Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887699.81 | 709095.7747 | 178604.0353 | 1928355.3253 | 1244139.3654 | 684215.9599 |
Total P&L (%) | 887.6998 | 709.0958 | 178.604 | 1928.3553 | 1244.1394 | 684.216 |
Avg Daily Profit (%) | 0.5545 | 0.4429 | 0.1116 | 0.1882 | 0.1624 | 0.1287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77031 | -74705 | -79907 | -901852 | -657885 | -761606 |
Profit Factor | 2.0726 | 2.6431 | 1.4509 | 1.326 | 1.4134 | 1.2355 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 31.1558 | 26 | 36.3636 | 31.1558 | 26 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.5797 | 7.5226 | 2.5391 | 2.93 | 4.0227 | 2.162 |
Largest Winning Trade | 439444 | 439444 | 53869 | 1139083 | 1139083 | 316786 |
Largest Losing Trade | -23927 | -15653 | -23927 | -249661 | -190902 | -249661 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 36 | 32 | 38 | 36 | 32 | 38 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3140 | 1331 | 1809 | 3140 | 1331 | 1809 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323962 | -10262 | -47260 | 118140 | -15812 | -25275 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3202, "evaluation_days": 1601, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622203200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292939881, "expiration_time": 1763426592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 887699.809990894, 709095.7746791025, 178604.0353117913, 1928355.3252689377, 1244139.3653779116, 684215.9598910263 ], [ 887.69981, 709.095775, 178.604035, 1928.355325, 1244.139365, 684.21596 ], [ 0.554466, 0.442908, 0.111558, 0.188172, 0.162427, 0.128722 ], [ 10, 10, 10, 10, 10, 10 ], [ -77031, -74705, -79907, -901852, -657885, -761606 ], [ 2.072573, 2.643078, 1.45094, 1.325979, 1.413386, 1.235453 ], [ 199, 100, 99, 199, 100, 99 ], [ 62, 26, 36, 62, 26, 36 ], [ 137, 74, 63, 137, 74, 63 ], [ 31.155779, 26, 36.363636, 31.155779, 26, 36.363636 ], [ 4.579717, 7.522608, 2.539145, 2.929985, 4.022715, 2.162042 ], [ 439444, 439444, 53869, 1139083, 1139083, 316786 ], [ -23927, -15653, -23927, -249661, -190902, -249661 ], [ 15, 13, 18, 15, 13, 18 ], [ 36, 32, 38, 36, 32, 38 ], [ 6, 6, 6, 6, 6, 6 ], [ 3140, 1331, 1809, 3140, 1331, 1809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323962, -10262, -47260, 118140, -15812, -25275 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3202, "evaluation_days": 1601, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622203200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292939881, "expiration_time": 1763426592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|