Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856560.3242 | 663182.7 | 193377.6243 | 2928171.2775 | 5163704.5845 | -2235533.307 |
Total P&L (%) | 856.5603 | 663.1827 | 193.3776 | 2928.1713 | 5163.7046 | -2235.5333 |
Avg Daily Profit (%) | 0.5374 | 0.416 | 0.1213 | 0.2142 | 0.249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148149 | -119616 | -75976 | -8424316 | -5358999 | -4687819 |
Profit Factor | 2.7827 | 3.2696 | 2.0271 | 1.1911 | 1.6289 | 0.6856 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 42.3077 | 33.3333 | 51.2821 | 42.3077 | 33.3333 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.7946 | 6.5391 | 1.9257 | 1.6243 | 3.2577 | 0.6513 |
Largest Winning Trade | 370253 | 370253 | 70615 | 7590994 | 7590994 | 1082485 |
Largest Losing Trade | -24210 | -23966 | -24210 | -2022555 | -2022555 | -1970917 |
Avg Bars in Trades | 242 | 220 | 263 | 242 | 220 | 263 |
Avg Bars in Winners | 367 | 404 | 343 | 367 | 404 | 343 |
Avg Bars in Losers | 149 | 127 | 180 | 149 | 127 | 180 |
Bars Traded | 18879 | 8584 | 10294 | 18879 | 8584 | 10294 |
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 | -25537 | 348252 | -27012 | -42791 | 182855 | -580591 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622635200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758813126884, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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": [ [ 856560.3242457747, 663182.6999843413, 193377.6242614335, 2928171.2774792593, 5163704.584481325, -2235533.307002066 ], [ 856.560324, 663.1827, 193.377624, 2928.171277, 5163.704584, -2235.533307 ], [ 0.537365, 0.416049, 0.121316, 0.21419, 0.248956, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148149, -119616, -75976, -8424316, -5358999, -4687819 ], [ 2.782685, 3.269558, 2.027068, 1.191122, 1.628875, 0.685577 ], [ 78, 39, 39, 78, 39, 39 ], [ 33, 13, 20, 33, 13, 20 ], [ 45, 26, 19, 45, 26, 19 ], [ 42.307692, 33.333333, 51.282051, 42.307692, 33.333333, 51.282051 ], [ 3.79457, 6.539117, 1.925715, 1.624257, 3.257749, 0.651298 ], [ 370253, 370253, 70615, 7590994, 7590994, 1082485 ], [ -24210, -23966, -24210, -2022555, -2022555, -1970917 ], [ 242, 220, 263, 242, 220, 263 ], [ 367, 404, 343, 367, 404, 343 ], [ 149, 127, 180, 149, 127, 180 ], [ 18879, 8584, 10294, 18879, 8584, 10294 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25537, 348252, -27012, -42791, 182855, -580591 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622635200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758813126884, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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) |
---|