Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476263.1414 | 408282.4462 | 67980.6952 | 202681.1271 | 305798.0862 | -103116.9591 |
Total P&L (%) | 476.2631 | 408.2824 | 67.9807 | 202.6811 | 305.7981 | -103.117 |
Avg Daily Profit (%) | 0.2987 | 0.2561 | 0.0426 | 0.0695 | 0.0879 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158951 | -91205 | -103248 | -468808 | -449229 | -263992 |
Profit Factor | 1.6995 | 2.2596 | 1.1905 | 1.1103 | 1.3683 | 0.8976 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 44.3609 | 41.791 | 46.9697 | 44.3609 | 41.791 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.1315 | 3.1473 | 1.3442 | 1.3926 | 1.9058 | 1.0134 |
Largest Winning Trade | 245920 | 245920 | 62564 | 347123 | 347123 | 154993 |
Largest Losing Trade | -44936 | -30646 | -44936 | -141933 | -141933 | -133465 |
Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
Avg Bars in Winners | 70 | 48 | 89 | 70 | 48 | 89 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 6043 | 2393 | 3650 | 6043 | 2393 | 3650 |
Profit Streak | 0 | 0 | 13.9001 | 0 | 0 | 13.9001 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354408 | -107748 | -272048 | -201173 | -194148 | -704150 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625011200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922570300, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 476263.14136634, 408282.4461896912, 67980.6951766484, 202681.1270724909, 305798.0862058825, -103116.9591333916 ], [ 476.263141, 408.282446, 67.980695, 202.681127, 305.798086, -103.116959 ], [ 0.298738, 0.256097, 0.042641, 0.069493, 0.087897, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158951, -91205, -103248, -468808, -449229, -263992 ], [ 1.69947, 2.259627, 1.190549, 1.110312, 1.368264, 0.897597 ], [ 133, 67, 66, 133, 67, 66 ], [ 59, 28, 31, 59, 28, 31 ], [ 74, 39, 35, 74, 39, 35 ], [ 44.360902, 41.791045, 46.969697, 44.360902, 41.791045, 46.969697 ], [ 2.131539, 3.147337, 1.344169, 1.392594, 1.905796, 1.013416 ], [ 245920, 245920, 62564, 347123, 347123, 154993 ], [ -44936, -30646, -44936, -141933, -141933, -133465 ], [ 45, 35, 55, 45, 35, 55 ], [ 70, 48, 89, 70, 48, 89 ], [ 25, 26, 24, 25, 26, 24 ], [ 6043, 2393, 3650, 6043, 2393, 3650 ], [ 0, 0, 13.900119, 0, 0, 13.900119 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354408, -107748, -272048, -201173, -194148, -704150 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625011200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922570300, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|