| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 738181.4434 | 609443.1863 | 128738.2571 | 542208.339 | 893270.9264 | -351062.5875 |
| Total P&L (%) | 738.1814 | 609.4432 | 128.7383 | 542.2083 | 893.2709 | -351.0626 |
| Avg Daily Profit (%) | 0.4618 | 0.3813 | 0.0805 | 0.1164 | 0.1437 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105920 | -69121 | -101192 | -532903 | -332567 | -722181 |
| Profit Factor | 2.1303 | 2.7581 | 1.4201 | 1.1996 | 1.7256 | 0.7637 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 41.1111 | 37.7778 | 44.4444 | 41.1111 | 37.7778 | 44.4444 |
| Ratio Avg Win / Avg Loss | 3.0516 | 4.5428 | 1.7752 | 1.7183 | 2.8422 | 0.9546 |
| Largest Winning Trade | 349436 | 349436 | 69554 | 551917 | 551917 | 161572 |
| Largest Losing Trade | -55755 | -30059 | -55755 | -336210 | -117234 | -336210 |
| Avg Bars in Trades | 208 | 170 | 247 | 208 | 170 | 247 |
| Avg Bars in Winners | 351 | 297 | 397 | 351 | 297 | 397 |
| Avg Bars in Losers | 108 | 93 | 126 | 108 | 93 | 126 |
| Bars Traded | 18794 | 7669 | 11125 | 18794 | 7669 | 11125 |
| 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 | 399991 | 365886 | -85578 | -40232 | -2148 | -582872 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19180,
"evaluation_days": 1598.33,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622440800000,
"last_datapoint_time": 1759096800000,
"evaluation_time": 1759100323765,
"expiration_time": 1764068256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 202,
"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": [
[
738181.4434495312,
609443.1863429031,
128738.2571066285,
542208.3389903218,
893270.9264477756,
-351062.5874574537
],
[
738.181443,
609.443186,
128.738257,
542.208339,
893.270926,
-351.062587
],
[
0.461845,
0.3813,
0.080545,
0.116423,
0.143743,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-105920,
-69121,
-101192,
-532903,
-332567,
-722181
],
[
2.130334,
2.758137,
1.420132,
1.199599,
1.725632,
0.763668
],
[
90,
45,
45,
90,
45,
45
],
[
37,
17,
20,
37,
17,
20
],
[
53,
28,
25,
53,
28,
25
],
[
41.111111,
37.777778,
44.444444,
41.111111,
37.777778,
44.444444
],
[
3.051559,
4.542814,
1.775165,
1.718344,
2.842217,
0.954585
],
[
349436,
349436,
69554,
551917,
551917,
161572
],
[
-55755,
-30059,
-55755,
-336210,
-117234,
-336210
],
[
208,
170,
247,
208,
170,
247
],
[
351,
297,
397,
351,
297,
397
],
[
108,
93,
126,
108,
93,
126
],
[
18794,
7669,
11125,
18794,
7669,
11125
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399991,
365886,
-85578,
-40232,
-2148,
-582872
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19180,
"evaluation_days": 1598.33,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622440800000,
"last_datapoint_time": 1759096800000,
"evaluation_time": 1759100323765,
"expiration_time": 1764068256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 202,
"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) |
|---|