Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889394.3027 | 686555.5755 | 202838.7272 | 5100609.4885 | 3312985.2844 | 1787624.2041 |
Total P&L (%) | 889.3943 | 686.5556 | 202.8387 | 5100.6095 | 3312.9853 | 1787.6242 |
Avg Daily Profit (%) | 0.5531 | 0.427 | 0.1261 | 0.246 | 0.2198 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80875 | -68885 | -64729 | -2793604 | -2191311 | -1791950 |
Profit Factor | 3.0799 | 3.5887 | 2.2491 | 1.5444 | 1.6035 | 1.4609 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 39.4737 | 31.5789 | 47.3684 | 39.4737 | 31.5789 | 47.3684 |
Ratio Avg Win / Avg Loss | 4.7226 | 7.7755 | 2.499 | 2.3682 | 3.4743 | 1.6232 |
Largest Winning Trade | 360107 | 360107 | 70986 | 3410240 | 3410240 | 1142540 |
Largest Losing Trade | -26251 | -18563 | -26251 | -859273 | -612680 | -859273 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 3064 | 1334 | 1729 | 3064 | 1334 | 1729 |
Profit Streak | 17.3037 | 0 | 29.8037 | 17.3037 | 0 | 29.8037 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40362 | 345126 | -20804 | -46182 | 147280 | 345565 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3216, "evaluation_days": 1608, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623888000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759907843388, "expiration_time": 1764049536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.11596 } } }
{ "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": [ [ 889394.3026580237, 686555.5754590175, 202838.7271990061, 5100609.488502007, 3312985.284448217, 1787624.2040537908 ], [ 889.394303, 686.555575, 202.838727, 5100.609489, 3312.985284, 1787.624204 ], [ 0.553106, 0.426962, 0.126143, 0.246034, 0.219779, 0.182872 ], [ 10, 10, 10, 10, 10, 10 ], [ -80875, -68885, -64729, -2793604, -2191311, -1791950 ], [ 3.079943, 3.588675, 2.249083, 1.544448, 1.603518, 1.460853 ], [ 76, 38, 38, 76, 38, 38 ], [ 30, 12, 18, 30, 12, 18 ], [ 46, 26, 20, 46, 26, 20 ], [ 39.473684, 31.578947, 47.368421, 39.473684, 31.578947, 47.368421 ], [ 4.722579, 7.775462, 2.498981, 2.368154, 3.474289, 1.62317 ], [ 360107, 360107, 70986, 3410240, 3410240, 1142540 ], [ -26251, -18563, -26251, -859273, -612680, -859273 ], [ 40, 35, 45, 40, 35, 45 ], [ 69, 72, 67, 69, 72, 67 ], [ 21, 17, 25, 21, 17, 25 ], [ 3064, 1334, 1729, 3064, 1334, 1729 ], [ 17.303743, 0, 29.803743, 17.303743, 0, 29.803743 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40362, 345126, -20804, -46182, 147280, 345565 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3216, "evaluation_days": 1608, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623888000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759907843388, "expiration_time": 1764049536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.11596 } } }
# | 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) |
---|