Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726026.492 | 620753.1311 | 105273.3609 | 462290.5654 | 1458727.9179 | -996437.3525 |
Total P&L (%) | 726.0265 | 620.7531 | 105.2734 | 462.2906 | 1458.7279 | -996.4374 |
Avg Daily Profit (%) | 0.4537 | 0.3879 | 0.0658 | 0.108 | 0.1718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216160 | -140079 | -124926 | -3862258 | -2453082 | -2185869 |
Profit Factor | 1.8888 | 2.4989 | 1.2614 | 1.0494 | 1.2991 | 0.7775 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.7273 | 46.9697 | 48.4848 | 47.7273 | 46.9697 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.0687 | 2.8214 | 1.3402 | 1.1494 | 1.4668 | 0.8261 |
Largest Winning Trade | 373338 | 373338 | 55781 | 2664659 | 2664659 | 650950 |
Largest Losing Trade | -39183 | -33394 | -39183 | -1540446 | -1196156 | -1540446 |
Avg Bars in Trades | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Winners | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Losers | 57 | 51 | 63 | 57 | 51 | 63 |
Bars Traded | 9280 | 4224 | 5056 | 9280 | 4224 | 5056 |
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 | 477284 | -111229 | -230009 | -215544 | -117761 | -705547 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9601, "evaluation_days": 1600.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624132800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759244177086, "expiration_time": 1763381232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } } }
{ "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": [ [ 726026.492034024, 620753.1310879115, 105273.3609461119, 462290.5653688234, 1458727.9178951567, -996437.3525263335 ], [ 726.026492, 620.753131, 105.273361, 462.290565, 1458.727918, -996.437353 ], [ 0.453718, 0.387929, 0.065789, 0.107975, 0.171783, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -216160, -140079, -124926, -3862258, -2453082, -2185869 ], [ 1.888815, 2.498937, 1.261407, 1.049415, 1.299142, 0.777528 ], [ 132, 66, 66, 132, 66, 66 ], [ 63, 31, 32, 63, 31, 32 ], [ 69, 35, 34, 69, 35, 34 ], [ 47.727273, 46.969697, 48.484848, 47.727273, 46.969697, 48.484848 ], [ 2.068702, 2.82138, 1.340245, 1.149359, 1.466773, 0.826123 ], [ 373338, 373338, 55781, 2664659, 2664659, 650950 ], [ -39183, -33394, -39183, -1540446, -1196156, -1540446 ], [ 70, 64, 76, 70, 64, 76 ], [ 84, 78, 90, 84, 78, 90 ], [ 57, 51, 63, 57, 51, 63 ], [ 9280, 4224, 5056, 9280, 4224, 5056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 477284, -111229, -230009, -215544, -117761, -705547 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9601, "evaluation_days": 1600.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624132800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759244177086, "expiration_time": 1763381232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } } }
# | 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) |
---|