| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312805.2067 | 320863.0753 | -8057.8686 | -30486.9176 | -112388.699 | 81901.7813 |
| Total P&L (%) | 312.8052 | 320.8631 | -8.0579 | -30.4869 | -112.3887 | 81.9018 |
| Avg Daily Profit (%) | 0.1962 | 0.2013 | -0.0051 | -0.0228 | 0 | 0.0375 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145201 | -140491 | -70538 | -606409 | -686377 | -147429 |
| Profit Factor | 1.334 | 1.4623 | 0.9668 | 0.9877 | 0.9439 | 1.1717 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
| Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
| Profitability (%) | 56.7442 | 53.271 | 60.1852 | 56.7442 | 53.271 | 60.1852 |
| Ratio Avg Win / Avg Loss | 1.0169 | 1.2827 | 0.6396 | 0.7529 | 0.828 | 0.7751 |
| Largest Winning Trade | 109434 | 109434 | 12560 | 186384 | 186384 | 41995 |
| Largest Losing Trade | -74339 | -74339 | -19758 | -330984 | -330984 | -59835 |
| Avg Bars in Trades | 84 | 158 | 11 | 84 | 158 | 11 |
| Avg Bars in Winners | 48 | 93 | 9 | 48 | 93 | 9 |
| Avg Bars in Losers | 130 | 232 | 12 | 130 | 232 | 12 |
| Bars Traded | 18114 | 16922 | 1192 | 18114 | 16922 | 1192 |
| 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 | 355681 | 319054 | -579446 | -578778 | -580623 | -174717 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1621706400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758912948792,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 100,
"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": [
[
312805.2067139866,
320863.0753146511,
-8057.8686006644,
-30486.917646407,
-112388.6989855603,
81901.7813391531
],
[
312.805207,
320.863075,
-8.057869,
-30.486918,
-112.388699,
81.901781
],
[
0.196239,
0.201294,
-0.005055,
-0.022811,
0,
0.037541
],
[
10,
10,
10,
10,
10,
10
],
[
-145201,
-140491,
-70538,
-606409,
-686377,
-147429
],
[
1.333984,
1.462312,
0.966778,
0.987708,
0.943897,
1.171724
],
[
215,
107,
108,
215,
107,
108
],
[
122,
57,
65,
122,
57,
65
],
[
93,
50,
43,
93,
50,
43
],
[
56.744186,
53.271028,
60.185185,
56.744186,
53.271028,
60.185185
],
[
1.016889,
1.282729,
0.639561,
0.752925,
0.82798,
0.77514
],
[
109434,
109434,
12560,
186384,
186384,
41995
],
[
-74339,
-74339,
-19758,
-330984,
-330984,
-59835
],
[
84,
158,
11,
84,
158,
11
],
[
48,
93,
9,
48,
93,
9
],
[
130,
232,
12,
130,
232,
12
],
[
18114,
16922,
1192,
18114,
16922,
1192
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355681,
319054,
-579446,
-578778,
-580623,
-174717
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1621706400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758912948792,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 100,
"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) |
|---|