Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495053.9885 | 419374.5722 | 75679.4163 | 82508.312 | -39527.7381 | 122036.0501 |
Total P&L (%) | 495.054 | 419.3746 | 75.6794 | 82.5083 | -39.5277 | 122.0361 |
Avg Daily Profit (%) | 0.3102 | 0.2628 | 0.0474 | 0.0377 | -0.0315 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146058 | -140017 | -67265 | -400249 | -294502 | -174017 |
Profit Factor | 1.9108 | 2.4367 | 1.3008 | 1.0791 | 0.9317 | 1.2627 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 2.2647 | 3.452 | 1.3008 | 1.2789 | 1.3199 | 1.2627 |
Largest Winning Trade | 271875 | 271875 | 51849 | 160457 | 160457 | 117116 |
Largest Losing Trade | -56566 | -52228 | -56566 | -166736 | -166736 | -105224 |
Avg Bars in Trades | 74 | 102 | 47 | 74 | 102 | 47 |
Avg Bars in Winners | 85 | 99 | 74 | 85 | 99 | 74 |
Avg Bars in Losers | 65 | 105 | 21 | 65 | 105 | 21 |
Bars Traded | 4418 | 2985 | 1433 | 4418 | 2985 | 1433 |
Profit Streak | 140.9875 | 140.9875 | 229.9875 | 140.9875 | 140.9875 | 229.9875 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167605 | 358702 | -128567 | -455852 | -581947 | -125368 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1625040000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872520837, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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": [ [ 495053.9885016533, 419374.572224193, 75679.4162774602, 82508.311973537, -39527.7381193742, 122036.0500929112 ], [ 495.053989, 419.374572, 75.679416, 82.508312, -39.527738, 122.03605 ], [ 0.310184, 0.262766, 0.047418, 0.037703, -0.03151, 0.049992 ], [ 10, 10, 10, 10, 10, 10 ], [ -146058, -140017, -67265, -400249, -294502, -174017 ], [ 1.910837, 2.436696, 1.300777, 1.079097, 0.931684, 1.262708 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 12, 15, 27, 12, 15 ], [ 32, 17, 15, 32, 17, 15 ], [ 45.762712, 41.37931, 50, 45.762712, 41.37931, 50 ], [ 2.264696, 3.451987, 1.300777, 1.27893, 1.319885, 1.262708 ], [ 271875, 271875, 51849, 160457, 160457, 117116 ], [ -56566, -52228, -56566, -166736, -166736, -105224 ], [ 74, 102, 47, 74, 102, 47 ], [ 85, 99, 74, 85, 99, 74 ], [ 65, 105, 21, 65, 105, 21 ], [ 4418, 2985, 1433, 4418, 2985, 1433 ], [ 140.98751, 140.98751, 229.98751, 140.98751, 140.98751, 229.98751 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167605, 358702, -128567, -455852, -581947, -125368 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1625040000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758872520837, "expiration_time": 1762981632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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) |
---|