Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319234.6859 | 276287.8192 | 42946.8668 | 10011.1053 | 304468.7211 | -294457.6158 |
Total P&L (%) | 319.2347 | 276.2878 | 42.9469 | 10.0111 | 304.4687 | -294.4576 |
Avg Daily Profit (%) | 0.1997 | 0.1728 | 0.0269 | 0.006 | 0.0874 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145333 | -89981 | -140749 | -350499 | -154294 | -397176 |
Profit Factor | 1.43 | 1.7819 | 1.1104 | 1.0071 | 1.5288 | 0.6499 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 48.7395 | 40 | 57.6271 | 48.7395 | 40 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.504 | 2.6728 | 0.8165 | 1.0592 | 2.2931 | 0.4778 |
Largest Winning Trade | 177878 | 177878 | 73064 | 168008 | 168008 | 50791 |
Largest Losing Trade | -53338 | -23884 | -53338 | -217714 | -50772 | -217714 |
Avg Bars in Trades | 39 | 27 | 52 | 39 | 27 | 52 |
Avg Bars in Winners | 52 | 38 | 62 | 52 | 38 | 62 |
Avg Bars in Losers | 27 | 19 | 38 | 27 | 19 | 38 |
Bars Traded | 4693 | 1625 | 3068 | 4693 | 1625 | 3068 |
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 | 339604 | -162301 | -435403 | -563210 | -246683 | -756469 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623312000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082995229, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 82, "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": [ [ 319234.68593367, 276287.8191650143, 42946.8667686557, 10011.1052974738, 304468.7210566888, -294457.615759215 ], [ 319.234686, 276.287819, 42.946867, 10.011105, 304.468721, -294.457616 ], [ 0.199688, 0.172824, 0.026864, 0.005968, 0.087449, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -145333, -89981, -140749, -350499, -154294, -397176 ], [ 1.429996, 1.781869, 1.110391, 1.007066, 1.528764, 0.649855 ], [ 119, 60, 59, 119, 60, 59 ], [ 58, 24, 34, 58, 24, 34 ], [ 61, 36, 25, 61, 36, 25 ], [ 48.739496, 40, 57.627119, 48.739496, 40, 57.627119 ], [ 1.503961, 2.672804, 0.816464, 1.059156, 2.293146, 0.477834 ], [ 177878, 177878, 73064, 168008, 168008, 50791 ], [ -53338, -23884, -53338, -217714, -50772, -217714 ], [ 39, 27, 52, 39, 27, 52 ], [ 52, 38, 62, 52, 38, 62 ], [ 27, 19, 38, 27, 19, 38 ], [ 4693, 1625, 3068, 4693, 1625, 3068 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339604, -162301, -435403, -563210, -246683, -756469 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4796, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1623312000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082995229, "expiration_time": 1763218944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 82, "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) |
---|