Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415121.7578 | 339066.3076 | 76055.4503 | 184838.1886 | 745890.7239 | -561052.5353 |
Total P&L (%) | 415.1218 | 339.0663 | 76.0555 | 184.8382 | 745.8907 | -561.0525 |
Avg Daily Profit (%) | 0.2584 | 0.211 | 0.0473 | 0.0652 | 0.133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148133 | -81973 | -148088 | -964462 | -425750 | -1064439 |
Profit Factor | 1.8522 | 2.5487 | 1.2836 | 1.0764 | 1.8434 | 0.6348 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3709 | 3.6106 | 1.4811 | 1.3777 | 2.6115 | 0.7325 |
Largest Winning Trade | 148945 | 148945 | 63294 | 474901 | 474901 | 206066 |
Largest Losing Trade | -61318 | -39903 | -61318 | -466685 | -254323 | -466685 |
Avg Bars in Trades | 106 | 80 | 133 | 106 | 80 | 133 |
Avg Bars in Winners | 151 | 110 | 189 | 151 | 110 | 189 |
Avg Bars in Losers | 70 | 59 | 84 | 70 | 59 | 84 |
Bars Traded | 6058 | 2333 | 3725 | 6058 | 2333 | 3725 |
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 | -170252 | 330005 | -152153 | -424337 | -14993 | -603222 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6427, "evaluation_days": 1606.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624039200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759815066058, "expiration_time": 1763959896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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": [ [ 415121.7578419335, 339066.3075731376, 76055.450268796, 184838.1885892862, 745890.7238806479, -561052.5352913612 ], [ 415.121758, 339.066308, 76.05545, 184.838189, 745.890724, -561.052535 ], [ 0.258361, 0.211026, 0.047335, 0.065168, 0.132979, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148133, -81973, -148088, -964462, -425750, -1064439 ], [ 1.852242, 2.548687, 1.283624, 1.076357, 1.843376, 0.634802 ], [ 57, 29, 28, 57, 29, 28 ], [ 25, 12, 13, 25, 12, 13 ], [ 32, 17, 15, 32, 17, 15 ], [ 43.859649, 41.37931, 46.428571, 43.859649, 41.37931, 46.428571 ], [ 2.370869, 3.61064, 1.481104, 1.377737, 2.61145, 0.732464 ], [ 148945, 148945, 63294, 474901, 474901, 206066 ], [ -61318, -39903, -61318, -466685, -254323, -466685 ], [ 106, 80, 133, 106, 80, 133 ], [ 151, 110, 189, 151, 110, 189 ], [ 70, 59, 84, 70, 59, 84 ], [ 6058, 2333, 3725, 6058, 2333, 3725 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170252, 330005, -152153, -424337, -14993, -603222 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6427, "evaluation_days": 1606.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624039200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759815066058, "expiration_time": 1763959896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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) |
---|