Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613333.5859 | 588777.4195 | 24556.1664 | -32843.0788 | -2433.2687 | -30409.8101 |
Total P&L (%) | 613.3336 | 588.7774 | 24.5562 | -32.8431 | -2.4333 | -30.4098 |
Avg Daily Profit (%) | 0.3806 | 0.3653 | 0.0152 | -0.0247 | -0.0015 | -0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235328 | -149199 | -102501 | -272027 | -268370 | -95308 |
Profit Factor | 1.5559 | 1.8665 | 1.0579 | 0.9742 | 0.9968 | 0.942 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 87 | 36 | 51 | 87 | 36 | 51 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 36.5546 | 30.2521 | 42.8571 | 36.5546 | 30.2521 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7004 | 4.3032 | 1.4106 | 1.6909 | 2.2981 | 1.256 |
Largest Winning Trade | 419929 | 419929 | 50081 | 165273 | 165273 | 60628 |
Largest Losing Trade | -33061 | -33061 | -31297 | -64422 | -64422 | -61973 |
Avg Bars in Trades | 79 | 103 | 55 | 79 | 103 | 55 |
Avg Bars in Winners | 124 | 207 | 66 | 124 | 207 | 66 |
Avg Bars in Losers | 53 | 59 | 47 | 53 | 59 | 47 |
Bars Traded | 18979 | 12374 | 6605 | 18979 | 12374 | 6605 |
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 | 300822 | 182718 | -336159 | -581983 | -585917 | -582127 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19340, "evaluation_days": 1611.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622440800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760255261563, "expiration_time": 1765261728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.33906 } } }
{ "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": [ [ 613333.5859193759, 588777.4194746321, 24556.1664447434, -32843.0788090427, -2433.2687379713, -30409.8100710714 ], [ 613.333586, 588.777419, 24.556166, -32.843079, -2.433269, -30.40981 ], [ 0.380558, 0.365321, 0.015236, -0.0247, -0.001528, -0.022493 ], [ 10, 10, 10, 10, 10, 10 ], [ -235328, -149199, -102501, -272027, -268370, -95308 ], [ 1.555861, 1.866458, 1.057933, 0.974227, 0.996754, 0.942033 ], [ 238, 119, 119, 238, 119, 119 ], [ 87, 36, 51, 87, 36, 51 ], [ 151, 83, 68, 151, 83, 68 ], [ 36.554622, 30.252101, 42.857143, 36.554622, 30.252101, 42.857143 ], [ 2.700402, 4.303222, 1.410577, 1.6909, 2.298073, 1.256044 ], [ 419929, 419929, 50081, 165273, 165273, 60628 ], [ -33061, -33061, -31297, -64422, -64422, -61973 ], [ 79, 103, 55, 79, 103, 55 ], [ 124, 207, 66, 124, 207, 66 ], [ 53, 59, 47, 53, 59, 47 ], [ 18979, 12374, 6605, 18979, 12374, 6605 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300822, 182718, -336159, -581983, -585917, -582127 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19340, "evaluation_days": 1611.67, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622440800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760255261563, "expiration_time": 1765261728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.33906 } } }
# | 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) |
---|