Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440313.5746 | 377101.6263 | 63211.9483 | 221857.8277 | 88445.9666 | 133411.8611 |
Total P&L (%) | 440.3136 | 377.1016 | 63.2119 | 221.8578 | 88.446 | 133.4119 |
Avg Daily Profit (%) | 0.4227 | 0.362 | 0.0607 | 0.1123 | 0.0608 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118547 | -75736 | -94561 | -142499 | -141042 | -104623 |
Profit Factor | 1.656 | 2.1813 | 1.1796 | 1.2095 | 1.1688 | 1.2494 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 37.8723 | 33.0508 | 42.735 | 37.8723 | 33.0508 | 42.735 |
Ratio Avg Win / Avg Loss | 2.7167 | 4.4186 | 1.5807 | 1.9841 | 2.3675 | 1.6742 |
Largest Winning Trade | 352900 | 352900 | 34564 | 136029 | 136029 | 57290 |
Largest Losing Trade | -23830 | -16401 | -23830 | -50351 | -36322 | -50351 |
Avg Bars in Trades | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Winners | 179 | 163 | 191 | 179 | 163 | 191 |
Avg Bars in Losers | 57 | 66 | 46 | 57 | 66 | 46 |
Bars Traded | 24302 | 11647 | 12655 | 24302 | 11647 | 12655 |
Profit Streak | 0 | 0 | 24.6425 | 0 | 0 | 24.6425 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330278 | 227665 | -136239 | -45943 | -152286 | -85420 |
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670378400000, "first_datapoint_time": 1671073200000, "last_datapoint_time": 1760378400000, "evaluation_time": 1760379913177, "expiration_time": 1766858400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.66041 } }, "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": [ [ 440313.5745670471, 377101.6263134886, 63211.9482535582, 221857.8276884192, 88445.9665838904, 133411.8611045288 ], [ 440.313575, 377.101626, 63.211948, 221.857828, 88.445967, 133.411861 ], [ 0.4227, 0.362016, 0.060683, 0.112281, 0.060848, 0.081406 ], [ 10, 10, 10, 10, 10, 10 ], [ -118547, -75736, -94561, -142499, -141042, -104623 ], [ 1.656043, 2.181328, 1.179606, 1.20949, 1.168761, 1.249393 ], [ 235, 118, 117, 235, 118, 117 ], [ 89, 39, 50, 89, 39, 50 ], [ 146, 79, 67, 146, 79, 67 ], [ 37.87234, 33.050847, 42.735043, 37.87234, 33.050847, 42.735043 ], [ 2.716654, 4.418588, 1.580672, 1.984107, 2.36749, 1.674187 ], [ 352900, 352900, 34564, 136029, 136029, 57290 ], [ -23830, -16401, -23830, -50351, -36322, -50351 ], [ 103, 98, 108, 103, 98, 108 ], [ 179, 163, 191, 179, 163, 191 ], [ 57, 66, 46, 57, 66, 46 ], [ 24302, 11647, 12655, 24302, 11647, 12655 ], [ 0, 0, 24.642513, 0, 0, 24.642514 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330278, 227665, -136239, -45943, -152286, -85420 ] ] }
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670378400000, "first_datapoint_time": 1671073200000, "last_datapoint_time": 1760378400000, "evaluation_time": 1760379913177, "expiration_time": 1766858400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.66041 } }, "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) |
---|