Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651344.2092 | 478778.0248 | 172566.1843 | 1247807.5151 | 1316994.9332 | -69187.4181 |
Total P&L (%) | 651.3442 | 478.778 | 172.5662 | 1247.8075 | 1316.9949 | -69.1874 |
Avg Daily Profit (%) | 0.4083 | 0.3001 | 0.1082 | 0.1632 | 0.1663 | -0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139883 | -127387 | -88116 | -4138595 | -2911703 | -1824350 |
Profit Factor | 2.1796 | 2.617 | 1.6738 | 1.1394 | 1.2862 | 0.9841 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 54.3103 | 48.2759 | 60.3448 | 54.3103 | 48.2759 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.8336 | 2.8039 | 1.0999 | 0.9585 | 1.378 | 0.6467 |
Largest Winning Trade | 304685 | 304685 | 62700 | 1871286 | 1871286 | 697299 |
Largest Losing Trade | -39784 | -30132 | -39784 | -1004933 | -1004933 | -794477 |
Avg Bars in Trades | 41 | 34 | 47 | 41 | 34 | 47 |
Avg Bars in Winners | 54 | 45 | 62 | 54 | 45 | 62 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 4760 | 2023 | 2737 | 4760 | 2023 | 2737 |
Profit Streak | 0 | 0 | 14.8513 | 0 | 0 | 14.8513 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533932 | -167258 | -224161 | -60269 | -172976 | -758419 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1620979200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758803155908, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 207, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 651344.2091641657, 478778.024821627, 172566.1843425386, 1247807.5150549414, 1316994.9332042804, -69187.4181493386 ], [ 651.344209, 478.778025, 172.566184, 1247.807515, 1316.994933, -69.187418 ], [ 0.408282, 0.300112, 0.10817, 0.163175, 0.166318, -0.073766 ], [ 10, 10, 10, 10, 10, 10 ], [ -139883, -127387, -88116, -4138595, -2911703, -1824350 ], [ 2.179572, 2.617012, 1.673826, 1.139395, 1.286177, 0.984093 ], [ 116, 58, 58, 116, 58, 58 ], [ 63, 28, 35, 63, 28, 35 ], [ 53, 30, 23, 53, 30, 23 ], [ 54.310345, 48.275862, 60.344828, 54.310345, 48.275862, 60.344828 ], [ 1.833608, 2.803941, 1.099943, 0.958538, 1.378047, 0.64669 ], [ 304685, 304685, 62700, 1871286, 1871286, 697299 ], [ -39784, -30132, -39784, -1004933, -1004933, -794477 ], [ 41, 34, 47, 41, 34, 47 ], [ 54, 45, 62, 54, 45, 62 ], [ 24, 25, 23, 24, 25, 23 ], [ 4760, 2023, 2737, 4760, 2023, 2737 ], [ 0, 0, 14.851341, 0, 0, 14.851342 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533932, -167258, -224161, -60269, -172976, -758419 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1620979200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758803155908, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 207, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|