Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546098.8036 | 399109.9651 | 146988.8385 | 1202835.2332 | 889547.0937 | 313288.1395 |
Total P&L (%) | 546.0988 | 399.11 | 146.9888 | 1202.8352 | 889.5471 | 313.2881 |
Avg Daily Profit (%) | 0.3394 | 0.248 | 0.0913 | 0.1597 | 0.1425 | 0.0882 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121964 | -96068 | -74995 | -2723853 | -2416030 | -1087548 |
Profit Factor | 2.1387 | 2.6223 | 1.6293 | 1.1703 | 1.2278 | 1.0991 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 52.7778 | 54.2857 | 53.5211 | 52.7778 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.8573 | 2.3463 | 1.3721 | 1.0163 | 1.0985 | 0.9256 |
Largest Winning Trade | 113627 | 113627 | 62425 | 1141228 | 1141228 | 733634 |
Largest Losing Trade | -58122 | -33883 | -58122 | -1331320 | -1331320 | -522158 |
Avg Bars in Trades | 85 | 65 | 105 | 85 | 65 | 105 |
Avg Bars in Winners | 105 | 71 | 139 | 105 | 71 | 139 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 6054 | 2348 | 3706 | 6054 | 2348 | 3706 |
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 | -77246 | 482061 | -68499 | -116098 | -2345 | -187770 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6437, "evaluation_days": 1609.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623866400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760020307836, "expiration_time": 1764182376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 107, "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": [ [ 546098.8036045507, 399109.9650891002, 146988.838515451, 1202835.2332248425, 889547.0937102557, 313288.139514587 ], [ 546.098804, 399.109965, 146.988839, 1202.835233, 889.547094, 313.28814 ], [ 0.33935, 0.24801, 0.09134, 0.159651, 0.142533, 0.088215 ], [ 10, 10, 10, 10, 10, 10 ], [ -121964, -96068, -74995, -2723853, -2416030, -1087548 ], [ 2.138702, 2.622334, 1.629314, 1.170254, 1.227786, 1.099149 ], [ 71, 36, 35, 71, 36, 35 ], [ 38, 19, 19, 38, 19, 19 ], [ 33, 17, 16, 33, 17, 16 ], [ 53.521127, 52.777778, 54.285714, 53.521127, 52.777778, 54.285714 ], [ 1.857294, 2.346298, 1.372054, 1.016273, 1.098545, 0.9256 ], [ 113627, 113627, 62425, 1141228, 1141228, 733634 ], [ -58122, -33883, -58122, -1331320, -1331320, -522158 ], [ 85, 65, 105, 85, 65, 105 ], [ 105, 71, 139, 105, 71, 139 ], [ 61, 58, 65, 61, 58, 65 ], [ 6054, 2348, 3706, 6054, 2348, 3706 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77246, 482061, -68499, -116098, -2345, -187770 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6437, "evaluation_days": 1609.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623866400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760020307836, "expiration_time": 1764182376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 107, "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) |
---|