Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340330.0654 | 381075.3965 | -40745.3311 | -83767.124 | 136140.5705 | -219907.6944 |
Total P&L (%) | 340.3301 | 381.0754 | -40.7453 | -83.7671 | 136.1406 | -219.9077 |
Avg Daily Profit (%) | 0.2124 | 0.2378 | -0.0254 | -0.1134 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232486 | -170403 | -191273 | -286527 | -180298 | -230481 |
Profit Factor | 1.2383 | 1.5584 | 0.9454 | 0.9207 | 1.2738 | 0.6065 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 169 | 76 | 93 | 169 | 76 | 93 |
Losing Trades | 170 | 94 | 76 | 170 | 94 | 76 |
Profitability (%) | 49.8525 | 44.7059 | 55.0296 | 49.8525 | 44.7059 | 55.0296 |
Ratio Avg Win / Avg Loss | 1.2456 | 1.9274 | 0.7725 | 0.9261 | 1.5755 | 0.4957 |
Largest Winning Trade | 328593 | 328593 | 46790 | 169738 | 169738 | 25846 |
Largest Losing Trade | -58980 | -30980 | -58980 | -50357 | -50357 | -42533 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 9455 | 4191 | 5264 | 9455 | 4191 | 5264 |
Profit Streak | 0 | 0 | 21.3044 | 0 | 0 | 21.3044 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339351 | 333779 | -579245 | -578785 | -121713 | -579245 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9616, "evaluation_days": 1602.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622088000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759461501639, "expiration_time": 1763603712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 76, "na": 0.2, "nb": 0.26149, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.65817 } } }
{ "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": [ [ 340330.06536861, 381075.3964904499, -40745.3311218399, -83767.1239580641, 136140.5704563241, -219907.6944143884 ], [ 340.330065, 381.075396, -40.745331, -83.767124, 136.14057, -219.907694 ], [ 0.212352, 0.237775, -0.025423, -0.11338, 0.053628, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -232486, -170403, -191273, -286527, -180298, -230481 ], [ 1.238304, 1.558359, 0.945355, 0.920682, 1.273811, 0.606526 ], [ 339, 170, 169, 339, 170, 169 ], [ 169, 76, 93, 169, 76, 93 ], [ 170, 94, 76, 170, 94, 76 ], [ 49.852507, 44.705882, 55.029586, 49.852507, 44.705882, 55.029586 ], [ 1.245631, 1.927444, 0.772549, 0.92613, 1.575503, 0.495656 ], [ 328593, 328593, 46790, 169738, 169738, 25846 ], [ -58980, -30980, -58980, -50357, -50357, -42533 ], [ 27, 24, 31, 27, 24, 31 ], [ 31, 28, 33, 31, 28, 33 ], [ 24, 21, 27, 24, 21, 27 ], [ 9455, 4191, 5264, 9455, 4191, 5264 ], [ 0, 0, 21.304417, 0, 0, 21.304417 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339351, 333779, -579245, -578785, -121713, -579245 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9616, "evaluation_days": 1602.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622088000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759461501639, "expiration_time": 1763603712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 76, "na": 0.2, "nb": 0.26149, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.65817 } } }
# | 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) |
---|