| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567116.6019 | 568622.9834 | -1506.3814 | -60908.4802 | 347445.6176 | -408354.0977 |
| Total P&L (%) | 567.1166 | 568.623 | -1.5064 | -60.9085 | 347.4456 | -408.3541 |
| Avg Daily Profit (%) | 0.3558 | 0.3567 | -0.0009 | -0.0589 | 0.094 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -231431 | -176958 | -205581 | -1881114 | -858099 | -1539724 |
| Profit Factor | 1.4779 | 1.8823 | 0.9972 | 0.988 | 1.1421 | 0.8449 |
| Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
| Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
| Losing Trades | 118 | 67 | 51 | 118 | 67 | 51 |
| Profitability (%) | 42.7184 | 34.9515 | 50.4854 | 42.7184 | 34.9515 | 50.4854 |
| Ratio Avg Win / Avg Loss | 1.9817 | 3.5032 | 0.978 | 1.3248 | 2.1255 | 0.8287 |
| Largest Winning Trade | 373648 | 373648 | 49480 | 517627 | 517627 | 332683 |
| Largest Losing Trade | -56566 | -44149 | -56566 | -566396 | -292441 | -566396 |
| Avg Bars in Trades | 91 | 93 | 88 | 91 | 93 | 88 |
| Avg Bars in Winners | 115 | 125 | 108 | 115 | 125 | 108 |
| Avg Bars in Losers | 73 | 76 | 68 | 73 | 76 | 68 |
| Bars Traded | 18794 | 9639 | 9155 | 18794 | 9639 | 9155 |
| 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 | 356321 | 245464 | -580994 | -580864 | -136668 | -580994 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622786400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758813706300,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 93,
"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": [
[
567116.6019432495,
568622.9833504854,
-1506.3814072358,
-60908.4801878711,
347445.6175605082,
-408354.0977483797
],
[
567.116602,
568.622983,
-1.506381,
-60.90848,
347.445618,
-408.354098
],
[
0.355782,
0.356727,
-0.000945,
-0.058908,
0.094046,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-231431,
-176958,
-205581,
-1881114,
-858099,
-1539724
],
[
1.477867,
1.882342,
0.997222,
0.988006,
1.142083,
0.844905
],
[
206,
103,
103,
206,
103,
103
],
[
88,
36,
52,
88,
36,
52
],
[
118,
67,
51,
118,
67,
51
],
[
42.718447,
34.951456,
50.485437,
42.718447,
34.951456,
50.485437
],
[
1.981686,
3.503247,
0.978045,
1.324826,
2.125544,
0.828657
],
[
373648,
373648,
49480,
517627,
517627,
332683
],
[
-56566,
-44149,
-56566,
-566396,
-292441,
-566396
],
[
91,
93,
88,
91,
93,
88
],
[
115,
125,
108,
115,
125,
108
],
[
73,
76,
68,
73,
76,
68
],
[
18794,
9639,
9155,
18794,
9639,
9155
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356321,
245464,
-580994,
-580864,
-136668,
-580994
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622786400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758813706300,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 93,
"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) |
|---|