Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763640.7458 | 644949.3471 | 118691.3987 | 397896.4347 | -101485.2138 | 499381.6486 |
Total P&L (%) | 763.6407 | 644.9493 | 118.6914 | 397.8964 | -101.4852 | 499.3816 |
Avg Daily Profit (%) | 0.4768 | 0.4027 | 0.0741 | 0.1003 | 0 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213261 | -160813 | -90314 | -462119 | -526092 | -136887 |
Profit Factor | 1.7752 | 2.0864 | 1.3033 | 1.191 | 0.9278 | 1.7374 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 46.6667 | 44.1667 | 49.1667 | 46.6667 | 44.1667 | 49.1667 |
Ratio Avg Win / Avg Loss | 2.0288 | 2.6375 | 1.3474 | 1.3612 | 1.1729 | 1.7963 |
Largest Winning Trade | 355866 | 355866 | 43020 | 221145 | 221145 | 116538 |
Largest Losing Trade | -61126 | -58625 | -61126 | -237153 | -237153 | -72848 |
Avg Bars in Trades | 25 | 34 | 17 | 25 | 34 | 17 |
Avg Bars in Winners | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Losers | 17 | 24 | 10 | 17 | 24 | 10 |
Bars Traded | 6197 | 4111 | 2086 | 6197 | 4111 | 2086 |
Profit Streak | 0 | 0 | 7.8911 | 0 | 0 | 7.8911 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504250 | 404381 | -93507 | -69281 | -581615 | -39970 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625205600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375392704, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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": [ [ 763640.745767413, 644949.3470751299, 118691.3986922838, 397896.4347199259, -101485.2138460502, 499381.6485659761 ], [ 763.640746, 644.949347, 118.691399, 397.896435, -101.485214, 499.381649 ], [ 0.476754, 0.402653, 0.074101, 0.100267, 0, 0.111861 ], [ 10, 10, 10, 10, 10, 10 ], [ -213261, -160813, -90314, -462119, -526092, -136887 ], [ 1.775237, 2.086382, 1.303268, 1.191023, 0.927806, 1.737372 ], [ 240, 120, 120, 240, 120, 120 ], [ 112, 53, 59, 112, 53, 59 ], [ 128, 67, 61, 128, 67, 61 ], [ 46.666667, 44.166667, 49.166667, 46.666667, 44.166667, 49.166667 ], [ 2.028842, 2.637502, 1.347447, 1.361169, 1.172887, 1.796266 ], [ 355866, 355866, 43020, 221145, 221145, 116538 ], [ -61126, -58625, -61126, -237153, -237153, -72848 ], [ 25, 34, 17, 25, 34, 17 ], [ 35, 46, 24, 35, 46, 24 ], [ 17, 24, 10, 17, 24, 10 ], [ 6197, 4111, 2086, 6197, 4111, 2086 ], [ 0, 0, 7.891119, 0, 0, 7.891119 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504250, 404381, -93507, -69281, -581615, -39970 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625205600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375392704, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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) |
---|