Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788558.5238 | 644346.0006 | 144212.5233 | 895585.9173 | 580078.8744 | 315507.0429 |
Total P&L (%) | 788.5585 | 644.346 | 144.2125 | 895.5859 | 580.0789 | 315.507 |
Avg Daily Profit (%) | 0.4947 | 0.4042 | 0.0905 | 0.1443 | 0.1203 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95431 | -76519 | -84909 | -551822 | -752332 | -629969 |
Profit Factor | 2.1181 | 2.5847 | 1.4829 | 1.2196 | 1.2476 | 1.1819 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 35.6589 | 26.1538 | 45.3125 | 35.6589 | 26.1538 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.8218 | 7.298 | 1.7896 | 2.2006 | 3.5225 | 1.4264 |
Largest Winning Trade | 423477 | 423477 | 69843 | 800725 | 800725 | 234555 |
Largest Losing Trade | -28759 | -27918 | -28759 | -234195 | -234195 | -230363 |
Avg Bars in Trades | 72 | 56 | 89 | 72 | 56 | 89 |
Avg Bars in Winners | 140 | 117 | 154 | 140 | 117 | 154 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 9391 | 3684 | 5707 | 9391 | 3684 | 5707 |
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 | 336568 | -141975 | -211158 | -4568 | -187769 | -235333 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 50, "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": [ [ 788558.5238074835, 644346.0005568557, 144212.5232506278, 895585.9173045307, 580078.8743986115, 315507.0429059191 ], [ 788.558524, 644.346001, 144.212523, 895.585917, 580.078874, 315.507043 ], [ 0.494651, 0.404189, 0.090462, 0.144264, 0.120325, 0.089386 ], [ 10, 10, 10, 10, 10, 10 ], [ -95431, -76519, -84909, -551822, -752332, -629969 ], [ 2.118095, 2.584716, 1.48285, 1.219636, 1.247562, 1.181909 ], [ 129, 65, 64, 129, 65, 64 ], [ 46, 17, 29, 46, 17, 29 ], [ 83, 48, 35, 83, 48, 35 ], [ 35.658915, 26.153846, 45.3125, 35.658915, 26.153846, 45.3125 ], [ 3.82178, 7.298023, 1.789646, 2.200648, 3.522528, 1.426442 ], [ 423477, 423477, 69843, 800725, 800725, 234555 ], [ -28759, -27918, -28759, -234195, -234195, -230363 ], [ 72, 56, 89, 72, 56, 89 ], [ 140, 117, 154, 140, 117, 154 ], [ 35, 35, 34, 35, 35, 34 ], [ 9391, 3684, 5707, 9391, 3684, 5707 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336568, -141975, -211158, -4568, -187769, -235333 ] ] }
{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9565, "evaluation_days": 1594.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622793600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758870077514, "expiration_time": 1762847280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 50, "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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