Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966964.7915 | 862799.5453 | 104165.2463 | 453336.67 | -39766.1626 | 493102.8326 |
Total P&L (%) | 966.9648 | 862.7995 | 104.1652 | 453.3367 | -39.7662 | 493.1028 |
Avg Daily Profit (%) | 0.6028 | 0.5378 | 0.0649 | 0.1067 | -0.0316 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176017 | -144931 | -69198 | -2396040 | -2239043 | -1101535 |
Profit Factor | 2.1429 | 2.5515 | 1.3592 | 1.0459 | 0.9938 | 1.1421 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 43.2 | 35.4839 | 50.7937 | 43.2 | 35.4839 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.8175 | 4.6391 | 1.3168 | 1.3751 | 1.8069 | 1.1064 |
Largest Winning Trade | 607929 | 607929 | 30678 | 2095538 | 2095538 | 570448 |
Largest Losing Trade | -39949 | -39949 | -25326 | -594685 | -594685 | -443033 |
Avg Bars in Trades | 149 | 198 | 102 | 149 | 198 | 102 |
Avg Bars in Winners | 200 | 297 | 134 | 200 | 297 | 134 |
Avg Bars in Losers | 111 | 143 | 69 | 111 | 143 | 69 |
Bars Traded | 18722 | 12293 | 6429 | 18722 | 12293 | 6429 |
Profit Streak | 29.0576 | 32.8076 | 29.0576 | 29.0576 | 32.8076 | 29.0576 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512975 | -143772 | -251823 | -221922 | -737562 | -255041 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19251, "evaluation_days": 1604.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622642400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759612980735, "expiration_time": 1764597859200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 230, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 966964.7915462905, 862799.54528198, 104165.2462643101, 453336.6699506256, -39766.1626032224, 493102.8325538484 ], [ 966.964792, 862.799545, 104.165246, 453.33667, -39.766163, 493.102833 ], [ 0.602752, 0.537821, 0.064931, 0.106698, -0.031595, 0.111029 ], [ 10, 10, 10, 10, 10, 10 ], [ -176017, -144931, -69198, -2396040, -2239043, -1101535 ], [ 2.142893, 2.551494, 1.359241, 1.045867, 0.993799, 1.142082 ], [ 125, 62, 63, 125, 62, 63 ], [ 54, 22, 32, 54, 22, 32 ], [ 71, 40, 31, 71, 40, 31 ], [ 43.2, 35.483871, 50.793651, 43.2, 35.483871, 50.793651 ], [ 2.817507, 4.63908, 1.316765, 1.375122, 1.806908, 1.106392 ], [ 607929, 607929, 30678, 2095538, 2095538, 570448 ], [ -39949, -39949, -25326, -594685, -594685, -443033 ], [ 149, 198, 102, 149, 198, 102 ], [ 200, 297, 134, 200, 297, 134 ], [ 111, 143, 69, 111, 143, 69 ], [ 18722, 12293, 6429, 18722, 12293, 6429 ], [ 29.057647, 32.807647, 29.057647, 29.057647, 32.807647, 29.057647 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 512975, -143772, -251823, -221922, -737562, -255041 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19251, "evaluation_days": 1604.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622642400000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759612980735, "expiration_time": 1764597859200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 230, "offset": 0, "scalar": 1 } } }
# | 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) |
---|