Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029541.8359 | 814082.6956 | 215459.1403 | 4518029.525 | -43328.9066 | 4561358.4317 |
Total P&L (%) | 1029.5418 | 814.0827 | 215.4591 | 4518.0295 | -43.3289 | 4561.3584 |
Avg Daily Profit (%) | 0.6401 | 0.5061 | 0.134 | 0.2386 | -0.0353 | 0.2391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130941 | -118810 | -65857 | -7636013 | -7872028 | -2361341 |
Profit Factor | 2.7384 | 3.0661 | 2.087 | 1.1972 | 0.9972 | 1.6155 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
Losing Trades | 84 | 49 | 35 | 84 | 49 | 35 |
Profitability (%) | 43.2432 | 33.7838 | 52.7027 | 43.2432 | 33.7838 | 52.7027 |
Ratio Avg Win / Avg Loss | 3.5941 | 6.0095 | 1.873 | 1.5713 | 1.9545 | 1.4498 |
Largest Winning Trade | 446289 | 446289 | 41529 | 3893508 | 3893508 | 2540032 |
Largest Losing Trade | -53784 | -38568 | -53784 | -2143421 | -1768305 | -2143421 |
Avg Bars in Trades | 62 | 71 | 54 | 62 | 71 | 54 |
Avg Bars in Winners | 85 | 99 | 77 | 85 | 99 | 77 |
Avg Bars in Losers | 45 | 57 | 28 | 45 | 57 | 28 |
Bars Traded | 9319 | 5316 | 4003 | 9319 | 5316 | 4003 |
Profit Streak | 16.9157 | 0 | 51.749 | 16.9157 | 0 | 51.749 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552940 | -54252 | -73358 | 152142 | -648764 | -52800 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9651, "evaluation_days": 1608.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624492800000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960714305, "expiration_time": 1764122832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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": [ [ 1029541.8359273919, 814082.6956220809, 215459.1403053115, 4518029.5250009475, -43328.9066496186, 4561358.431650563 ], [ 1029.541836, 814.082696, 215.45914, 4518.029525, -43.328907, 4561.358432 ], [ 0.640063, 0.506113, 0.13395, 0.238553, -0.0353, 0.239135 ], [ 10, 10, 10, 10, 10, 10 ], [ -130941, -118810, -65857, -7636013, -7872028, -2361341 ], [ 2.738396, 3.066082, 2.087002, 1.197218, 0.997204, 1.615501 ], [ 148, 74, 74, 148, 74, 74 ], [ 64, 25, 39, 64, 25, 39 ], [ 84, 49, 35, 84, 49, 35 ], [ 43.243243, 33.783784, 52.702703, 43.243243, 33.783784, 52.702703 ], [ 3.594145, 6.009521, 1.87295, 1.571349, 1.95452, 1.449808 ], [ 446289, 446289, 41529, 3893508, 3893508, 2540032 ], [ -53784, -38568, -53784, -2143421, -1768305, -2143421 ], [ 62, 71, 54, 62, 71, 54 ], [ 85, 99, 77, 85, 99, 77 ], [ 45, 57, 28, 45, 57, 28 ], [ 9319, 5316, 4003, 9319, 5316, 4003 ], [ 16.915675, 0, 51.749008, 16.915675, 0, 51.749008 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 552940, -54252, -73358, 152142, -648764, -52800 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9651, "evaluation_days": 1608.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624492800000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960714305, "expiration_time": 1764122832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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) |
---|