Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335685.9857 | 281506.8481 | 54179.1376 | -12255.8893 | 198897.2582 | -211153.1475 |
Total P&L (%) | 335.686 | 281.5068 | 54.1791 | -12.2559 | 198.8973 | -211.1531 |
Avg Daily Profit (%) | 0.2103 | 0.1764 | 0.0339 | -0.0082 | 0.0686 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91796 | -95012 | -177940 | -297289 | -151388 | -395559 |
Profit Factor | 1.1641 | 1.3259 | 1.0459 | 0.9962 | 1.1518 | 0.89 |
Total Trades | 607 | 304 | 303 | 607 | 304 | 303 |
Winning Trades | 323 | 152 | 171 | 323 | 152 | 171 |
Losing Trades | 284 | 152 | 132 | 284 | 152 | 132 |
Profitability (%) | 53.2125 | 50 | 56.4356 | 53.2125 | 50 | 56.4356 |
Ratio Avg Win / Avg Loss | 1.0236 | 1.3259 | 0.8073 | 0.8759 | 1.1518 | 0.687 |
Largest Winning Trade | 74360 | 74360 | 30593 | 73944 | 73944 | 50407 |
Largest Losing Trade | -63875 | -27350 | -63875 | -104335 | -44998 | -104335 |
Avg Bars in Trades | 7 | 5 | 9 | 7 | 5 | 9 |
Avg Bars in Winners | 8 | 5 | 10 | 8 | 5 | 10 |
Avg Bars in Losers | 7 | 5 | 9 | 7 | 5 | 9 |
Bars Traded | 4740 | 1754 | 2986 | 4740 | 1754 | 2986 |
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 | -28420 | 323050 | -318216 | -576912 | -153581 | -578636 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1621641600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872847064, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 24, "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": [ [ 335685.9857285996, 281506.8481240546, 54179.137604545, -12255.8892833019, 198897.2581731245, -211153.1474564269 ], [ 335.685986, 281.506848, 54.179138, -12.255889, 198.897258, -211.153147 ], [ 0.21033, 0.176383, 0.033947, -0.008192, 0.068628, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -91796, -95012, -177940, -297289, -151388, -395559 ], [ 1.16412, 1.325928, 1.04585, 0.996206, 1.15176, 0.890007 ], [ 607, 304, 303, 607, 304, 303 ], [ 323, 152, 171, 323, 152, 171 ], [ 284, 152, 132, 284, 152, 132 ], [ 53.212521, 50, 56.435644, 53.212521, 50, 56.435644 ], [ 1.023561, 1.325928, 0.807323, 0.875921, 1.15176, 0.687023 ], [ 74360, 74360, 30593, 73944, 73944, 50407 ], [ -63875, -27350, -63875, -104335, -44998, -104335 ], [ 7, 5, 9, 7, 5, 9 ], [ 8, 5, 10, 8, 5, 10 ], [ 7, 5, 9, 7, 5, 9 ], [ 4740, 1754, 2986, 4740, 1754, 2986 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28420, 323050, -318216, -576912, -153581, -578636 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1621641600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872847064, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 24, "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) |
---|