| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 515694.9392 | 505112.3925 | 10582.5466 | -35155.3148 | 124842.9855 | -159998.3003 |
| Total P&L (%) | 515.6949 | 505.1124 | 10.5825 | -35.1553 | 124.843 | -159.9983 |
| Avg Daily Profit (%) | 0.3231 | 0.3165 | 0.0066 | -0.0271 | 0.0508 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193191 | -127335 | -112130 | -276312 | -98990 | -219478 |
| Profit Factor | 1.6113 | 2.0315 | 1.0299 | 0.9419 | 1.4756 | 0.5332 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 44.1176 | 33.3333 | 54.902 | 44.1176 | 33.3333 | 54.902 |
| Ratio Avg Win / Avg Loss | 2.0409 | 4.063 | 0.846 | 1.1931 | 2.9512 | 0.438 |
| Largest Winning Trade | 301986 | 301986 | 41358 | 204838 | 204838 | 27607 |
| Largest Losing Trade | -55969 | -39965 | -55969 | -145673 | -28157 | -145673 |
| Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
| Avg Bars in Winners | 58 | 67 | 52 | 58 | 67 | 52 |
| Avg Bars in Losers | 35 | 40 | 28 | 35 | 40 | 28 |
| Bars Traded | 4654 | 2523 | 2131 | 4654 | 2523 | 2131 |
| 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 | 364463 | -173642 | -700345 | -581127 | -309369 | -760197 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4788,
"evaluation_days": 1596,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624492800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872845532,
"expiration_time": 1762981632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 20,
"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": [
[
515694.939173603,
505112.392524906,
10582.5466486969,
-35155.3147906051,
124842.9855050922,
-159998.3002956972
],
[
515.694939,
505.112393,
10.582547,
-35.155315,
124.842986,
-159.9983
],
[
0.323117,
0.316486,
0.006631,
-0.027138,
0.050779,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-193191,
-127335,
-112130,
-276312,
-98990,
-219478
],
[
1.611274,
2.031494,
1.029898,
0.941919,
1.475614,
0.533249
],
[
102,
51,
51,
102,
51,
51
],
[
45,
17,
28,
45,
17,
28
],
[
57,
34,
23,
57,
34,
23
],
[
44.117647,
33.333333,
54.901961,
44.117647,
33.333333,
54.901961
],
[
2.040947,
4.062988,
0.845988,
1.193097,
2.951228,
0.438026
],
[
301986,
301986,
41358,
204838,
204838,
27607
],
[
-55969,
-39965,
-55969,
-145673,
-28157,
-145673
],
[
45,
49,
41,
45,
49,
41
],
[
58,
67,
52,
58,
67,
52
],
[
35,
40,
28,
35,
40,
28
],
[
4654,
2523,
2131,
4654,
2523,
2131
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364463,
-173642,
-700345,
-581127,
-309369,
-760197
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4788,
"evaluation_days": 1596,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624492800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758872845532,
"expiration_time": 1762981632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 20,
"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) |
|---|