Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694435.1153 | 675100.7728 | 19334.3425 | -37504.5418 | 296876.3354 | -334380.8772 |
Total P&L (%) | 694.4351 | 675.1008 | 19.3343 | -37.5045 | 296.8763 | -334.3809 |
Avg Daily Profit (%) | 0.4346 | 0.4225 | 0.0121 | -0.0294 | 0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165270 | -148797 | -147066 | -694787 | -400896 | -487748 |
Profit Factor | 1.7078 | 2.2175 | 1.0453 | 0.9847 | 1.2495 | 0.7339 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 92 | 36 | 56 | 92 | 36 | 56 |
Losing Trades | 105 | 63 | 42 | 105 | 63 | 42 |
Profitability (%) | 46.7005 | 36.3636 | 57.1429 | 46.7005 | 36.3636 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9492 | 3.8807 | 0.784 | 1.1238 | 2.1866 | 0.5504 |
Largest Winning Trade | 596735 | 596735 | 55171 | 565554 | 565554 | 160006 |
Largest Losing Trade | -45496 | -45496 | -43880 | -244409 | -204778 | -244409 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Losers | 32 | 36 | 26 | 32 | 36 | 26 |
Bars Traded | 9321 | 4700 | 4621 | 9321 | 4700 | 4621 |
Profit Streak | 0 | 0 | 48.9234 | 0 | 0 | 48.9234 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468980 | 308374 | -354720 | -579363 | -82449 | -579155 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9588, "evaluation_days": 1598, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054179379, "expiration_time": 1763188416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 694435.1152613984, 675100.7728077695, 19334.3424536291, -37504.5418459559, 296876.3353967533, -334380.8772427096 ], [ 694.435115, 675.100773, 19.334342, -37.504542, 296.876335, -334.380877 ], [ 0.434565, 0.422466, 0.012099, -0.029412, 0.086298, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -165270, -148797, -147066, -694787, -400896, -487748 ], [ 1.707844, 2.217527, 1.045325, 0.984669, 1.249514, 0.733896 ], [ 197, 99, 98, 197, 99, 98 ], [ 92, 36, 56, 92, 36, 56 ], [ 105, 63, 42, 105, 63, 42 ], [ 46.700508, 36.363636, 57.142857, 46.700508, 36.363636, 57.142857 ], [ 1.94917, 3.880672, 0.783994, 1.123808, 2.186649, 0.550422 ], [ 596735, 596735, 55171, 565554, 565554, 160006 ], [ -45496, -45496, -43880, -244409, -204778, -244409 ], [ 47, 47, 47, 47, 47, 47 ], [ 64, 66, 62, 64, 66, 62 ], [ 32, 36, 26, 32, 36, 26 ], [ 9321, 4700, 4621, 9321, 4700, 4621 ], [ 0, 0, 48.923372, 0, 0, 48.923372 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468980, 308374, -354720, -579363, -82449, -579155 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9588, "evaluation_days": 1598, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054179379, "expiration_time": 1763188416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|