Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918576.2882 | 728061.843 | 190514.4451 | 2086269.9194 | 485793.1237 | 1600476.7956 |
Total P&L (%) | 918.5763 | 728.0618 | 190.5144 | 2086.2699 | 485.7931 | 1600.4768 |
Avg Daily Profit (%) | 0.573 | 0.4542 | 0.1188 | 0.1926 | 0.1103 | 0.1769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82650 | -95985 | -66962 | -1987688 | -1822386 | -652901 |
Profit Factor | 2.3334 | 2.7301 | 1.7107 | 1.2557 | 1.0971 | 1.5075 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 36.5854 | 29.0323 | 44.2623 | 36.5854 | 29.0323 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.0446 | 6.6736 | 2.1542 | 2.1766 | 2.6817 | 1.8983 |
Largest Winning Trade | 468500 | 468500 | 53838 | 1324868 | 1324868 | 597051 |
Largest Losing Trade | -23889 | -21818 | -23889 | -464999 | -464999 | -425338 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 3139 | 1429 | 1710 | 3139 | 1429 | 1710 |
Profit Streak | 46.0636 | 46.0636 | 55.0636 | 46.0636 | 46.0636 | 55.0636 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433624 | -150246 | -194170 | 189881 | -323986 | -152768 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621641600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455095176, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 4.36657 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.03596 } } }
{ "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": [ [ 918576.2881524712, 728061.8430222372, 190514.4451302341, 2086269.9193767644, 485793.123745149, 1600476.795631615 ], [ 918.576288, 728.061843, 190.514445, 2086.269919, 485.793124, 1600.476796 ], [ 0.573036, 0.454187, 0.118849, 0.192623, 0.110341, 0.176918 ], [ 10, 10, 10, 10, 10, 10 ], [ -82650, -95985, -66962, -1987688, -1822386, -652901 ], [ 2.333421, 2.730092, 1.710704, 1.255725, 1.097073, 1.507465 ], [ 123, 62, 61, 123, 62, 61 ], [ 45, 18, 27, 45, 18, 27 ], [ 78, 44, 34, 78, 44, 34 ], [ 36.585366, 29.032258, 44.262295, 36.585366, 29.032258, 44.262295 ], [ 4.044596, 6.673559, 2.15422, 2.176589, 2.681734, 1.89829 ], [ 468500, 468500, 53838, 1324868, 1324868, 597051 ], [ -23889, -21818, -23889, -464999, -464999, -425338 ], [ 25, 23, 28, 25, 23, 28 ], [ 45, 47, 43, 45, 47, 43 ], [ 14, 13, 15, 14, 13, 15 ], [ 3139, 1429, 1710, 3139, 1429, 1710 ], [ 46.063601, 46.063601, 55.063601, 46.063602, 46.063602, 55.063602 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433624, -150246, -194170, 189881, -323986, -152768 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3206, "evaluation_days": 1603, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621641600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759455095176, "expiration_time": 1763604576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 4.36657 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.03596 } } }
# | 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) |
---|