Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678272.189 | 593019.7031 | 85252.4859 | 127850.3983 | 487417.1807 | -359566.7824 |
Total P&L (%) | 678.2722 | 593.0197 | 85.2525 | 127.8504 | 487.4172 | -359.5668 |
Avg Daily Profit (%) | 0.425 | 0.3716 | 0.0534 | 0.0516 | 0.111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141736 | -119549 | -128836 | -806853 | -388717 | -929869 |
Profit Factor | 1.7677 | 2.2366 | 1.2111 | 1.0397 | 1.3231 | 0.7904 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 47.1698 | 37.5 | 56.962 | 47.1698 | 37.5 | 56.962 |
Ratio Avg Win / Avg Loss | 1.9799 | 3.7276 | 0.915 | 1.1644 | 2.2052 | 0.5972 |
Largest Winning Trade | 447640 | 447640 | 57640 | 665359 | 665359 | 234694 |
Largest Losing Trade | -45715 | -39973 | -45715 | -319734 | -140263 | -319734 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Losers | 21 | 18 | 27 | 21 | 18 | 27 |
Bars Traded | 4700 | 2037 | 2662 | 4700 | 2037 | 2662 |
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 | 479624 | -10280 | -149489 | -300885 | -67512 | -606555 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872846733, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 69, "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": [ [ 678272.1890129334, 593019.7030666698, 85252.4859462634, 127850.3983400217, 487417.1807487881, -359566.7824087663 ], [ 678.272189, 593.019703, 85.252486, 127.850398, 487.417181, -359.566782 ], [ 0.424983, 0.371566, 0.053416, 0.051612, 0.110999, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -141736, -119549, -128836, -806853, -388717, -929869 ], [ 1.767747, 2.236553, 1.211082, 1.039656, 1.323097, 0.790394 ], [ 159, 80, 79, 159, 80, 79 ], [ 75, 30, 45, 75, 30, 45 ], [ 84, 50, 34, 84, 50, 34 ], [ 47.169811, 37.5, 56.962025, 47.169811, 37.5, 56.962025 ], [ 1.979877, 3.727588, 0.91504, 1.164414, 2.205162, 0.597187 ], [ 447640, 447640, 57640, 665359, 665359, 234694 ], [ -45715, -39973, -45715, -319734, -140263, -319734 ], [ 29, 25, 33, 29, 25, 33 ], [ 38, 37, 38, 38, 37, 38 ], [ 21, 18, 27, 21, 18, 27 ], [ 4700, 2037, 2662, 4700, 2037, 2662 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 479624, -10280, -149489, -300885, -67512, -606555 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872846733, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 69, "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) |
---|