Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892800.5414 | 724301.5097 | 168499.0318 | 1461793.1379 | 601484.1837 | 860308.9542 |
Total P&L (%) | 892.8005 | 724.3015 | 168.499 | 1461.7931 | 601.4842 | 860.309 |
Avg Daily Profit (%) | 0.5558 | 0.4509 | 0.1049 | 0.1712 | 0.1213 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121181 | -125410 | -58173 | -2643769 | -2334747 | -1131550 |
Profit Factor | 2.5439 | 2.8428 | 1.9097 | 1.2485 | 1.1587 | 1.4114 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 43 | 29 | 14 | 43 | 29 | 14 |
Profitability (%) | 55.2083 | 39.5833 | 70.8333 | 55.2083 | 39.5833 | 70.8333 |
Ratio Avg Win / Avg Loss | 2.064 | 4.339 | 0.7864 | 1.013 | 1.7685 | 0.5812 |
Largest Winning Trade | 414555 | 414555 | 40302 | 1596471 | 1596471 | 954780 |
Largest Losing Trade | -42190 | -42190 | -39139 | -683321 | -601000 | -683321 |
Avg Bars in Trades | 48 | 61 | 34 | 48 | 61 | 34 |
Avg Bars in Winners | 53 | 77 | 40 | 53 | 77 | 40 |
Avg Bars in Losers | 41 | 51 | 21 | 41 | 51 | 21 |
Bars Traded | 4639 | 2975 | 1664 | 4639 | 2975 | 1664 |
Profit Streak | 0 | 0 | 99.7819 | 0 | 0 | 99.7819 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606950 | 419282 | -47949 | 305726 | -79418 | -1249 |
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{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 47 } }, "second_band": { "type": "midprice", "factors": { "length": 140, "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": [ [ 892800.5414142145, 724301.5096587682, 168499.0317554463, 1461793.1379164767, 601484.1837231907, 860308.9541932862 ], [ 892.800541, 724.30151, 168.499032, 1461.793138, 601.484184, 860.308954 ], [ 0.555801, 0.450905, 0.104897, 0.171246, 0.121346, 0.140922 ], [ 10, 10, 10, 10, 10, 10 ], [ -121181, -125410, -58173, -2643769, -2334747, -1131550 ], [ 2.543945, 2.842818, 1.909728, 1.248546, 1.158686, 1.411439 ], [ 96, 48, 48, 96, 48, 48 ], [ 53, 19, 34, 53, 19, 34 ], [ 43, 29, 14, 43, 29, 14 ], [ 55.208333, 39.583333, 70.833333, 55.208333, 39.583333, 70.833333 ], [ 2.063955, 4.339038, 0.786359, 1.012971, 1.768521, 0.581181 ], [ 414555, 414555, 40302, 1596471, 1596471, 954780 ], [ -42190, -42190, -39139, -683321, -601000, -683321 ], [ 48, 61, 34, 48, 61, 34 ], [ 53, 77, 40, 53, 77, 40 ], [ 41, 51, 21, 41, 51, 21 ], [ 4639, 2975, 1664, 4639, 2975, 1664 ], [ 0, 0, 99.781879, 0, 0, 99.781879 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 606950, 419282, -47949, 305726, -79418, -1249 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4819, "evaluation_days": 1606.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1624982400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759747554357, "expiration_time": 1763901216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 47 } }, "second_band": { "type": "midprice", "factors": { "length": 140, "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) |
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