Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645969.0287 | 643533.0937 | 2435.935 | -38348.6997 | 240520.4714 | -278869.1711 |
Total P&L (%) | 645.969 | 643.5331 | 2.4359 | -38.3487 | 240.5205 | -278.8692 |
Avg Daily Profit (%) | 0.4028 | 0.4013 | 0.0015 | -0.0302 | 0.0764 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188243 | -132223 | -131576 | -508989 | -302047 | -385136 |
Profit Factor | 1.7045 | 2.2798 | 1.0059 | 0.975 | 1.343 | 0.6643 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
Profitability (%) | 45.1128 | 35.8209 | 54.5455 | 45.1128 | 35.8209 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0738 | 4.0847 | 0.8382 | 1.1862 | 2.4063 | 0.5536 |
Largest Winning Trade | 526116 | 526116 | 36831 | 326385 | 326385 | 96776 |
Largest Losing Trade | -51982 | -41045 | -51982 | -281330 | -99716 | -281330 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 29 | 34 | 26 | 29 | 34 | 26 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3076 | 1646 | 1430 | 3076 | 1646 | 1430 |
Profit Streak | 44.0977 | 44.0977 | 114.0977 | 44.0977 | 44.0977 | 114.0977 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457863 | -107541 | -694242 | -579394 | -211063 | -702738 |
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3207, "evaluation_days": 1603.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623931200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501243844, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "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": [ [ 645969.028662922, 643533.0936935621, 2435.9349693597, -38348.6997457978, 240520.4713917283, -278869.171137526 ], [ 645.969029, 643.533094, 2.435935, -38.3487, 240.520471, -278.869171 ], [ 0.402849, 0.40133, 0.001519, -0.030159, 0.076444, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -188243, -132223, -131576, -508989, -302047, -385136 ], [ 1.704494, 2.279827, 1.005883, 0.974967, 1.343033, 0.664315 ], [ 133, 67, 66, 133, 67, 66 ], [ 60, 24, 36, 60, 24, 36 ], [ 73, 43, 30, 73, 43, 30 ], [ 45.112782, 35.820896, 54.545455, 45.112782, 35.820896, 54.545455 ], [ 2.073801, 4.084689, 0.838235, 1.186209, 2.406268, 0.553596 ], [ 526116, 526116, 36831, 326385, 326385, 96776 ], [ -51982, -41045, -51982, -281330, -99716, -281330 ], [ 23, 24, 21, 23, 24, 21 ], [ 29, 34, 26, 29, 34, 26 ], [ 17, 19, 15, 17, 19, 15 ], [ 3076, 1646, 1430, 3076, 1646, 1430 ], [ 44.09773, 44.09773, 114.09773, 44.09773, 44.09773, 114.09773 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457863, -107541, -694242, -579394, -211063, -702738 ] ] }
{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3207, "evaluation_days": 1603.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623931200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501243844, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "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) |
---|