Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842168.3592 | 679338.1081 | 162830.2511 | 1234626.762 | 654015.7637 | 580610.9983 |
Total P&L (%) | 842.1684 | 679.3381 | 162.8303 | 1234.6268 | 654.0158 | 580.611 |
Avg Daily Profit (%) | 0.5233 | 0.4221 | 0.1012 | 0.1611 | 0.1256 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204462 | -183419 | -69575 | -962546 | -856174 | -590362 |
Profit Factor | 2.6387 | 3.1209 | 1.8409 | 1.4077 | 1.3802 | 1.4439 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 59.7561 | 53.6585 | 65.8537 | 59.7561 | 53.6585 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.7771 | 2.6953 | 0.9546 | 0.9481 | 1.192 | 0.7487 |
Largest Winning Trade | 376485 | 376485 | 45093 | 674377 | 674377 | 222622 |
Largest Losing Trade | -56213 | -49495 | -56213 | -439933 | -439933 | -377892 |
Avg Bars in Trades | 114 | 125 | 103 | 114 | 125 | 103 |
Avg Bars in Winners | 116 | 132 | 104 | 116 | 132 | 104 |
Avg Bars in Losers | 111 | 118 | 101 | 111 | 118 | 101 |
Bars Traded | 9387 | 5160 | 4227 | 9387 | 5160 | 4227 |
Profit Streak | 89.2075 | 128.2075 | 89.2075 | 89.2075 | 128.2075 | 89.2075 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361666 | 641807 | -54134 | 35773 | -22404 | -31055 |
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9656, "evaluation_days": 1609.33, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624449600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760029128414, "expiration_time": 1764196992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 241, "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": [ [ 842168.3592392594, 679338.108113621, 162830.2511256382, 1234626.7619994634, 654015.7636756973, 580610.9983237663 ], [ 842.168359, 679.338108, 162.830251, 1234.626762, 654.015764, 580.610998 ], [ 0.523304, 0.422125, 0.101179, 0.161143, 0.125612, 0.11924 ], [ 10, 10, 10, 10, 10, 10 ], [ -204462, -183419, -69575, -962546, -856174, -590362 ], [ 2.638661, 3.120925, 1.840917, 1.407734, 1.380231, 1.443901 ], [ 82, 41, 41, 82, 41, 41 ], [ 49, 22, 27, 49, 22, 27 ], [ 33, 19, 14, 33, 19, 14 ], [ 59.756098, 53.658537, 65.853659, 59.756098, 53.658537, 65.853659 ], [ 1.777057, 2.695344, 0.95455, 0.948066, 1.192018, 0.748689 ], [ 376485, 376485, 45093, 674377, 674377, 222622 ], [ -56213, -49495, -56213, -439933, -439933, -377892 ], [ 114, 125, 103, 114, 125, 103 ], [ 116, 132, 104, 116, 132, 104 ], [ 111, 118, 101, 111, 118, 101 ], [ 9387, 5160, 4227, 9387, 5160, 4227 ], [ 89.207505, 128.207505, 89.207505, 89.207505, 128.207505, 89.207505 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361666, 641807, -54134, 35773, -22404, -31055 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9656, "evaluation_days": 1609.33, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624449600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760029128414, "expiration_time": 1764196992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 241, "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) |
---|