Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887753.5262 | 693992.0959 | 193761.4303 | 3879715.3164 | 3689583.0205 | 190132.296 |
Total P&L (%) | 887.7535 | 693.9921 | 193.7614 | 3879.7153 | 3689.583 | 190.1323 |
Avg Daily Profit (%) | 0.5565 | 0.435 | 0.1215 | 0.2312 | 0.2281 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106987 | -105078 | -47182 | -8898054 | -8097618 | -3474687 |
Profit Factor | 3.0389 | 3.5578 | 2.1808 | 1.1833 | 1.2861 | 1.023 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 37.3626 | 28.2609 | 46.6667 | 37.3626 | 28.2609 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.0945 | 9.0313 | 2.4924 | 1.9838 | 3.2648 | 1.1691 |
Largest Winning Trade | 345439 | 345439 | 64676 | 9633308 | 9633308 | 2388075 |
Largest Losing Trade | -20963 | -19890 | -20963 | -1623114 | -1481725 | -1623114 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 96 | 96 | 96 | 96 | 96 | 96 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4548 | 1959 | 2589 | 4548 | 1959 | 2589 |
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 | 439840 | 50921 | -27947 | -14109 | -5981 | -300210 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1624838400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758809773127, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 135, "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": [ [ 887753.5261912055, 693992.0959107365, 193761.4302804692, 3879715.316431892, 3689583.020475938, 190132.295955953 ], [ 887.753526, 693.992096, 193.76143, 3879.715316, 3689.58302, 190.132296 ], [ 0.55647, 0.435015, 0.121455, 0.231178, 0.228102, 0.06679 ], [ 10, 10, 10, 10, 10, 10 ], [ -106987, -105078, -47182, -8898054, -8097618, -3474687 ], [ 3.038853, 3.557765, 2.18082, 1.18334, 1.286132, 1.023 ], [ 91, 46, 45, 91, 46, 45 ], [ 34, 13, 21, 34, 13, 21 ], [ 57, 33, 24, 57, 33, 24 ], [ 37.362637, 28.26087, 46.666667, 37.362637, 28.26087, 46.666667 ], [ 5.094548, 9.03125, 2.492366, 1.983834, 3.264797, 1.169143 ], [ 345439, 345439, 64676, 9633308, 9633308, 2388075 ], [ -20963, -19890, -20963, -1623114, -1481725, -1623114 ], [ 49, 42, 57, 49, 42, 57 ], [ 96, 96, 96, 96, 96, 96 ], [ 22, 21, 23, 22, 21, 23 ], [ 4548, 1959, 2589, 4548, 1959, 2589 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439840, 50921, -27947, -14109, -5981, -300210 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1624838400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758809773127, "expiration_time": 1762922304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 135, "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) |
---|