Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856293.0003 | 745442.9515 | 110850.0488 | 292307.6658 | 7494.0272 | 284813.6385 |
Total P&L (%) | 856.293 | 745.443 | 110.85 | 292.3077 | 7.494 | 284.8136 |
Avg Daily Profit (%) | 0.5353 | 0.466 | 0.0693 | 0.0855 | 0.0045 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142298 | -145944 | -37367 | -1584128 | -1708332 | -378805 |
Profit Factor | 2.0127 | 2.1899 | 1.506 | 1.0576 | 1.0019 | 1.245 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 40 | 33.7662 | 46.1538 | 40 | 33.7662 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.0191 | 4.2957 | 1.757 | 1.5865 | 1.9653 | 1.4525 |
Largest Winning Trade | 519525 | 519525 | 33933 | 989356 | 989356 | 231896 |
Largest Losing Trade | -35927 | -35927 | -14198 | -652777 | -652777 | -132523 |
Avg Bars in Trades | 30 | 52 | 8 | 30 | 52 | 8 |
Avg Bars in Winners | 40 | 81 | 11 | 40 | 81 | 11 |
Avg Bars in Losers | 23 | 37 | 5 | 23 | 37 | 5 |
Bars Traded | 4698 | 4057 | 640 | 4698 | 4057 | 640 |
Profit Streak | 6.808 | 0 | 56.1413 | 6.808 | 0 | 56.1413 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444163 | -33793 | -132652 | -237227 | -618138 | -115383 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4799, "evaluation_days": 1599.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1621872000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759173812497, "expiration_time": 1763307936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 2.02193 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.22804, "nc": 0.1 } } }
{ "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": [ [ 856293.000296557, 745442.9515420907, 110850.0487544661, 292307.6657600673, 7494.0272329675, 284813.6385270998 ], [ 856.293, 745.442952, 110.850049, 292.307666, 7.494027, 284.813639 ], [ 0.535294, 0.465998, 0.069296, 0.085484, 0.004518, 0.084277 ], [ 10, 10, 10, 10, 10, 10 ], [ -142298, -145944, -37367, -1584128, -1708332, -378805 ], [ 2.012719, 2.189944, 1.505965, 1.057642, 1.001917, 1.245027 ], [ 155, 77, 78, 155, 77, 78 ], [ 62, 26, 36, 62, 26, 36 ], [ 93, 51, 42, 93, 51, 42 ], [ 40, 33.766234, 46.153846, 40, 33.766234, 46.153846 ], [ 3.019079, 4.29566, 1.756959, 1.586462, 1.965299, 1.452532 ], [ 519525, 519525, 33933, 989356, 989356, 231896 ], [ -35927, -35927, -14198, -652777, -652777, -132523 ], [ 30, 52, 8, 30, 52, 8 ], [ 40, 81, 11, 40, 81, 11 ], [ 23, 37, 5, 23, 37, 5 ], [ 4698, 4057, 640, 4698, 4057, 640 ], [ 6.808015, 0, 56.141348, 6.808015, 0, 56.141348 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444163, -33793, -132652, -237227, -618138, -115383 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4799, "evaluation_days": 1599.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1621872000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759173812497, "expiration_time": 1763307936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 2.02193 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.22804, "nc": 0.1 } } }
# | 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) |
---|