Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704457.0486 | 575390.7243 | 129066.3243 | 481395.933 | 857552.6913 | -376156.7583 |
Total P&L (%) | 704.457 | 575.3907 | 129.0663 | 481.3959 | 857.5527 | -376.1568 |
Avg Daily Profit (%) | 0.4416 | 0.3607 | 0.0809 | 0.1104 | 0.1417 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141393 | -124337 | -95947 | -1618388 | -1096304 | -1028984 |
Profit Factor | 1.9214 | 2.2837 | 1.4081 | 1.1128 | 1.3489 | 0.7924 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 69 | 42 | 27 | 69 | 42 | 27 |
Profitability (%) | 47.7273 | 36.3636 | 59.0909 | 47.7273 | 36.3636 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.1044 | 3.9964 | 0.9748 | 1.2187 | 2.3605 | 0.5486 |
Largest Winning Trade | 383831 | 383831 | 49702 | 1380335 | 1380335 | 133804 |
Largest Losing Trade | -36873 | -30621 | -36873 | -447454 | -373126 | -447454 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 43 | 48 | 40 | 43 | 48 | 40 |
Avg Bars in Losers | 27 | 25 | 31 | 27 | 25 | 31 |
Bars Traded | 4677 | 2231 | 2446 | 4677 | 2231 | 2446 |
Profit Streak | 0 | 0 | 42.2612 | 0 | 0 | 42.2612 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475814 | -116002 | -208308 | -142642 | -131705 | -703228 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623427200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758809770664, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.37532 } } }
{ "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": [ [ 704457.0485862781, 575390.7242955625, 129066.3242907152, 481395.9329953371, 857552.6913094455, -376156.7583141086 ], [ 704.457049, 575.390724, 129.066324, 481.395933, 857.552691, -376.156758 ], [ 0.441575, 0.360672, 0.080903, 0.110399, 0.141714, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141393, -124337, -95947, -1618388, -1096304, -1028984 ], [ 1.921441, 2.283656, 1.408085, 1.112751, 1.348881, 0.792358 ], [ 132, 66, 66, 132, 66, 66 ], [ 63, 24, 39, 63, 24, 39 ], [ 69, 42, 27, 69, 42, 27 ], [ 47.727273, 36.363636, 59.090909, 47.727273, 36.363636, 59.090909 ], [ 2.104435, 3.996397, 0.974828, 1.218727, 2.360542, 0.548555 ], [ 383831, 383831, 49702, 1380335, 1380335, 133804 ], [ -36873, -30621, -36873, -447454, -373126, -447454 ], [ 35, 33, 37, 35, 33, 37 ], [ 43, 48, 40, 43, 48, 40 ], [ 27, 25, 31, 27, 25, 31 ], [ 4677, 2231, 2446, 4677, 2231, 2446 ], [ 0, 0, 42.261234, 0, 0, 42.261235 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475814, -116002, -208308, -142642, -131705, -703228 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623427200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758809770664, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.37532 } } }
# | 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) |
---|