Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651382.0394 | 489180.5242 | 162201.5152 | 1791004.0902 | 636014.7145 | 1154989.3757 |
Total P&L (%) | 651.382 | 489.1805 | 162.2015 | 1791.0041 | 636.0147 | 1154.9894 |
Avg Daily Profit (%) | 0.4046 | 0.3038 | 0.1007 | 0.1828 | 0.1241 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88686 | -77761 | -68173 | -1145208 | -1024881 | -381436 |
Profit Factor | 2.5044 | 2.9527 | 1.8889 | 1.5019 | 1.2553 | 2.0721 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 2.2132 | 3.1003 | 1.3961 | 1.3273 | 1.3181 | 1.5315 |
Largest Winning Trade | 274551 | 274551 | 63954 | 814636 | 717367 | 814636 |
Largest Losing Trade | -30775 | -27150 | -30775 | -511832 | -511832 | -159117 |
Avg Bars in Trades | 74 | 60 | 89 | 74 | 60 | 89 |
Avg Bars in Winners | 101 | 85 | 115 | 101 | 85 | 115 |
Avg Bars in Losers | 44 | 36 | 54 | 44 | 36 | 54 |
Bars Traded | 6056 | 2461 | 3595 | 6056 | 2461 | 3595 |
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 | -1317 | 493519 | -55003 | -6669 | -27607 | 454034 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6440, "evaluation_days": 1610, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1626091200000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760083422480, "expiration_time": 1764249120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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": [ [ 651382.0393741931, 489180.5242162712, 162201.5151579216, 1791004.0902229794, 636014.7145016665, 1154989.3757213133 ], [ 651.382039, 489.180524, 162.201515, 1791.00409, 636.014715, 1154.989376 ], [ 0.404585, 0.303839, 0.100746, 0.182756, 0.124057, 0.157248 ], [ 10, 10, 10, 10, 10, 10 ], [ -88686, -77761, -68173, -1145208, -1024881, -381436 ], [ 2.504393, 2.952712, 1.888906, 1.501934, 1.255337, 2.072094 ], [ 81, 41, 40, 81, 41, 40 ], [ 43, 20, 23, 43, 20, 23 ], [ 38, 21, 17, 38, 21, 17 ], [ 53.08642, 48.780488, 57.5, 53.08642, 48.780488, 57.5 ], [ 2.213185, 3.100348, 1.396148, 1.327291, 1.318104, 1.531547 ], [ 274551, 274551, 63954, 814636, 717367, 814636 ], [ -30775, -27150, -30775, -511832, -511832, -159117 ], [ 74, 60, 89, 74, 60, 89 ], [ 101, 85, 115, 101, 85, 115 ], [ 44, 36, 54, 44, 36, 54 ], [ 6056, 2461, 3595, 6056, 2461, 3595 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -1317, 493519, -55003, -6669, -27607, 454034 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6440, "evaluation_days": 1610, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1626091200000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760083422480, "expiration_time": 1764249120000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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) |
---|