| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 449597.1162 | 267929.875 | 181667.2412 | 781205.7469 | 728692.8796 | 52512.8673 |
| Total P&L (%) | 449.5971 | 267.9299 | 181.6672 | 781.2057 | 728.6929 | 52.5129 |
| Avg Daily Profit (%) | 0.282 | 0.168 | 0.1139 | 0.1366 | 0.1327 | 0.0265 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104162 | -92019 | -93827 | -1092248 | -681232 | -743002 |
| Profit Factor | 2.1401 | 2.1103 | 2.1872 | 1.3238 | 1.5388 | 1.0495 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.0064 | 2.251 | 1.8012 | 1.2411 | 1.6414 | 0.8643 |
| Largest Winning Trade | 203761 | 203761 | 56976 | 933426 | 933426 | 154924 |
| Largest Losing Trade | -36655 | -36655 | -30378 | -384423 | -384423 | -342769 |
| Avg Bars in Trades | 47 | 32 | 61 | 47 | 32 | 61 |
| Avg Bars in Winners | 64 | 38 | 86 | 64 | 38 | 86 |
| Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
| Bars Traded | 2936 | 1020 | 1916 | 2936 | 1020 | 1916 |
| Profit Streak | 32.0573 | 0 | 297.0573 | 32.0573 | 0 | 297.0573 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145357 | 384976 | -34755 | -167817 | -13454 | -324407 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3189,
"evaluation_days": 1594.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1629547200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849753641,
"expiration_time": 1762848144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 199,
"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": [
[
449597.1162298194,
267929.8750381726,
181667.241191647,
781205.746857995,
728692.879561263,
52512.8672967316
],
[
449.597116,
267.929875,
181.667241,
781.205747,
728.69288,
52.512867
],
[
0.281967,
0.168034,
0.113934,
0.13657,
0.132711,
0.026474
],
[
10,
10,
10,
10,
10,
10
],
[
-104162,
-92019,
-93827,
-1092248,
-681232,
-743002
],
[
2.140139,
2.110317,
2.187167,
1.323787,
1.538782,
1.04953
],
[
62,
31,
31,
62,
31,
31
],
[
32,
15,
17,
32,
15,
17
],
[
30,
16,
14,
30,
16,
14
],
[
51.612903,
48.387097,
54.83871,
51.612903,
48.387097,
54.83871
],
[
2.006381,
2.251005,
1.801197,
1.241051,
1.641368,
0.864319
],
[
203761,
203761,
56976,
933426,
933426,
154924
],
[
-36655,
-36655,
-30378,
-384423,
-384423,
-342769
],
[
47,
32,
61,
47,
32,
61
],
[
64,
38,
86,
64,
38,
86
],
[
29,
27,
31,
29,
27,
31
],
[
2936,
1020,
1916,
2936,
1020,
1916
],
[
32.057334,
0,
297.057334,
32.057334,
0,
297.057334
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145357,
384976,
-34755,
-167817,
-13454,
-324407
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3189,
"evaluation_days": 1594.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1629547200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849753641,
"expiration_time": 1762848144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 199,
"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) |
|---|