Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512870.3634 | 418196.6842 | 94673.6793 | 142983.6026 | 420156.639 | -277173.0364 |
Total P&L (%) | 512.8704 | 418.1967 | 94.6737 | 142.9836 | 420.1566 | -277.173 |
Avg Daily Profit (%) | 0.3206 | 0.2614 | 0.0592 | 0.0555 | 0.1031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127464 | -125181 | -94690 | -1061226 | -867832 | -675075 |
Profit Factor | 1.6711 | 2.0537 | 1.2577 | 1.0409 | 1.2366 | 0.8391 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 54 | 33 | 21 | 54 | 33 | 21 |
Profitability (%) | 53.0435 | 43.1034 | 63.1579 | 53.0435 | 43.1034 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.4793 | 2.7109 | 0.7337 | 0.9214 | 1.6323 | 0.4895 |
Largest Winning Trade | 218324 | 218324 | 61563 | 718423 | 718423 | 201368 |
Largest Losing Trade | -44917 | -39632 | -44917 | -443007 | -347990 | -443007 |
Avg Bars in Trades | 40 | 31 | 50 | 40 | 31 | 50 |
Avg Bars in Winners | 48 | 36 | 56 | 48 | 36 | 56 |
Avg Bars in Losers | 32 | 28 | 40 | 32 | 28 | 40 |
Bars Traded | 4713 | 1842 | 2871 | 4713 | 1842 | 2871 |
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 | 425622 | -170687 | -294086 | -295326 | -237224 | -759127 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4799, "evaluation_days": 1599.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622304000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759192070157, "expiration_time": 1763307936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "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": [ [ 512870.3634129725, 418196.6841513437, 94673.6792616288, 142983.6026030895, 420156.6389910063, -277173.0363879169 ], [ 512.870363, 418.196684, 94.673679, 142.983603, 420.156639, -277.173036 ], [ 0.32061, 0.261427, 0.059183, 0.055516, 0.103134, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127464, -125181, -94690, -1061226, -867832, -675075 ], [ 1.671056, 2.053678, 1.257699, 1.040866, 1.236597, 0.839131 ], [ 115, 58, 57, 115, 58, 57 ], [ 61, 25, 36, 61, 25, 36 ], [ 54, 33, 21, 54, 33, 21 ], [ 53.043478, 43.103448, 63.157895, 53.043478, 43.103448, 63.157895 ], [ 1.479295, 2.710855, 0.733658, 0.921423, 1.632308, 0.489493 ], [ 218324, 218324, 61563, 718423, 718423, 201368 ], [ -44917, -39632, -44917, -443007, -347990, -443007 ], [ 40, 31, 50, 40, 31, 50 ], [ 48, 36, 56, 48, 36, 56 ], [ 32, 28, 40, 32, 28, 40 ], [ 4713, 1842, 2871, 4713, 1842, 2871 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425622, -170687, -294086, -295326, -237224, -759127 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4799, "evaluation_days": 1599.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1622304000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759192070157, "expiration_time": 1763307936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "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) |
---|