| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 349358.6159 | 300442.1351 | 48916.4808 | -8910.0298 | 151319.3362 | -160229.366 |
| Total P&L (%) | 349.3586 | 300.4421 | 48.9165 | -8.91 | 151.3193 | -160.2294 |
| Avg Daily Profit (%) | 0.2172 | 0.1868 | 0.0304 | -0.0058 | 0.0573 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130688 | -88792 | -117348 | -373395 | -237713 | -300445 |
| Profit Factor | 1.2208 | 1.4093 | 1.0577 | 0.9964 | 1.1308 | 0.8789 |
| Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
| Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
| Losing Trades | 209 | 110 | 99 | 209 | 110 | 99 |
| Profitability (%) | 48.6486 | 46.0784 | 51.2315 | 48.6486 | 46.0784 | 51.2315 |
| Ratio Avg Win / Avg Loss | 1.2886 | 1.6492 | 1.0068 | 1.0518 | 1.3233 | 0.8367 |
| Largest Winning Trade | 100132 | 100132 | 49401 | 136736 | 136736 | 77633 |
| Largest Losing Trade | -43845 | -32753 | -43845 | -115448 | -94849 | -115448 |
| Avg Bars in Trades | 46 | 38 | 53 | 46 | 38 | 53 |
| Avg Bars in Winners | 55 | 46 | 64 | 55 | 46 | 64 |
| Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
| Bars Traded | 18801 | 7872 | 10929 | 18801 | 7872 | 10929 |
| Profit Streak | 0 | 0 | 25.1318 | 0 | 0 | 25.1318 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 322916 | 300916 | -308615 | -577509 | -194059 | -578607 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19300,
"evaluation_days": 1608.33,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622606400000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759964986887,
"expiration_time": 1764963360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 225,
"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": [
[
349358.6158790477,
300442.1351123787,
48916.4807666693,
-8910.029830144,
151319.3361666344,
-160229.3659967784
],
[
349.358616,
300.442135,
48.916481,
-8.91003,
151.319336,
-160.229366
],
[
0.217218,
0.186804,
0.030414,
-0.005802,
0.057315,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130688,
-88792,
-117348,
-373395,
-237713,
-300445
],
[
1.220786,
1.409344,
1.057659,
0.996408,
1.130788,
0.878945
],
[
407,
204,
203,
407,
204,
203
],
[
198,
94,
104,
198,
94,
104
],
[
209,
110,
99,
209,
110,
99
],
[
48.648649,
46.078431,
51.231527,
48.648649,
46.078431,
51.231527
],
[
1.288607,
1.649233,
1.00681,
1.051764,
1.323262,
0.836688
],
[
100132,
100132,
49401,
136736,
136736,
77633
],
[
-43845,
-32753,
-43845,
-115448,
-94849,
-115448
],
[
46,
38,
53,
46,
38,
53
],
[
55,
46,
64,
55,
46,
64
],
[
36,
31,
42,
36,
31,
42
],
[
18801,
7872,
10929,
18801,
7872,
10929
],
[
0,
0,
25.131793,
0,
0,
25.131793
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322916,
300916,
-308615,
-577509,
-194059,
-578607
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19300,
"evaluation_days": 1608.33,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622606400000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759964986887,
"expiration_time": 1764963360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 225,
"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) |
|---|