Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522287.8628 | 450397.4036 | 71890.4592 | 51374.1873 | 269917.2429 | -218543.0556 |
Total P&L (%) | 522.2879 | 450.3974 | 71.8905 | 51.3742 | 269.9172 | -218.5431 |
Avg Daily Profit (%) | 0.3259 | 0.2811 | 0.0449 | 0.0259 | 0.0817 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192732 | -114087 | -132261 | -561621 | -311003 | -389344 |
Profit Factor | 1.3265 | 1.5651 | 1.0896 | 1.019 | 1.2128 | 0.8479 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 194 | 91 | 103 | 194 | 91 | 103 |
Losing Trades | 181 | 97 | 84 | 181 | 97 | 84 |
Profitability (%) | 51.7333 | 48.4043 | 55.0802 | 51.7333 | 48.4043 | 55.0802 |
Ratio Avg Win / Avg Loss | 1.2376 | 1.6683 | 0.8886 | 0.9507 | 1.2927 | 0.6915 |
Largest Winning Trade | 227040 | 227040 | 37459 | 309314 | 309314 | 88131 |
Largest Losing Trade | -40514 | -40514 | -36978 | -175918 | -118811 | -175918 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 18938 | 8935 | 10003 | 18938 | 8935 | 10003 |
Profit Streak | 0 | 0 | 22.1639 | 0 | 0 | 22.1639 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415624 | 393746 | -255020 | -358665 | -84557 | -579147 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19229, "evaluation_days": 1602.42, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622325600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456560343, "expiration_time": 1764433756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 135, "offset": 51 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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": [ [ 522287.8627661301, 450397.4036058836, 71890.4591602476, 51374.1873304468, 269917.2428852759, -218543.0555548291 ], [ 522.287863, 450.397404, 71.890459, 51.374187, 269.917243, -218.543056 ], [ 0.325937, 0.281073, 0.044864, 0.025876, 0.081667, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -192732, -114087, -132261, -561621, -311003, -389344 ], [ 1.326512, 1.56511, 1.089573, 1.018991, 1.212758, 0.847871 ], [ 375, 188, 187, 375, 188, 187 ], [ 194, 91, 103, 194, 91, 103 ], [ 181, 97, 84, 181, 97, 84 ], [ 51.733333, 48.404255, 55.080214, 51.733333, 48.404255, 55.080214 ], [ 1.237622, 1.668304, 0.888584, 0.950708, 1.292721, 0.691467 ], [ 227040, 227040, 37459, 309314, 309314, 88131 ], [ -40514, -40514, -36978, -175918, -118811, -175918 ], [ 50, 47, 53, 50, 47, 53 ], [ 51, 49, 53, 51, 49, 53 ], [ 49, 45, 53, 49, 45, 53 ], [ 18938, 8935, 10003, 18938, 8935, 10003 ], [ 0, 0, 22.163893, 0, 0, 22.163893 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415624, 393746, -255020, -358665, -84557, -579147 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19229, "evaluation_days": 1602.42, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622325600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456560343, "expiration_time": 1764433756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 135, "offset": 51 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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) |
---|