Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532388.8877 | 373801.6821 | 158587.2056 | 448501.6252 | 384660.1659 | 63841.4593 |
Total P&L (%) | 532.3889 | 373.8017 | 158.5872 | 448.5016 | 384.6602 | 63.8415 |
Avg Daily Profit (%) | 0.3336 | 0.2343 | 0.0994 | 0.1067 | 0.099 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162856 | -79123 | -170515 | -238264 | -163372 | -329424 |
Profit Factor | 1.3808 | 1.5381 | 1.2254 | 1.1966 | 1.3328 | 1.0567 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 172 | 80 | 92 | 172 | 80 | 92 |
Losing Trades | 206 | 109 | 97 | 206 | 109 | 97 |
Profitability (%) | 45.5026 | 42.328 | 48.6772 | 45.5026 | 42.328 | 48.6772 |
Ratio Avg Win / Avg Loss | 1.6537 | 2.0957 | 1.292 | 1.4332 | 1.816 | 1.1142 |
Largest Winning Trade | 105422 | 105422 | 52199 | 191232 | 191232 | 102052 |
Largest Losing Trade | -60741 | -25017 | -60741 | -93077 | -93077 | -90502 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4767 | 2432 | 2335 | 4767 | 2432 | 2335 |
Profit Streak | 0 | 0 | 14.192 | 0 | 0 | 14.192 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409443 | 298525 | -59871 | -54233 | -61737 | -309273 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1620979200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758832590915, "expiration_time": 1762951968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 532388.8877090681, 373801.6821402845, 158587.2055687839, 448501.6251811339, 384660.1658510584, 63841.4593300754 ], [ 532.388888, 373.801682, 158.587206, 448.501625, 384.660166, 63.841459 ], [ 0.333646, 0.23426, 0.099386, 0.106722, 0.098959, 0.030947 ], [ 10, 10, 10, 10, 10, 10 ], [ -162856, -79123, -170515, -238264, -163372, -329424 ], [ 1.380764, 1.538117, 1.225405, 1.196636, 1.332818, 1.056742 ], [ 378, 189, 189, 378, 189, 189 ], [ 172, 80, 92, 172, 80, 92 ], [ 206, 109, 97, 206, 109, 97 ], [ 45.502646, 42.328042, 48.677249, 45.502646, 42.328042, 48.677249 ], [ 1.653705, 2.095684, 1.292003, 1.43318, 1.815965, 1.114174 ], [ 105422, 105422, 52199, 191232, 191232, 102052 ], [ -60741, -25017, -60741, -93077, -93077, -90502 ], [ 12, 12, 12, 12, 12, 12 ], [ 16, 15, 16, 16, 15, 16 ], [ 9, 10, 8, 9, 10, 8 ], [ 4767, 2432, 2335, 4767, 2432, 2335 ], [ 0, 0, 14.192024, 0, 0, 14.192024 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 409443, 298525, -59871, -54233, -61737, -309273 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1620979200000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758832590915, "expiration_time": 1762951968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|