| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 658016.7814 | 567909.3773 | 90107.4042 | 123762.9002 | 782257.0646 | -658494.1644 |
| Total P&L (%) | 658.0168 | 567.9094 | 90.1074 | 123.7629 | 782.2571 | -658.4942 |
| Avg Daily Profit (%) | 0.4085 | 0.3525 | 0.0559 | 0.05 | 0.1352 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167089 | -138524 | -108173 | -1672036 | -982689 | -1071461 |
| Profit Factor | 1.9181 | 2.312 | 1.3174 | 1.0301 | 1.3534 | 0.6526 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 36.7347 | 28.5714 | 44.898 | 36.7347 | 28.5714 | 44.898 |
| Ratio Avg Win / Avg Loss | 3.3034 | 5.7799 | 1.6169 | 1.7741 | 3.3834 | 0.8009 |
| Largest Winning Trade | 407449 | 407449 | 71086 | 1389074 | 1389074 | 212732 |
| Largest Losing Trade | -51617 | -28763 | -51617 | -433969 | -325362 | -433969 |
| Avg Bars in Trades | 194 | 167 | 222 | 194 | 167 | 222 |
| Avg Bars in Winners | 334 | 344 | 328 | 334 | 344 | 328 |
| Avg Bars in Losers | 113 | 97 | 135 | 113 | 97 | 135 |
| Bars Traded | 19104 | 8220 | 10884 | 19104 | 8220 | 10884 |
| Profit Streak | 0 | 0 | 31.5725 | 0 | 0 | 31.5725 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308299 | -512 | -118274 | -317313 | -24798 | -582125 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19332,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622584800000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760197466963,
"expiration_time": 1765202054400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 72,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
658016.7814340832,
567909.3772684654,
90107.4041656178,
123762.9002397954,
782257.0646496952,
-658494.1644099
],
[
658.016781,
567.909377,
90.107404,
123.7629,
782.257065,
-658.494164
],
[
0.408452,
0.35252,
0.055933,
0.050007,
0.135244,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-167089,
-138524,
-108173,
-1672036,
-982689,
-1071461
],
[
1.918095,
2.311968,
1.317445,
1.030119,
1.353367,
0.652581
],
[
98,
49,
49,
98,
49,
49
],
[
36,
14,
22,
36,
14,
22
],
[
62,
35,
27,
62,
35,
27
],
[
36.734694,
28.571429,
44.897959,
36.734694,
28.571429,
44.897959
],
[
3.303386,
5.779921,
1.616865,
1.774094,
3.383418,
0.800895
],
[
407449,
407449,
71086,
1389074,
1389074,
212732
],
[
-51617,
-28763,
-51617,
-433969,
-325362,
-433969
],
[
194,
167,
222,
194,
167,
222
],
[
334,
344,
328,
334,
344,
328
],
[
113,
97,
135,
113,
97,
135
],
[
19104,
8220,
10884,
19104,
8220,
10884
],
[
0,
0,
31.572534,
0,
0,
31.572534
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308299,
-512,
-118274,
-317313,
-24798,
-582125
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19332,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622584800000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760197466963,
"expiration_time": 1765202054400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 72,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|