Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375274.817 | 309796.9657 | 65477.8513 | 103059.2646 | 516940.8781 | -413881.6135 |
Total P&L (%) | 375.2748 | 309.797 | 65.4779 | 103.0593 | 516.9409 | -413.8816 |
Avg Daily Profit (%) | 0.2352 | 0.1941 | 0.041 | 0.0444 | 0.1141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103008 | -110705 | -97832 | -731162 | -488441 | -734892 |
Profit Factor | 1.7933 | 2.2688 | 1.2861 | 1.0476 | 1.5561 | 0.6647 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50.7463 | 41.1765 | 60.6061 | 50.7463 | 41.1765 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.7405 | 3.2412 | 0.8359 | 1.0168 | 2.2229 | 0.4321 |
Largest Winning Trade | 279249 | 279249 | 57926 | 443556 | 443556 | 178127 |
Largest Losing Trade | -39214 | -24125 | -39214 | -242486 | -114741 | -242486 |
Avg Bars in Trades | 67 | 50 | 84 | 67 | 50 | 84 |
Avg Bars in Winners | 90 | 62 | 110 | 90 | 62 | 110 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 4520 | 1717 | 2803 | 4520 | 1717 | 2803 |
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 | -109579 | 303892 | -138712 | -422652 | -40946 | -579427 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627833600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758832597473, "expiration_time": 1762951968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 239, "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": [ [ 375274.8169747486, 309796.9657083746, 65477.851266374, 103059.2646449413, 516940.8781025265, -413881.6134575852 ], [ 375.274817, 309.796966, 65.477851, 103.059265, 516.940878, -413.881613 ], [ 0.235183, 0.194149, 0.041035, 0.0444, 0.114099, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -103008, -110705, -97832, -731162, -488441, -734892 ], [ 1.793292, 2.268821, 1.286056, 1.047622, 1.556052, 0.664722 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 14, 20, 34, 14, 20 ], [ 33, 20, 13, 33, 20, 13 ], [ 50.746269, 41.176471, 60.606061, 50.746269, 41.176471, 60.606061 ], [ 1.740548, 3.241173, 0.835936, 1.01681, 2.222932, 0.432069 ], [ 279249, 279249, 57926, 443556, 443556, 178127 ], [ -39214, -24125, -39214, -242486, -114741, -242486 ], [ 67, 50, 84, 67, 50, 84 ], [ 90, 62, 110, 90, 62, 110 ], [ 43, 42, 45, 43, 42, 45 ], [ 4520, 1717, 2803, 4520, 1717, 2803 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -109579, 303892, -138712, -422652, -40946, -579427 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627833600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758832597473, "expiration_time": 1762951968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 239, "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) |
---|