Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509876.0147 | 502107.2313 | 7768.7834 | -6111.8178 | 86257.3052 | -92369.123 |
Total P&L (%) | 509.876 | 502.1072 | 7.7688 | -6.1118 | 86.2573 | -92.3691 |
Avg Daily Profit (%) | 0.3189 | 0.3141 | 0.0049 | -0.0039 | 0.0389 | -0.1608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164199 | -133680 | -63210 | -597543 | -538576 | -161472 |
Profit Factor | 1.9273 | 2.6333 | 1.032 | 0.9963 | 1.0934 | 0.8702 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 41.9355 | 35.4839 | 48.3871 | 41.9355 | 35.4839 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.6686 | 4.7878 | 1.1008 | 1.3794 | 1.9881 | 0.9283 |
Largest Winning Trade | 322754 | 322754 | 67194 | 441019 | 441019 | 139066 |
Largest Losing Trade | -53038 | -37813 | -53038 | -224222 | -135513 | -224222 |
Avg Bars in Trades | 72 | 87 | 58 | 72 | 87 | 58 |
Avg Bars in Winners | 89 | 111 | 73 | 89 | 111 | 73 |
Avg Bars in Losers | 60 | 74 | 43 | 60 | 74 | 43 |
Bars Traded | 4517 | 2718 | 1799 | 4517 | 2718 | 1799 |
Profit Streak | 35.3756 | 0 | 76.7089 | 35.3756 | 0 | 76.7089 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148656 | 300601 | -537085 | -740482 | -263235 | -580480 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1625529600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759078851683, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "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": [ [ 509876.0146845939, 502107.2312678077, 7768.7834167862, -6111.8177908899, 86257.3051732335, -92369.1229641235 ], [ 509.876015, 502.107231, 7.768783, -6.111818, 86.257305, -92.369123 ], [ 0.318938, 0.314078, 0.00486, -0.003945, 0.038912, -0.160815 ], [ 10, 10, 10, 10, 10, 10 ], [ -164199, -133680, -63210, -597543, -538576, -161472 ], [ 1.927287, 2.633301, 1.032044, 0.996262, 1.093445, 0.870248 ], [ 62, 31, 31, 62, 31, 31 ], [ 26, 11, 15, 26, 11, 15 ], [ 36, 20, 16, 36, 20, 16 ], [ 41.935484, 35.483871, 48.387097, 41.935484, 35.483871, 48.387097 ], [ 2.668551, 4.78782, 1.100847, 1.379439, 1.988082, 0.928264 ], [ 322754, 322754, 67194, 441019, 441019, 139066 ], [ -53038, -37813, -53038, -224222, -135513, -224222 ], [ 72, 87, 58, 72, 87, 58 ], [ 89, 111, 73, 89, 111, 73 ], [ 60, 74, 43, 60, 74, 43 ], [ 4517, 2718, 1799, 4517, 2718, 1799 ], [ 35.375598, 0, 76.708931, 35.375598, 0, 76.708931 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148656, 300601, -537085, -740482, -263235, -580480 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1625529600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759078851683, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 150, "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) |
---|