.2177 | 0.1898 | 0.0279 | -0.1151 | 0.1142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154238 | -87925 | -172472 | -696903 | -213121 | -783854 |
Profit Factor | 1.2885 | 1.6155 | 1.0626 | 0.9612 | 1.8312 | 0.6098 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 57.2072 | 57.6577 | 56.7568 | 57.2072 | 57.6577 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.9638 | 1.1864 | 0.8096 | 0.719 | 1.3448 | 0.4646 |
Largest Winning Trade | 61149 | 61149 | 44819 | 89105 | 89105 | 80364 |
Largest Losing Trade | -96709 | -38084 | -96709 | -511161 | -120836 | -511161 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 3018 | 1248 | 1770 | 3018 | 1248 | 1770 |
Profit Streak | 20.0413 | 67.0413 | 20.0413 | 20.0413 | 67.0413 | 20.0413 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344079 | 427490 | -309299 | -577339 | -35337 | -579327 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1627473600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021168945, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 1.38882 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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": [ [ 347161.7886396504, 302630.6740614426, 44531.1145782078, -84050.6720063503, 517320.239382971, -601370.9113893211 ], [ 347.161789, 302.630674, 44.531115, -84.050672, 517.320239, -601.370911 ], [ 0.217725, 0.189797, 0.027928, -0.115064, 0.114221, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -154238, -87925, -172472, -696903, -213121, -783854 ], [ 1.288502, 1.615503, 1.062575, 0.961155, 1.83123, 0.609849 ], [ 222, 111, 111, 222, 111, 111 ], [ 127, 64, 63, 127, 64, 63 ], [ 95, 47, 48, 95, 47, 48 ], [ 57.207207, 57.657658, 56.756757, 57.207207, 57.657658, 56.756757 ], [ 0.96384, 1.186385, 0.809581, 0.718974, 1.34481, 0.464647 ], [ 61149, 61149, 44819, 89105, 89105, 80364 ], [ -96709, -38084, -96709, -511161, -120836, -511161 ], [ 13, 11, 15, 13, 11, 15 ], [ 12, 10, 13, 12, 10, 13 ], [ 15, 12, 18, 15, 12, 18 ], [ 3018, 1248, 1770, 3018, 1248, 1770 ], [ 20.041307, 67.041307, 20.041307, 20.041307, 67.041307, 20.041307 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344079, 427490, -309299, -577339, -35337, -579327 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1627473600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021168945, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 1.38882 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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) |
---|