Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357292.0356 | 452213.9558 | -94921.9202 | -94118.1462 | 256963.3782 | -351081.5244 |
Total P&L (%) | 357.292 | 452.214 | -94.9219 | -94.1181 | 256.9634 | -351.0815 |
Avg Daily Profit (%) | 0.222 | 0.281 | -0.059 | -0.1759 | 0.0791 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280559 | -173616 | -157746 | -581650 | -168208 | -424941 |
Profit Factor | 1.2631 | 1.5623 | 0.8285 | 0.893 | 1.7718 | 0.3573 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 136 | 62 | 74 | 136 | 62 | 74 |
Losing Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Profitability (%) | 44.7368 | 40.7895 | 48.6842 | 44.7368 | 40.7895 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.5603 | 2.2678 | 0.8733 | 1.1031 | 2.5719 | 0.3766 |
Largest Winning Trade | 369818 | 369818 | 32125 | 409169 | 409169 | 65847 |
Largest Losing Trade | -59876 | -41509 | -59876 | -297300 | -33906 | -297300 |
Avg Bars in Trades | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Winners | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 6213 | 3805 | 2409 | 6213 | 3805 | 2409 |
Profit Streak | 0 | 0 | 31.1055 | 0 | 0 | 31.1055 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309591 | 289728 | -579770 | -579290 | -87038 | -579770 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6437, "evaluation_days": 1609.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624752000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760020312524, "expiration_time": 1764182376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "midprice", "factors": { "length": 175, "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": [ [ 357292.0355549933, 452213.9557681631, -94921.9202131701, -94118.1462240123, 256963.3782156549, -351081.5244396672 ], [ 357.292036, 452.213956, -94.92192, -94.118146, 256.963378, -351.081524 ], [ 0.222024, 0.281009, -0.058985, -0.175908, 0.079103, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -280559, -173616, -157746, -581650, -168208, -424941 ], [ 1.263117, 1.562257, 0.828548, 0.892951, 1.771754, 0.357283 ], [ 304, 152, 152, 304, 152, 152 ], [ 136, 62, 74, 136, 62, 74 ], [ 168, 90, 78, 168, 90, 78 ], [ 44.736842, 40.789474, 48.684211, 44.736842, 40.789474, 48.684211 ], [ 1.560321, 2.267792, 0.873335, 1.103057, 2.571901, 0.376595 ], [ 369818, 369818, 32125, 409169, 409169, 65847 ], [ -59876, -41509, -59876, -297300, -33906, -297300 ], [ 20, 25, 15, 20, 25, 15 ], [ 23, 29, 18, 23, 29, 18 ], [ 17, 21, 13, 17, 21, 13 ], [ 6213, 3805, 2409, 6213, 3805, 2409 ], [ 0, 0, 31.105469, 0, 0, 31.105469 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309591, 289728, -579770, -579290, -87038, -579770 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6437, "evaluation_days": 1609.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624752000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760020312524, "expiration_time": 1764182376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "midprice", "factors": { "length": 175, "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) |
---|