| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 612905.362 | 605400.6926 | 7504.6694 | -20277.4762 | 158402.6263 | -178680.1025 |
| Total P&L (%) | 612.9054 | 605.4007 | 7.5047 | -20.2775 | 158.4026 | -178.6801 |
| Avg Daily Profit (%) | 0.381 | 0.3764 | 0.0047 | -0.0141 | 0.059 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161519 | -106017 | -139759 | -566396 | -362965 | -315204 |
| Profit Factor | 1.862 | 2.8172 | 1.0199 | 0.989 | 1.1831 | 0.8184 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
| Profitability (%) | 44.1558 | 35.8974 | 52.6316 | 44.1558 | 35.8974 | 52.6316 |
| Ratio Avg Win / Avg Loss | 2.3548 | 5.0308 | 0.9179 | 1.2508 | 2.1128 | 0.7366 |
| Largest Winning Trade | 512271 | 512271 | 58088 | 512271 | 512271 | 114024 |
| Largest Losing Trade | -56825 | -28891 | -56825 | -295520 | -133991 | -295520 |
| Avg Bars in Trades | 79 | 85 | 74 | 79 | 85 | 74 |
| Avg Bars in Winners | 100 | 113 | 91 | 100 | 113 | 91 |
| Avg Bars in Losers | 63 | 69 | 55 | 63 | 69 | 55 |
| Bars Traded | 6150 | 3327 | 2823 | 6150 | 3327 | 2823 |
| 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 | -35431 | 340519 | -552358 | -627661 | -137507 | -580423 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6434,
"evaluation_days": 1608.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625788800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759950121941,
"expiration_time": 1764115632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 223,
"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": [
[
612905.3619600877,
605400.6925897853,
7504.6693703027,
-20277.4762494894,
158402.6262754594,
-178680.1025249488
],
[
612.905362,
605.400693,
7.504669,
-20.277476,
158.402626,
-178.680103
],
[
0.381042,
0.376376,
0.004666,
-0.014088,
0.059038,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161519,
-106017,
-139759,
-566396,
-362965,
-315204
],
[
1.861969,
2.817246,
1.019858,
0.989032,
1.183147,
0.818393
],
[
77,
39,
38,
77,
39,
38
],
[
34,
14,
20,
34,
14,
20
],
[
43,
25,
18,
43,
25,
18
],
[
44.155844,
35.897436,
52.631579,
44.155844,
35.897436,
52.631579
],
[
2.354843,
5.030796,
0.917872,
1.250835,
2.112763,
0.736554
],
[
512271,
512271,
58088,
512271,
512271,
114024
],
[
-56825,
-28891,
-56825,
-295520,
-133991,
-295520
],
[
79,
85,
74,
79,
85,
74
],
[
100,
113,
91,
100,
113,
91
],
[
63,
69,
55,
63,
69,
55
],
[
6150,
3327,
2823,
6150,
3327,
2823
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35431,
340519,
-552358,
-627661,
-137507,
-580423
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6434,
"evaluation_days": 1608.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625788800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759950121941,
"expiration_time": 1764115632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 223,
"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) |
|---|