Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914664.0951 | 689686.7446 | 224977.3505 | 4870362.1366 | 4546519.7742 | 323842.3623 |
Total P&L (%) | 914.6641 | 689.6867 | 224.9774 | 4870.3621 | 4546.5198 | 323.8424 |
Avg Daily Profit (%) | 0.5731 | 0.4321 | 0.141 | 0.245 | 0.2408 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92790 | -82307 | -82308 | -5738933 | -4612971 | -4208621 |
Profit Factor | 2.61 | 3.0507 | 1.9705 | 1.2646 | 1.4559 | 1.0384 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 36.5854 | 30.4878 | 42.6829 | 36.5854 | 30.4878 | 42.6829 |
Ratio Avg Win / Avg Loss | 4.524 | 6.9557 | 2.6462 | 2.192 | 3.3194 | 1.3944 |
Largest Winning Trade | 379537 | 379537 | 53569 | 6419746 | 6419746 | 1758441 |
Largest Losing Trade | -20965 | -19095 | -20965 | -1790917 | -1213242 | -1790917 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 57 | 54 | 58 | 57 | 54 | 58 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 4669 | 2005 | 2663 | 4669 | 2005 | 2663 |
Profit Streak | 0 | 0 | 44.6579 | 0 | 0 | 44.6579 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436469 | 146928 | -7428 | 191578 | -1234 | -256698 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623859200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872842880, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 914664.0951138441, 689686.7446307377, 224977.3504831064, 4870362.136587284, 4546519.774239196, 323842.3623480869 ], [ 914.664095, 689.686745, 224.97735, 4870.362137, 4546.519774, 323.842362 ], [ 0.573098, 0.432135, 0.140963, 0.245041, 0.24081, 0.090529 ], [ 10, 10, 10, 10, 10, 10 ], [ -92790, -82307, -82308, -5738933, -4612971, -4208621 ], [ 2.609985, 3.050732, 1.970537, 1.264621, 1.455895, 1.038405 ], [ 164, 82, 82, 164, 82, 82 ], [ 60, 25, 35, 60, 25, 35 ], [ 104, 57, 47, 104, 57, 47 ], [ 36.585366, 30.487805, 42.682927, 36.585366, 30.487805, 42.682927 ], [ 4.523975, 6.955668, 2.64615, 2.19201, 3.31944, 1.39443 ], [ 379537, 379537, 53569, 6419746, 6419746, 1758441 ], [ -20965, -19095, -20965, -1790917, -1213242, -1790917 ], [ 28, 24, 32, 28, 24, 32 ], [ 57, 54, 58, 57, 54, 58 ], [ 11, 11, 12, 11, 11, 12 ], [ 4669, 2005, 2663, 4669, 2005, 2663 ], [ 0, 0, 44.657904, 0, 0, 44.657904 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436469, 146928, -7428, 191578, -1234, -256698 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623859200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872842880, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|