Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706372.8277 | 688645.4548 | 17727.373 | -79135.9425 | 187988.1051 | -267124.0476 |
Total P&L (%) | 706.3728 | 688.6455 | 17.7274 | -79.1359 | 187.9881 | -267.124 |
Avg Daily Profit (%) | 0.4388 | 0.4278 | 0.011 | -0.0973 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192131 | -151258 | -134439 | -327959 | -85956 | -327462 |
Profit Factor | 1.6513 | 2.2101 | 1.0344 | 0.9179 | 1.5048 | 0.5483 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 92 | 36 | 56 | 92 | 36 | 56 |
Losing Trades | 111 | 65 | 46 | 111 | 65 | 46 |
Profitability (%) | 45.3202 | 35.6436 | 54.902 | 45.3202 | 35.6436 | 54.902 |
Ratio Avg Win / Avg Loss | 1.9924 | 3.9904 | 0.8497 | 1.1075 | 2.7169 | 0.4504 |
Largest Winning Trade | 523838 | 523838 | 51285 | 245519 | 245519 | 36645 |
Largest Losing Trade | -83958 | -39995 | -83958 | -277023 | -26084 | -277023 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Losers | 31 | 29 | 35 | 31 | 29 | 35 |
Bars Traded | 9486 | 4163 | 5323 | 9486 | 4163 | 5323 |
Profit Streak | 19.6552 | 19.6552 | 30.9885 | 19.6552 | 19.6552 | 30.9885 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501115 | 319658 | -369532 | -578397 | -108025 | -579424 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9658, "evaluation_days": 1609.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622908800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067807390, "expiration_time": 1764226656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "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": [ [ 706372.827704239, 688645.4547516259, 17727.3729526129, -79135.9424992782, 187988.1050597159, -267124.0475589943 ], [ 706.372828, 688.645455, 17.727373, -79.135942, 187.988105, -267.124048 ], [ 0.438831, 0.427818, 0.011013, -0.097311, 0.065734, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -192131, -151258, -134439, -327959, -85956, -327462 ], [ 1.651333, 2.210076, 1.034395, 0.917889, 1.504771, 0.548277 ], [ 203, 101, 102, 203, 101, 102 ], [ 92, 36, 56, 92, 36, 56 ], [ 111, 65, 46, 111, 65, 46 ], [ 45.320197, 35.643564, 54.901961, 45.320197, 35.643564, 54.901961 ], [ 1.992369, 3.990415, 0.849681, 1.107453, 2.716947, 0.45037 ], [ 523838, 523838, 51285, 245519, 245519, 36645 ], [ -83958, -39995, -83958, -277023, -26084, -277023 ], [ 46, 41, 52, 46, 41, 52 ], [ 64, 62, 66, 64, 62, 66 ], [ 31, 29, 35, 31, 29, 35 ], [ 9486, 4163, 5323, 9486, 4163, 5323 ], [ 19.655178, 19.655178, 30.988511, 19.655178, 19.655178, 30.988511 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501115, 319658, -369532, -578397, -108025, -579424 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9658, "evaluation_days": 1609.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622908800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067807390, "expiration_time": 1764226656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "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) |
---|