| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 644297.5114 | 529302.7549 | 114994.7565 | 344392.2765 | 361072.7396 | -16680.4631 |
| Total P&L (%) | 644.2975 | 529.3028 | 114.9948 | 344.3923 | 361.0727 | -16.6805 |
| Avg Daily Profit (%) | 0.4032 | 0.3312 | 0.072 | 0.0934 | 0.0957 | -0.0114 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128147 | -124014 | -76155 | -1225376 | -1328459 | -334129 |
| Profit Factor | 2.0966 | 2.576 | 1.4569 | 1.1011 | 1.1776 | 0.9878 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
| Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
| Profitability (%) | 44.7619 | 35.8491 | 53.8462 | 44.7619 | 35.8491 | 53.8462 |
| Ratio Avg Win / Avg Loss | 2.5873 | 4.6098 | 1.2488 | 1.3589 | 2.1074 | 0.8467 |
| Largest Winning Trade | 338114 | 338114 | 66343 | 948782 | 948782 | 288427 |
| Largest Losing Trade | -66413 | -32033 | -66413 | -376843 | -376843 | -285880 |
| Avg Bars in Trades | 89 | 69 | 109 | 89 | 69 | 109 |
| Avg Bars in Winners | 140 | 121 | 153 | 140 | 121 | 153 |
| Avg Bars in Losers | 47 | 39 | 57 | 47 | 39 | 57 |
| Bars Traded | 9354 | 3668 | 5686 | 9354 | 3668 | 5686 |
| 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 | 432123 | -171487 | -275371 | -179327 | -274789 | -760334 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9588,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623758400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759054176252,
"expiration_time": 1763188416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
644297.5113939797,
529302.7549044458,
114994.7564895338,
344392.2765189538,
361072.7396384827,
-16680.4631195288
],
[
644.297511,
529.302755,
114.994756,
344.392277,
361.07274,
-16.680463
],
[
0.40319,
0.331228,
0.071962,
0.093381,
0.095689,
-0.011419
],
[
10,
10,
10,
10,
10,
10
],
[
-128147,
-124014,
-76155,
-1225376,
-1328459,
-334129
],
[
2.09663,
2.576041,
1.456905,
1.101142,
1.177642,
0.987846
],
[
105,
53,
52,
105,
53,
52
],
[
47,
19,
28,
47,
19,
28
],
[
58,
34,
24,
58,
34,
24
],
[
44.761905,
35.849057,
53.846154,
44.761905,
35.849057,
53.846154
],
[
2.587331,
4.609758,
1.248776,
1.358856,
2.10736,
0.846725
],
[
338114,
338114,
66343,
948782,
948782,
288427
],
[
-66413,
-32033,
-66413,
-376843,
-376843,
-285880
],
[
89,
69,
109,
89,
69,
109
],
[
140,
121,
153,
140,
121,
153
],
[
47,
39,
57,
47,
39,
57
],
[
9354,
3668,
5686,
9354,
3668,
5686
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432123,
-171487,
-275371,
-179327,
-274789,
-760334
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9588,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623758400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759054176252,
"expiration_time": 1763188416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|