Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607510.156 | 476162.2833 | 131347.8727 | 578120.3562 | 847206.8646 | -269086.5084 |
Total P&L (%) | 607.5102 | 476.1623 | 131.3479 | 578.1204 | 847.2069 | -269.0865 |
Avg Daily Profit (%) | 0.378 | 0.2962 | 0.0817 | 0.1192 | 0.14 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158266 | -153838 | -101186 | -4937881 | -4651593 | -2841511 |
Profit Factor | 1.7946 | 2.1474 | 1.3757 | 1.0372 | 1.0918 | 0.9572 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 55.3719 | 45.9016 | 65 | 55.3719 | 45.9016 | 65 |
Ratio Avg Win / Avg Loss | 1.4464 | 2.5309 | 0.7408 | 0.836 | 1.2868 | 0.5154 |
Largest Winning Trade | 180117 | 180117 | 71153 | 1952933 | 1952933 | 662446 |
Largest Losing Trade | -57280 | -36578 | -57280 | -1858084 | -1858084 | -1825364 |
Avg Bars in Trades | 155 | 122 | 188 | 155 | 122 | 188 |
Avg Bars in Winners | 147 | 117 | 167 | 147 | 117 | 167 |
Avg Bars in Losers | 165 | 126 | 227 | 165 | 126 | 227 |
Bars Traded | 18803 | 7475 | 11328 | 18803 | 7475 | 11328 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463278 | -150745 | -252205 | -213716 | -288572 | -748013 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19288, "evaluation_days": 1607.33, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622642400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759881605262, "expiration_time": 1764873849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 138, "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": [ [ 607510.1559549579, 476162.2832716391, 131347.8726833192, 578120.3561853212, 847206.8645659862, -269086.5083806663 ], [ 607.510156, 476.162283, 131.347873, 578.120356, 847.206865, -269.086508 ], [ 0.377962, 0.296244, 0.081718, 0.11916, 0.139979, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158266, -153838, -101186, -4937881, -4651593, -2841511 ], [ 1.794554, 2.147431, 1.375697, 1.037245, 1.0918, 0.957243 ], [ 121, 61, 60, 121, 61, 60 ], [ 67, 28, 39, 67, 28, 39 ], [ 54, 33, 21, 54, 33, 21 ], [ 55.371901, 45.901639, 65, 55.371901, 45.901639, 65 ], [ 1.446357, 2.530901, 0.74076, 0.835988, 1.286765, 0.515439 ], [ 180117, 180117, 71153, 1952933, 1952933, 662446 ], [ -57280, -36578, -57280, -1858084, -1858084, -1825364 ], [ 155, 122, 188, 155, 122, 188 ], [ 147, 117, 167, 147, 117, 167 ], [ 165, 126, 227, 165, 126, 227 ], [ 18803, 7475, 11328, 18803, 7475, 11328 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463278, -150745, -252205, -213716, -288572, -748013 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19288, "evaluation_days": 1607.33, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622642400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759881605262, "expiration_time": 1764873849600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 138, "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) |
---|