Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391107.8837 | 329607.4682 | 61500.4155 | 92631.7447 | 250737.4639 | -158105.7192 |
Total P&L (%) | 391.1079 | 329.6075 | 61.5004 | 92.6317 | 250.7375 | -158.1057 |
Avg Daily Profit (%) | 0.245 | 0.2064 | 0.0385 | 0.0411 | 0.0786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86145 | -99673 | -94803 | -362715 | -372635 | -329904 |
Profit Factor | 1.8203 | 2.417 | 1.2519 | 1.0597 | 1.3535 | 0.8121 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9857 | 3.2226 | 1.1128 | 1.1561 | 1.8046 | 0.7218 |
Largest Winning Trade | 264202 | 264202 | 61459 | 264202 | 264202 | 152126 |
Largest Losing Trade | -60524 | -30868 | -60524 | -195279 | -148063 | -195279 |
Avg Bars in Trades | 65 | 48 | 83 | 65 | 48 | 83 |
Avg Bars in Winners | 92 | 65 | 115 | 92 | 65 | 115 |
Avg Bars in Losers | 40 | 36 | 46 | 40 | 36 | 46 |
Bars Traded | 4524 | 1701 | 2823 | 4524 | 1701 | 2823 |
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 | -95664 | 341765 | -141861 | -399986 | -89240 | -580413 |
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1626796800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933458140, "expiration_time": 1763040960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 203, "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": [ [ 391107.8836766534, 329607.4681928128, 61500.4154838408, 92631.744699532, 250737.4639160676, -158105.7192165354 ], [ 391.107884, 329.607468, 61.500415, 92.631745, 250.737464, -158.105719 ], [ 0.244952, 0.206434, 0.038518, 0.04107, 0.078624, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -86145, -99673, -94803, -362715, -372635, -329904 ], [ 1.820267, 2.416953, 1.251856, 1.059736, 1.353468, 0.812072 ], [ 69, 35, 34, 69, 35, 34 ], [ 33, 15, 18, 33, 15, 18 ], [ 36, 20, 16, 36, 20, 16 ], [ 47.826087, 42.857143, 52.941176, 47.826087, 42.857143, 52.941176 ], [ 1.985746, 3.222605, 1.112761, 1.156076, 1.804624, 0.721842 ], [ 264202, 264202, 61459, 264202, 264202, 152126 ], [ -60524, -30868, -60524, -195279, -148063, -195279 ], [ 65, 48, 83, 65, 48, 83 ], [ 92, 65, 115, 92, 65, 115 ], [ 40, 36, 46, 40, 36, 46 ], [ 4524, 1701, 2823, 4524, 1701, 2823 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -95664, 341765, -141861, -399986, -89240, -580413 ] ] }
{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1626796800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933458140, "expiration_time": 1763040960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 203, "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) |
---|