Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941349.8244 | 771093.6536 | 170256.1708 | 1510195.096 | 627303.3581 | 882891.7379 |
Total P&L (%) | 941.3498 | 771.0937 | 170.2562 | 1510.1951 | 627.3034 | 882.8917 |
Avg Daily Profit (%) | 0.5886 | 0.4822 | 0.1065 | 0.1739 | 0.1242 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99868 | -79185 | -62620 | -717104 | -877007 | -622050 |
Profit Factor | 2.468 | 3.0126 | 1.6596 | 1.3735 | 1.2534 | 1.5632 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 42.5743 | 31.3725 | 54 | 42.5743 | 31.3725 | 54 |
Ratio Avg Win / Avg Loss | 3.329 | 6.5901 | 1.4138 | 1.8527 | 2.7418 | 1.3316 |
Largest Winning Trade | 508830 | 508830 | 68241 | 833661 | 833661 | 321188 |
Largest Losing Trade | -39984 | -27042 | -39984 | -258001 | -247155 | -258001 |
Avg Bars in Trades | 186 | 164 | 208 | 186 | 164 | 208 |
Avg Bars in Winners | 309 | 317 | 304 | 309 | 317 | 304 |
Avg Bars in Losers | 95 | 94 | 95 | 95 | 94 | 95 |
Bars Traded | 18834 | 8395 | 10439 | 18834 | 8395 | 10439 |
Profit Streak | 0 | 0 | 51.2139 | 0 | 0 | 51.2139 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483985 | -171373 | -227793 | 246249 | -213520 | -178991 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19190, "evaluation_days": 1599.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622498400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759172876919, "expiration_time": 1764142848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "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": [ [ 941349.8244330791, 771093.653645468, 170256.1707876113, 1510195.0959953142, 627303.3580680921, 882891.737927222 ], [ 941.349824, 771.093654, 170.256171, 1510.195096, 627.303358, 882.891738 ], [ 0.588649, 0.482184, 0.106465, 0.173925, 0.124152, 0.143009 ], [ 10, 10, 10, 10, 10, 10 ], [ -99868, -79185, -62620, -717104, -877007, -622050 ], [ 2.468018, 3.012608, 1.659634, 1.373524, 1.253407, 1.563206 ], [ 101, 51, 50, 101, 51, 50 ], [ 43, 16, 27, 43, 16, 27 ], [ 58, 35, 23, 58, 35, 23 ], [ 42.574257, 31.372549, 54, 42.574257, 31.372549, 54 ], [ 3.328955, 6.590079, 1.413763, 1.852661, 2.741827, 1.33162 ], [ 508830, 508830, 68241, 833661, 833661, 321188 ], [ -39984, -27042, -39984, -258001, -247155, -258001 ], [ 186, 164, 208, 186, 164, 208 ], [ 309, 317, 304, 309, 317, 304 ], [ 95, 94, 95, 95, 94, 95 ], [ 18834, 8395, 10439, 18834, 8395, 10439 ], [ 0, 0, 51.213853, 0, 0, 51.213853 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483985, -171373, -227793, 246249, -213520, -178991 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19190, "evaluation_days": 1599.17, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622498400000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759172876919, "expiration_time": 1764142848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "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) |
---|