Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620283.7086 | 553025.5412 | 67258.1674 | 203851.722 | 417512.3747 | -213660.6527 |
Total P&L (%) | 620.2837 | 553.0255 | 67.2582 | 203.8517 | 417.5124 | -213.6607 |
Avg Daily Profit (%) | 0.3871 | 0.3451 | 0.042 | 0.0694 | 0.1026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158746 | -156026 | -58764 | -648642 | -473769 | -351678 |
Profit Factor | 2.3612 | 3.0063 | 1.3735 | 1.1251 | 1.4629 | 0.7064 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 42.5287 | 34.0909 | 51.1628 | 42.5287 | 34.0909 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.1907 | 5.8122 | 1.3111 | 1.5204 | 2.8284 | 0.6743 |
Largest Winning Trade | 452755 | 452755 | 57710 | 643780 | 643780 | 166618 |
Largest Losing Trade | -37613 | -37613 | -32844 | -227534 | -227534 | -155101 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 51 | 39 | 58 | 51 | 39 | 58 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 3012 | 1213 | 1799 | 3012 | 1213 | 1799 |
Profit Streak | 21.9428 | 42.9428 | 0 | 21.9428 | 42.9428 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432358 | 365640 | -136292 | -184236 | -58633 | -580576 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 73 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } } }
{ "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": [ [ 620283.708576154, 553025.5411556964, 67258.1674204574, 203851.7219875985, 417512.3746728364, -213660.6526852383 ], [ 620.283709, 553.025541, 67.258167, 203.851722, 417.512375, -213.660653 ], [ 0.387073, 0.345102, 0.041971, 0.069376, 0.102634, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158746, -156026, -58764, -648642, -473769, -351678 ], [ 2.361155, 3.006294, 1.373535, 1.125099, 1.462939, 0.706372 ], [ 87, 44, 43, 87, 44, 43 ], [ 37, 15, 22, 37, 15, 22 ], [ 50, 29, 21, 50, 29, 21 ], [ 42.528736, 34.090909, 51.162791, 42.528736, 34.090909, 51.162791 ], [ 3.190749, 5.812168, 1.311101, 1.520403, 2.82835, 0.674264 ], [ 452755, 452755, 57710, 643780, 643780, 166618 ], [ -37613, -37613, -32844, -227534, -227534, -155101 ], [ 34, 27, 41, 34, 27, 41 ], [ 51, 39, 58, 51, 39, 58 ], [ 22, 21, 24, 22, 21, 24 ], [ 3012, 1213, 1799, 3012, 1213, 1799 ], [ 21.9428, 42.9428, 0, 21.9428, 42.9428, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432358, 365640, -136292, -184236, -58633, -580576 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3205, "evaluation_days": 1602.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624147200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759444657937, "expiration_time": 1763560080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 73 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } } }
# | 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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