Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233711.7717 | 256373.468 | -22661.6963 | -88703.8524 | -2947.1125 | -85756.7399 |
Total P&L (%) | 233.7118 | 256.3735 | -22.6617 | -88.7039 | -2.9471 | -85.7567 |
Avg Daily Profit (%) | 0.1458 | 0.1599 | -0.0141 | -0.1359 | -0.0019 | -0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122736 | -152544 | -98195 | -33209 | -16543 | -32448 |
Profit Factor | 1.333 | 1.7213 | 0.9346 | 0.3937 | 0.9175 | 0.2245 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.261 | 1.9238 | 0.7477 | 0.3724 | 1.0254 | 0.1796 |
Largest Winning Trade | 237508 | 237508 | 39561 | 7035 | 7035 | 5514 |
Largest Losing Trade | -75349 | -48533 | -75349 | -67415 | -10966 | -67415 |
Avg Bars in Trades | 83 | 101 | 65 | 83 | 101 | 65 |
Avg Bars in Winners | 91 | 98 | 85 | 91 | 98 | 85 |
Avg Bars in Losers | 75 | 104 | 40 | 75 | 104 | 40 |
Bars Traded | 6006 | 3652 | 2354 | 6006 | 3652 | 2354 |
Profit Streak | 0 | 0 | 174.2613 | 0 | 0 | 174.2613 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81752 | 340505 | -578676 | -664375 | -580193 | -578676 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6413, "evaluation_days": 1603.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625724000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759515374916, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 220, "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": [ [ 233711.7716640395, 256373.467977836, -22661.6963137964, -88703.852400666, -2947.1125390343, -85756.7398616317 ], [ 233.711772, 256.373468, -22.661696, -88.703852, -2.947113, -85.75674 ], [ 0.145774, 0.159909, -0.014135, -0.135926, -0.001866, -0.121485 ], [ 10, 10, 10, 10, 10, 10 ], [ -122736, -152544, -98195, -33209, -16543, -32448 ], [ 1.333012, 1.721322, 0.934578, 0.393665, 0.917487, 0.224468 ], [ 72, 36, 36, 72, 36, 36 ], [ 37, 17, 20, 37, 17, 20 ], [ 35, 19, 16, 35, 19, 16 ], [ 51.388889, 47.222222, 55.555556, 51.388889, 47.222222, 55.555556 ], [ 1.260957, 1.923831, 0.747662, 0.372385, 1.025427, 0.179574 ], [ 237508, 237508, 39561, 7035, 7035, 5514 ], [ -75349, -48533, -75349, -67415, -10966, -67415 ], [ 83, 101, 65, 83, 101, 65 ], [ 91, 98, 85, 91, 98, 85 ], [ 75, 104, 40, 75, 104, 40 ], [ 6006, 3652, 2354, 6006, 3652, 2354 ], [ 0, 0, 174.261284, 0, 0, 174.261284 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81752, 340505, -578676, -664375, -580193, -578676 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6413, "evaluation_days": 1603.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625724000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759515374916, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 220, "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) |
---|