Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580497.8943 | 524253.7127 | 56244.1816 | 11262.4342 | 912657.0839 | -901394.6497 |
Total P&L (%) | 580.4979 | 524.2537 | 56.2442 | 11.2624 | 912.6571 | -901.3947 |
Avg Daily Profit (%) | 0.3612 | 0.3262 | 0.035 | 0.0066 | 0.1441 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206579 | -146033 | -130839 | -1527060 | -778425 | -1217378 |
Profit Factor | 1.477 | 1.9443 | 1.085 | 1.002 | 1.4097 | 0.7416 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 139 | 59 | 80 | 139 | 59 | 80 |
Losing Trades | 143 | 82 | 61 | 143 | 82 | 61 |
Profitability (%) | 49.2908 | 41.844 | 56.7376 | 49.2908 | 41.844 | 56.7376 |
Ratio Avg Win / Avg Loss | 1.5195 | 2.7022 | 0.8273 | 1.0308 | 1.9592 | 0.5655 |
Largest Winning Trade | 302741 | 302741 | 57549 | 1104144 | 1104144 | 168755 |
Largest Losing Trade | -60827 | -23720 | -60827 | -506251 | -222766 | -506251 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 26 | 22 | 29 | 26 | 22 | 29 |
Avg Bars in Losers | 18 | 12 | 26 | 18 | 12 | 26 |
Bars Traded | 6335 | 2377 | 3957 | 6335 | 2377 | 3957 |
Profit Streak | 16.7634 | 0 | 28.2634 | 16.7634 | 0 | 28.2634 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494679 | 350433 | -273803 | -526765 | -1400 | -578798 |
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6429, "evaluation_days": 1607.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622462400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861159100, "expiration_time": 1764004392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 69, "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": [ [ 580497.8942939972, 524253.7126927675, 56244.1816012297, 11262.4341650186, 912657.083908481, -901394.6497434631 ], [ 580.497894, 524.253713, 56.244182, 11.262434, 912.657084, -901.39465 ], [ 0.361175, 0.326181, 0.034994, 0.00664, 0.144149, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -206579, -146033, -130839, -1527060, -778425, -1217378 ], [ 1.476962, 1.94425, 1.084978, 1.00197, 1.409664, 0.741583 ], [ 282, 141, 141, 282, 141, 141 ], [ 139, 59, 80, 139, 59, 80 ], [ 143, 82, 61, 143, 82, 61 ], [ 49.29078, 41.843972, 56.737589, 49.29078, 41.843972, 56.737589 ], [ 1.519464, 2.702178, 0.827296, 1.030804, 1.959194, 0.565457 ], [ 302741, 302741, 57549, 1104144, 1104144, 168755 ], [ -60827, -23720, -60827, -506251, -222766, -506251 ], [ 22, 16, 28, 22, 16, 28 ], [ 26, 22, 29, 26, 22, 29 ], [ 18, 12, 26, 18, 12, 26 ], [ 6335, 2377, 3957, 6335, 2377, 3957 ], [ 16.763415, 0, 28.263415, 16.763415, 0, 28.263415 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494679, 350433, -273803, -526765, -1400, -578798 ] ] }
{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6429, "evaluation_days": 1607.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622462400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861159100, "expiration_time": 1764004392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 69, "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) |
---|