Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371502.8562 | 284126.6416 | 87376.2146 | 105753.0733 | 374652.2959 | -268899.2227 |
Total P&L (%) | 371.5029 | 284.1266 | 87.3762 | 105.7531 | 374.6523 | -268.8992 |
Avg Daily Profit (%) | 0.233 | 0.1782 | 0.0548 | 0.0453 | 0.0977 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151196 | -85577 | -124915 | -374231 | -117893 | -418864 |
Profit Factor | 1.4275 | 1.6423 | 1.2048 | 1.0659 | 1.5547 | 0.7106 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 46.4481 | 45.6522 | 47.2527 | 46.4481 | 45.6522 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.6459 | 1.9551 | 1.3449 | 1.2289 | 1.8508 | 0.7932 |
Largest Winning Trade | 91787 | 91787 | 58714 | 100659 | 100659 | 63301 |
Largest Losing Trade | -72639 | -31144 | -72639 | -276091 | -61933 | -276091 |
Avg Bars in Trades | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Winners | 67 | 46 | 87 | 67 | 46 | 87 |
Avg Bars in Losers | 37 | 27 | 47 | 37 | 27 | 47 |
Bars Traded | 9397 | 3345 | 6052 | 9397 | 3345 | 6052 |
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 | 340374 | 307642 | -121603 | -280899 | -61731 | -582157 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9565, "evaluation_days": 1594.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622822400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758899055529, "expiration_time": 1762847280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 371502.8562205333, 284126.6416095915, 87376.2146109421, 105753.0732644903, 374652.2959167321, -268899.2226522414 ], [ 371.502856, 284.126642, 87.376215, 105.753073, 374.652296, -268.899223 ], [ 0.233038, 0.178229, 0.05481, 0.045269, 0.097742, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151196, -85577, -124915, -374231, -117893, -418864 ], [ 1.427538, 1.642289, 1.204834, 1.065908, 1.554692, 0.710588 ], [ 183, 92, 91, 183, 92, 91 ], [ 85, 42, 43, 85, 42, 43 ], [ 98, 50, 48, 98, 50, 48 ], [ 46.448087, 45.652174, 47.252747, 46.448087, 45.652174, 47.252747 ], [ 1.645867, 1.955107, 1.344931, 1.22893, 1.850824, 0.793215 ], [ 91787, 91787, 58714, 100659, 100659, 63301 ], [ -72639, -31144, -72639, -276091, -61933, -276091 ], [ 51, 36, 66, 51, 36, 66 ], [ 67, 46, 87, 67, 46, 87 ], [ 37, 27, 47, 37, 27, 47 ], [ 9397, 3345, 6052, 9397, 3345, 6052 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340374, 307642, -121603, -280899, -61731, -582157 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9565, "evaluation_days": 1594.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622822400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758899055529, "expiration_time": 1762847280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|