Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -253378.9952 | 22898.6387 | -276277.6339 | -11853059.508 | 2437800.8912 | -14290860.3992 |
Total P&L (%) | -253.379 | 22.8986 | -276.2776 | -11853.0595 | 2437.8009 | -14290.8604 |
Avg Daily Profit (%) | -0.1571 | 0.0142 | -0.1713 | 0 | 0.2007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -648813 | -54597 | -631394 | -15067581 | -3869173 | -15050272 |
Profit Factor | 0.7107 | 1.1032 | 0.5776 | 0.502 | 1.3171 | 0.1131 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 155 | 68 | 87 | 105 | 49 | 56 |
Losing Trades | 29 | 24 | 5 | 79 | 43 | 36 |
Profitability (%) | 84.2391 | 73.913 | 94.5652 | 57.0652 | 53.2609 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.133 | 0.3894 | 0.0332 | 0.3777 | 1.1558 | 0.0727 |
Largest Winning Trade | 17804 | 17804 | 17452 | 6995190 | 6995190 | 906279 |
Largest Losing Trade | -631394 | -54597 | -631394 | -4242118 | -717189 | -4242118 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 9 | 4 | 13 | 16 | 14 | 17 |
Avg Bars in Losers | 96 | 64 | 252 | 31 | 25 | 39 |
Bars Traded | 4213 | 1817 | 2396 | 4213 | 1817 | 2396 |
Profit Streak | 11.4078 | 11.4078 | 20.7412 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573348 | -283020 | -573757 | -578620 | 310476 | -579399 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4838, "evaluation_days": 1612.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1628150400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760291237514, "expiration_time": 1764464832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.9245, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -253378.995212077, 22898.638693013, -276277.6339050899, -11853059.508002661, 2437800.8912080787, -14290860.399210744 ], [ -253.378995, 22.898639, -276.277634, -11853.059508, 2437.800891, -14290.860399 ], [ -0.157118, 0.014199, -0.171317, 0, 0.200731, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -648813, -54597, -631394, -15067581, -3869173, -15050272 ], [ 0.71072, 1.103242, 0.57762, 0.502001, 1.317094, 0.113109 ], [ 184, 92, 92, 184, 92, 92 ], [ 155, 68, 87, 105, 49, 56 ], [ 29, 24, 5, 79, 43, 36 ], [ 84.23913, 73.913043, 94.565217, 57.065217, 53.26087, 60.869565 ], [ 0.132973, 0.389379, 0.033197, 0.377696, 1.155817, 0.072713 ], [ 17804, 17804, 17452, 6995190, 6995190, 906279 ], [ -631394, -54597, -631394, -4242118, -717189, -4242118 ], [ 22, 19, 26, 22, 19, 26 ], [ 9, 4, 13, 16, 14, 17 ], [ 96, 64, 252, 31, 25, 39 ], [ 4213, 1817, 2396, 4213, 1817, 2396 ], [ 11.407841, 11.407842, 20.741175, 0, 0, 0 ], [ 5, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573348, -283020, -573757, -578620, 310476, -579399 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4838, "evaluation_days": 1612.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1628150400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760291237514, "expiration_time": 1764464832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.9245, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
# | 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) |
---|