Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456371.6409 | 446782.9265 | 9588.7144 | -46143.1468 | 381570.1642 | -427713.311 |
Total P&L (%) | 456.3716 | 446.7829 | 9.5887 | -46.1431 | 381.5702 | -427.7133 |
Avg Daily Profit (%) | 0.2843 | 0.2783 | 0.006 | -0.0385 | 0.098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186403 | -157170 | -114889 | -585792 | -367198 | -487325 |
Profit Factor | 1.4983 | 1.9601 | 1.0213 | 0.982 | 1.3354 | 0.6992 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 44.375 | 40 | 48.75 | 44.375 | 40 | 48.75 |
Ratio Avg Win / Avg Loss | 1.8781 | 2.9402 | 1.0737 | 1.2309 | 2.003 | 0.735 |
Largest Winning Trade | 344203 | 344203 | 61780 | 463322 | 463322 | 140133 |
Largest Losing Trade | -41314 | -33358 | -41314 | -220226 | -103398 | -220226 |
Avg Bars in Trades | 39 | 29 | 48 | 39 | 29 | 48 |
Avg Bars in Winners | 55 | 44 | 63 | 55 | 44 | 63 |
Avg Bars in Losers | 26 | 20 | 32 | 26 | 20 | 32 |
Bars Traded | 6244 | 2398 | 3846 | 6244 | 2398 | 3846 |
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 | 338351 | -11055 | -567682 | -580460 | -83859 | -600722 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6422, "evaluation_days": 1605.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623607200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759703455440, "expiration_time": 1763848656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 456371.6408970173, 446782.9265450507, 9588.7143519666, -46143.1467583593, 381570.1642197907, -427713.3109781501 ], [ 456.371641, 446.782927, 9.588714, -46.143147, 381.570164, -427.713311 ], [ 0.284255, 0.278283, 0.005972, -0.038538, 0.097954, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186403, -157170, -114889, -585792, -367198, -487325 ], [ 1.498278, 1.960131, 1.021282, 0.981973, 1.335358, 0.699192 ], [ 160, 80, 80, 160, 80, 80 ], [ 71, 32, 39, 71, 32, 39 ], [ 89, 48, 41, 89, 48, 41 ], [ 44.375, 40, 48.75, 44.375, 40, 48.75 ], [ 1.878123, 2.940197, 1.073655, 1.230924, 2.003037, 0.735048 ], [ 344203, 344203, 61780, 463322, 463322, 140133 ], [ -41314, -33358, -41314, -220226, -103398, -220226 ], [ 39, 29, 48, 39, 29, 48 ], [ 55, 44, 63, 55, 44, 63 ], [ 26, 20, 32, 26, 20, 32 ], [ 6244, 2398, 3846, 6244, 2398, 3846 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338351, -11055, -567682, -580460, -83859, -600722 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6422, "evaluation_days": 1605.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623607200000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759703455440, "expiration_time": 1763848656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|