Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535721.2888 | 437836.9803 | 97884.3086 | 356405.4455 | 909266.6855 | -552861.24 |
Total P&L (%) | 535.7213 | 437.837 | 97.8843 | 356.4054 | 909.2667 | -552.8612 |
Avg Daily Profit (%) | 0.3345 | 0.2733 | 0.0611 | 0.0948 | 0.1444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142469 | -133570 | -85338 | -2407767 | -1794294 | -1247185 |
Profit Factor | 2.1309 | 2.7243 | 1.4453 | 1.0741 | 1.3529 | 0.7523 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 47.8261 | 37.1429 | 58.8235 | 47.8261 | 37.1429 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.3246 | 4.6104 | 1.0117 | 1.1718 | 2.2896 | 0.5266 |
Largest Winning Trade | 249699 | 249699 | 62354 | 2045135 | 2045135 | 390296 |
Largest Losing Trade | -55905 | -24743 | -55905 | -473688 | -473688 | -357980 |
Avg Bars in Trades | 87 | 79 | 96 | 87 | 79 | 96 |
Avg Bars in Winners | 123 | 113 | 129 | 123 | 113 | 129 |
Avg Bars in Losers | 55 | 58 | 50 | 55 | 58 | 50 |
Bars Traded | 6062 | 2766 | 3296 | 6062 | 2766 | 3296 |
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 | -93883 | 303709 | -109226 | -312480 | -3302 | -579651 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623348000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375389071, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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": [ [ 535721.2888236014, 437836.980266658, 97884.3085569434, 356405.4455218519, 909266.6855426619, -552861.2400208099 ], [ 535.721289, 437.83698, 97.884309, 356.405446, 909.266686, -552.86124 ], [ 0.33446, 0.273349, 0.061111, 0.094829, 0.144434, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -142469, -133570, -85338, -2407767, -1794294, -1247185 ], [ 2.130868, 2.724326, 1.445317, 1.074125, 1.352924, 0.752278 ], [ 69, 35, 34, 69, 35, 34 ], [ 33, 13, 20, 33, 13, 20 ], [ 36, 22, 14, 36, 22, 14 ], [ 47.826087, 37.142857, 58.823529, 47.826087, 37.142857, 58.823529 ], [ 2.324584, 4.610398, 1.011722, 1.171773, 2.289564, 0.526595 ], [ 249699, 249699, 62354, 2045135, 2045135, 390296 ], [ -55905, -24743, -55905, -473688, -473688, -357980 ], [ 87, 79, 96, 87, 79, 96 ], [ 123, 113, 129, 123, 113, 129 ], [ 55, 58, 50, 55, 58, 50 ], [ 6062, 2766, 3296, 6062, 2766, 3296 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93883, 303709, -109226, -312480, -3302, -579651 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623348000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375389071, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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) |
---|