Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501966.2029 | 489071.2675 | 12894.9354 | -48198.136 | -60903.3217 | 12705.1858 |
Total P&L (%) | 501.9662 | 489.0713 | 12.8949 | -48.1981 | -60.9033 | 12.7052 |
Avg Daily Profit (%) | 0.3149 | 0.3068 | 0.0081 | -0.0413 | -0.0589 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -335801 | -246542 | -153932 | -858583 | -768445 | -284619 |
Profit Factor | 1.2598 | 1.4826 | 1.014 | 0.9837 | 0.9633 | 1.0098 |
Total Trades | 613 | 307 | 306 | 613 | 307 | 306 |
Winning Trades | 323 | 163 | 160 | 323 | 163 | 160 |
Losing Trades | 290 | 144 | 146 | 290 | 144 | 146 |
Profitability (%) | 52.6917 | 53.0945 | 52.2876 | 52.6917 | 53.0945 | 52.2876 |
Ratio Avg Win / Avg Loss | 1.1311 | 1.3098 | 0.9253 | 0.8832 | 0.851 | 0.9215 |
Largest Winning Trade | 299685 | 299685 | 29339 | 128649 | 128649 | 119346 |
Largest Losing Trade | -43934 | -40521 | -43934 | -185174 | -175165 | -185174 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Losers | 31 | 40 | 22 | 31 | 40 | 22 |
Bars Traded | 18981 | 10201 | 8780 | 18981 | 10201 | 8780 |
Profit Streak | 0 | 0 | 11.9128 | 0 | 0 | 11.9128 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446738 | 402649 | -461784 | -577226 | -579326 | -473090 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621821600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758786866458, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 108, "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": [ [ 501966.2029028658, 489071.2675377775, 12894.9353650884, -48198.1359596706, -60903.3217279969, 12705.1857683264 ], [ 501.966203, 489.071268, 12.894935, -48.198136, -60.903322, 12.705186 ], [ 0.31491, 0.30682, 0.00809, -0.041255, -0.058899, 0.007504 ], [ 10, 10, 10, 10, 10, 10 ], [ -335801, -246542, -153932, -858583, -768445, -284619 ], [ 1.259767, 1.48257, 1.014033, 0.983672, 0.963306, 1.009832 ], [ 613, 307, 306, 613, 307, 306 ], [ 323, 163, 160, 323, 163, 160 ], [ 290, 144, 146, 290, 144, 146 ], [ 52.69168, 53.094463, 52.287582, 52.69168, 53.094463, 52.287582 ], [ 1.13106, 1.309755, 0.925305, 0.883173, 0.851019, 0.921472 ], [ 299685, 299685, 29339, 128649, 128649, 119346 ], [ -43934, -40521, -43934, -185174, -175165, -185174 ], [ 30, 33, 28, 30, 33, 28 ], [ 30, 27, 34, 30, 27, 34 ], [ 31, 40, 22, 31, 40, 22 ], [ 18981, 10201, 8780, 18981, 10201, 8780 ], [ 0, 0, 11.912806, 0, 0, 11.912806 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446738, 402649, -461784, -577226, -579326, -473090 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621821600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758786866458, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 108, "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) |
---|