Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662850.5635 | 615968.7441 | 46881.8195 | 20755.6824 | 87877.7991 | -67122.1167 |
Total P&L (%) | 662.8506 | 615.9687 | 46.8818 | 20.7557 | 87.8778 | -67.1221 |
Avg Daily Profit (%) | 0.4158 | 0.3864 | 0.0294 | 0.0118 | 0.0396 | -0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86787 | -111672 | -110252 | -208102 | -190076 | -215323 |
Profit Factor | 1.7959 | 2.2646 | 1.1356 | 1.0151 | 1.1169 | 0.8915 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 38.2114 | 29.0323 | 47.541 | 38.2114 | 29.0323 | 47.541 |
Ratio Avg Win / Avg Loss | 2.904 | 5.5357 | 1.2531 | 1.6415 | 2.7302 | 0.9837 |
Largest Winning Trade | 457762 | 457762 | 62550 | 224275 | 224275 | 101240 |
Largest Losing Trade | -32681 | -30355 | -32681 | -67949 | -55722 | -67949 |
Avg Bars in Trades | 153 | 135 | 171 | 153 | 135 | 171 |
Avg Bars in Winners | 265 | 274 | 260 | 265 | 274 | 260 |
Avg Bars in Losers | 83 | 78 | 90 | 83 | 78 | 90 |
Bars Traded | 18842 | 8398 | 10444 | 18842 | 8398 | 10444 |
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 | 325103 | -152559 | -389218 | -390426 | -397374 | -743414 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622419200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758880171007, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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": [ [ 662850.563523746, 615968.7440598384, 46881.8194639076, 20755.6824191326, 87877.7991032021, -67122.1166840697 ], [ 662.850564, 615.968744, 46.881819, 20.755682, 87.877799, -67.122117 ], [ 0.415841, 0.38643, 0.029411, 0.011833, 0.03957, -0.06976 ], [ 10, 10, 10, 10, 10, 10 ], [ -86787, -111672, -110252, -208102, -190076, -215323 ], [ 1.795877, 2.264586, 1.135589, 1.015147, 1.116899, 0.891488 ], [ 123, 62, 61, 123, 62, 61 ], [ 47, 18, 29, 47, 18, 29 ], [ 76, 44, 32, 76, 44, 32 ], [ 38.211382, 29.032258, 47.540984, 38.211382, 29.032258, 47.540984 ], [ 2.903972, 5.535655, 1.253064, 1.641514, 2.730197, 0.983711 ], [ 457762, 457762, 62550, 224275, 224275, 101240 ], [ -32681, -30355, -32681, -67949, -55722, -67949 ], [ 153, 135, 171, 153, 135, 171 ], [ 265, 274, 260, 265, 274, 260 ], [ 83, 78, 90, 83, 78, 90 ], [ 18842, 8398, 10444, 18842, 8398, 10444 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325103, -152559, -389218, -390426, -397374, -743414 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622419200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758880171007, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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) |
---|