Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792872.3088 | 602365.4584 | 190506.8504 | 1587786.8664 | -239886.3996 | 1827673.2661 |
Total P&L (%) | 792.8723 | 602.3655 | 190.5069 | 1587.7869 | -239.8864 | 1827.6733 |
Avg Daily Profit (%) | 0.4918 | 0.3736 | 0.1182 | 0.1754 | 0 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143494 | -100918 | -66799 | -1348263 | -1573443 | -431170 |
Profit Factor | 1.8162 | 2.1315 | 1.4338 | 1.2143 | 0.9492 | 1.6803 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 34.5133 | 31.8584 | 37.1681 | 34.5133 | 31.8584 | 37.1681 |
Ratio Avg Win / Avg Loss | 3.446 | 4.5591 | 2.4238 | 2.3041 | 2.0302 | 2.8405 |
Largest Winning Trade | 349918 | 349918 | 37673 | 863101 | 863101 | 730795 |
Largest Losing Trade | -34664 | -34664 | -24252 | -895468 | -895468 | -209280 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
Avg Bars in Losers | 13 | 15 | 10 | 13 | 15 | 10 |
Bars Traded | 6287 | 3287 | 3000 | 6287 | 3287 | 3000 |
Profit Streak | 0 | 0 | 25.0771 | 0 | 0 | 25.0771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338938 | 235613 | -37667 | 141738 | -585031 | 239715 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6449, "evaluation_days": 1612.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760298665670, "expiration_time": 1764449352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 792872.3087916214, 602365.4583783605, 190506.8504132607, 1587786.866411144, -239886.399648601, 1827673.2660597458 ], [ 792.872309, 602.365458, 190.50685, 1587.786866, -239.8864, 1827.673266 ], [ 0.49178, 0.373618, 0.118162, 0.175437, 0, 0.183695 ], [ 10, 10, 10, 10, 10, 10 ], [ -143494, -100918, -66799, -1348263, -1573443, -431170 ], [ 1.816153, 2.131536, 1.433826, 1.214334, 0.949193, 1.680322 ], [ 226, 113, 113, 226, 113, 113 ], [ 78, 36, 42, 78, 36, 42 ], [ 148, 77, 71, 148, 77, 71 ], [ 34.513274, 31.858407, 37.168142, 34.513274, 31.858407, 37.168142 ], [ 3.446034, 4.559118, 2.423849, 2.304121, 2.030218, 2.840544 ], [ 349918, 349918, 37673, 863101, 863101, 730795 ], [ -34664, -34664, -24252, -895468, -895468, -209280 ], [ 27, 29, 26, 27, 29, 26 ], [ 55, 57, 53, 55, 57, 53 ], [ 13, 15, 10, 13, 15, 10 ], [ 6287, 3287, 3000, 6287, 3287, 3000 ], [ 0, 0, 25.077149, 0, 0, 25.077149 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338938, 235613, -37667, 141738, -585031, 239715 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6449, "evaluation_days": 1612.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760298665670, "expiration_time": 1764449352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|