Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624175.3589 | 456195.9376 | 167979.4212 | 1044620.9958 | -344655.9287 | 1389276.9245 |
Total P&L (%) | 624.1754 | 456.1959 | 167.9794 | 1044.621 | -344.6559 | 1389.2769 |
Avg Daily Profit (%) | 0.3897 | 0.2848 | 0.1049 | 0.1523 | 0 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123198 | -126688 | -32814 | -2554005 | -3023775 | -467354 |
Profit Factor | 1.6351 | 1.6632 | 1.5694 | 1.085 | 0.9612 | 1.4066 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 121 | 49 | 72 | 121 | 49 | 72 |
Losing Trades | 96 | 59 | 37 | 96 | 59 | 37 |
Profitability (%) | 55.7604 | 45.3704 | 66.055 | 55.7604 | 45.3704 | 66.055 |
Ratio Avg Win / Avg Loss | 1.2972 | 2.0026 | 0.8065 | 0.8608 | 1.1573 | 0.7228 |
Largest Winning Trade | 125348 | 125348 | 25108 | 939914 | 939914 | 314091 |
Largest Losing Trade | -50836 | -50836 | -24201 | -1003372 | -1003372 | -391331 |
Avg Bars in Trades | 28 | 46 | 11 | 28 | 46 | 11 |
Avg Bars in Winners | 25 | 45 | 12 | 25 | 45 | 12 |
Avg Bars in Losers | 33 | 47 | 11 | 33 | 47 | 11 |
Bars Traded | 6282 | 5005 | 1277 | 6282 | 5005 | 1277 |
Profit Streak | 2.391 | 0 | 23.641 | 2.391 | 0 | 23.641 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435149 | 339447 | -49785 | -120656 | -581178 | 358835 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621879200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375384976, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.94594 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.79426 } } }
{ "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": [ [ 624175.3588768069, 456195.9376276748, 167979.4212491324, 1044620.995779536, -344655.9287338376, 1389276.9245133735 ], [ 624.175359, 456.195938, 167.979421, 1044.620996, -344.655929, 1389.276925 ], [ 0.389683, 0.284811, 0.104872, 0.152303, 0, 0.168763 ], [ 10, 10, 10, 10, 10, 10 ], [ -123198, -126688, -32814, -2554005, -3023775, -467354 ], [ 1.635058, 1.663209, 1.569417, 1.084967, 0.961177, 1.406613 ], [ 217, 108, 109, 217, 108, 109 ], [ 121, 49, 72, 121, 49, 72 ], [ 96, 59, 37, 96, 59, 37 ], [ 55.760369, 45.37037, 66.055046, 55.760369, 45.37037, 66.055046 ], [ 1.297236, 2.002639, 0.806506, 0.8608, 1.157336, 0.722843 ], [ 125348, 125348, 25108, 939914, 939914, 314091 ], [ -50836, -50836, -24201, -1003372, -1003372, -391331 ], [ 28, 46, 11, 28, 46, 11 ], [ 25, 45, 12, 25, 45, 12 ], [ 33, 47, 11, 33, 47, 11 ], [ 6282, 5005, 1277, 6282, 5005, 1277 ], [ 2.39103, 0, 23.64103, 2.39103, 0, 23.64103 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435149, 339447, -49785, -120656, -581178, 358835 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621879200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375384976, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 2.94594 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 1.79426 } } }
# | 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) |
---|