Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311963.1819 | 314377.9083 | -2414.7263 | -38391.9003 | 274745.3939 | -313137.2942 |
Total P&L (%) | 311.9632 | 314.3779 | -2.4147 | -38.3919 | 274.7454 | -313.1373 |
Avg Daily Profit (%) | 0.1951 | 0.1967 | -0.0015 | -0.0303 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137787 | -123538 | -92492 | -324401 | -208322 | -308030 |
Profit Factor | 1.4453 | 1.9001 | 0.9931 | 0.9684 | 1.5482 | 0.561 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.5413 | 45.4545 | 53.7037 | 49.5413 | 45.4545 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.472 | 2.2801 | 0.8561 | 0.9863 | 1.8578 | 0.4836 |
Largest Winning Trade | 265793 | 265793 | 61592 | 249525 | 249525 | 50816 |
Largest Losing Trade | -46379 | -35735 | -46379 | -159268 | -77901 | -159268 |
Avg Bars in Trades | 41 | 32 | 51 | 41 | 32 | 51 |
Avg Bars in Winners | 54 | 34 | 72 | 54 | 34 | 72 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 4533 | 1776 | 2757 | 4533 | 1776 | 2757 |
Profit Streak | 0 | 0 | 18.4731 | 0 | 0 | 18.4731 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311853 | -170623 | -759790 | -580666 | -261690 | -759790 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627948800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759087275040, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 311963.1819217423, 314377.908270735, -2414.7263489926, -38391.9003211425, 274745.3938751272, -313137.2941962697 ], [ 311.963182, 314.377908, -2.414726, -38.3919, 274.745394, -313.137294 ], [ 0.195139, 0.19665, -0.00151, -0.030294, 0.08267, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137787, -123538, -92492, -324401, -208322, -308030 ], [ 1.445281, 1.900057, 0.993127, 0.968389, 1.548203, 0.56103 ], [ 109, 55, 54, 109, 55, 54 ], [ 54, 25, 29, 54, 25, 29 ], [ 55, 30, 25, 55, 30, 25 ], [ 49.541284, 45.454545, 53.703704, 49.541284, 45.454545, 53.703704 ], [ 1.472046, 2.280069, 0.856144, 0.986322, 1.857844, 0.483647 ], [ 265793, 265793, 61592, 249525, 249525, 50816 ], [ -46379, -35735, -46379, -159268, -77901, -159268 ], [ 41, 32, 51, 41, 32, 51 ], [ 54, 34, 72, 54, 34, 72 ], [ 28, 30, 25, 28, 30, 25 ], [ 4533, 1776, 2757, 4533, 1776, 2757 ], [ 0, 0, 18.473091, 0, 0, 18.473091 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311853, -170623, -759790, -580666, -261690, -759790 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627948800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759087275040, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|