| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 770182.1435 | 634593.9007 | 135588.2427 | 1221448.2147 | 928517.2499 | 292930.9648 |
| Total P&L (%) | 770.1821 | 634.5939 | 135.5882 | 1221.4482 | 928.5173 | 292.931 |
| Avg Daily Profit (%) | 0.4831 | 0.3981 | 0.085 | 0.162 | 0.1463 | 0.0859 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89619 | -68705 | -90057 | -881506 | -793729 | -842688 |
| Profit Factor | 2.2805 | 2.8476 | 1.5256 | 1.2372 | 1.3217 | 1.1294 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
| Profitability (%) | 33.0435 | 29.3103 | 36.8421 | 33.0435 | 29.3103 | 36.8421 |
| Ratio Avg Win / Avg Loss | 4.6211 | 6.8676 | 2.6153 | 2.5069 | 3.1876 | 1.9361 |
| Largest Winning Trade | 393585 | 393585 | 71516 | 1085090 | 1085090 | 349071 |
| Largest Losing Trade | -24821 | -22619 | -24821 | -374062 | -271827 | -374062 |
| Avg Bars in Trades | 52 | 45 | 60 | 52 | 45 | 60 |
| Avg Bars in Winners | 106 | 95 | 115 | 106 | 95 | 115 |
| Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
| Bars Traded | 6067 | 2647 | 3420 | 6067 | 2647 | 3420 |
| 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 | 306368 | -175984 | -262285 | 80475 | -187144 | -340849 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626242400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920581764,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 244,
"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": [
[
770182.1434500646,
634593.9007092554,
135588.2427408095,
1221448.214667219,
928517.2498718763,
292930.9647953431
],
[
770.182143,
634.593901,
135.588243,
1221.448215,
928.51725,
292.930965
],
[
0.4831,
0.398052,
0.085048,
0.162045,
0.146301,
0.085874
],
[
10,
10,
10,
10,
10,
10
],
[
-89619,
-68705,
-90057,
-881506,
-793729,
-842688
],
[
2.280548,
2.847561,
1.525595,
1.23715,
1.321673,
1.129386
],
[
115,
58,
57,
115,
58,
57
],
[
38,
17,
21,
38,
17,
21
],
[
77,
41,
36,
77,
41,
36
],
[
33.043478,
29.310345,
36.842105,
33.043478,
29.310345,
36.842105
],
[
4.621111,
6.867648,
2.615306,
2.506856,
3.187565,
1.93609
],
[
393585,
393585,
71516,
1085090,
1085090,
349071
],
[
-24821,
-22619,
-24821,
-374062,
-271827,
-374062
],
[
52,
45,
60,
52,
45,
60
],
[
106,
95,
115,
106,
95,
115
],
[
26,
25,
27,
26,
25,
27
],
[
6067,
2647,
3420,
6067,
2647,
3420
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306368,
-175984,
-262285,
80475,
-187144,
-340849
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626242400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920581764,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 244,
"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) |
|---|