Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333859.1166 | 250644.5263 | 83214.5903 | -24284.3634 | 183518.2767 | -207802.6402 |
Total P&L (%) | 333.8591 | 250.6445 | 83.2146 | -24.2844 | 183.5183 | -207.8026 |
Avg Daily Profit (%) | 0.2085 | 0.1566 | 0.052 | -0.0174 | 0.0651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125904 | -109402 | -131890 | -196132 | -136254 | -305651 |
Profit Factor | 1.241 | 1.3774 | 1.1153 | 0.9823 | 1.3311 | 0.746 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 63.3929 | 61.3095 | 65.4762 | 63.3929 | 61.3095 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.7166 | 0.8693 | 0.5881 | 0.5672 | 0.84 | 0.3934 |
Largest Winning Trade | 50529 | 50529 | 30162 | 61916 | 61916 | 25135 |
Largest Losing Trade | -80318 | -39050 | -80318 | -176508 | -33232 | -176508 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 3174 | 1572 | 1602 | 3174 | 1572 | 1602 |
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 | 342762 | 295505 | -216211 | -577007 | -105314 | -578169 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3202, "evaluation_days": 1601, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621123200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292940145, "expiration_time": 1763426592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 333859.1165915193, 250644.5263125234, 83214.5902789957, -24284.3634274142, 183518.2767387243, -207802.6401661386 ], [ 333.859117, 250.644526, 83.21459, -24.284363, 183.518277, -207.80264 ], [ 0.208532, 0.156555, 0.051977, -0.017374, 0.065112, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125904, -109402, -131890, -196132, -136254, -305651 ], [ 1.240962, 1.377435, 1.115343, 0.982307, 1.331067, 0.746036 ], [ 336, 168, 168, 336, 168, 168 ], [ 213, 103, 110, 213, 103, 110 ], [ 123, 65, 58, 123, 65, 58 ], [ 63.392857, 61.309524, 65.47619, 63.392857, 61.309524, 65.47619 ], [ 0.716612, 0.869255, 0.58809, 0.567248, 0.839994, 0.393365 ], [ 50529, 50529, 30162, 61916, 61916, 25135 ], [ -80318, -39050, -80318, -176508, -33232, -176508 ], [ 9, 9, 9, 9, 9, 9 ], [ 7, 6, 7, 7, 6, 7 ], [ 13, 13, 12, 13, 13, 12 ], [ 3174, 1572, 1602, 3174, 1572, 1602 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342762, 295505, -216211, -577007, -105314, -578169 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3202, "evaluation_days": 1601, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1621123200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292940145, "expiration_time": 1763426592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|