| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 610734.4687 | 537982.1314 | 72752.3373 | 127435.7621 | 222349.8143 | -94914.0523 |
| Total P&L (%) | 610.7345 | 537.9821 | 72.7523 | 127.4358 | 222.3498 | -94.9141 |
| Avg Daily Profit (%) | 0.3831 | 0.3375 | 0.0456 | 0.0516 | 0.0734 | -0.1867 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113193 | -116677 | -82303 | -295740 | -301694 | -317734 |
| Profit Factor | 1.6513 | 1.9987 | 1.1823 | 1.0744 | 1.2401 | 0.8793 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
| Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
| Profitability (%) | 47.0238 | 42.8571 | 51.1905 | 47.0238 | 42.8571 | 51.1905 |
| Ratio Avg Win / Avg Loss | 1.8603 | 2.665 | 1.1273 | 1.2104 | 1.6534 | 0.8384 |
| Largest Winning Trade | 292068 | 292068 | 34851 | 248777 | 248777 | 82811 |
| Largest Losing Trade | -50661 | -39694 | -50661 | -159257 | -103295 | -159257 |
| Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
| Avg Bars in Winners | 43 | 44 | 43 | 43 | 44 | 43 |
| Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
| Bars Traded | 6202 | 3217 | 2985 | 6202 | 3217 | 2985 |
| 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 | 448291 | 356516 | -152107 | -263016 | -97157 | -580953 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624428000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758880917698,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 160,
"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": [
[
610734.4687022131,
537982.1313809005,
72752.3373213126,
127435.7620883494,
222349.814346148,
-94914.0522577986
],
[
610.734469,
537.982131,
72.752337,
127.435762,
222.349814,
-94.914052
],
[
0.383086,
0.337452,
0.045634,
0.051555,
0.073445,
-0.186665
],
[
10,
10,
10,
10,
10,
10
],
[
-113193,
-116677,
-82303,
-295740,
-301694,
-317734
],
[
1.651319,
1.998745,
1.182323,
1.074413,
1.240082,
0.879306
],
[
168,
84,
84,
168,
84,
84
],
[
79,
36,
43,
79,
36,
43
],
[
89,
48,
41,
89,
48,
41
],
[
47.02381,
42.857143,
51.190476,
47.02381,
42.857143,
51.190476
],
[
1.860347,
2.664993,
1.127331,
1.210415,
1.653443,
0.838408
],
[
292068,
292068,
34851,
248777,
248777,
82811
],
[
-50661,
-39694,
-50661,
-159257,
-103295,
-159257
],
[
36,
38,
35,
36,
38,
35
],
[
43,
44,
43,
43,
44,
43
],
[
30,
33,
27,
30,
33,
27
],
[
6202,
3217,
2985,
6202,
3217,
2985
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448291,
356516,
-152107,
-263016,
-97157,
-580953
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624428000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758880917698,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 160,
"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) |
|---|