| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 846471.2608 | 652102.6939 | 194368.5668 | 3284594.6181 | 1718754.3694 | 1565840.2488 |
| Total P&L (%) | 846.4713 | 652.1027 | 194.3686 | 3284.5946 | 1718.7544 | 1565.8402 |
| Avg Daily Profit (%) | 0.5298 | 0.4081 | 0.1216 | 0.2207 | 0.1817 | 0.1762 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104173 | -69485 | -49105 | -3423959 | -3133185 | -2123631 |
| Profit Factor | 3.1161 | 3.6839 | 2.2377 | 1.3707 | 1.3234 | 1.4417 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 46.5517 | 37.931 | 55.1724 | 46.5517 | 37.931 | 55.1724 |
| Ratio Avg Win / Avg Loss | 3.5778 | 6.0282 | 1.8182 | 1.5738 | 2.1656 | 1.1714 |
| Largest Winning Trade | 362845 | 362845 | 69896 | 2978389 | 2978389 | 1942223 |
| Largest Losing Trade | -40122 | -20578 | -40122 | -1975111 | -861024 | -1975111 |
| Avg Bars in Trades | 324 | 273 | 375 | 324 | 273 | 375 |
| Avg Bars in Winners | 513 | 489 | 530 | 513 | 489 | 530 |
| Avg Bars in Losers | 159 | 140 | 185 | 159 | 140 | 185 |
| Bars Traded | 18823 | 7923 | 10900 | 18823 | 7923 | 10900 |
| 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 | -164030 | 428319 | -25738 | -170999 | 160951 | 338374 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19174,
"evaluation_days": 1597.83,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622462400000,
"last_datapoint_time": 1759053600000,
"evaluation_time": 1759055770901,
"expiration_time": 1764023500800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 205,
"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": [
[
846471.2607622638,
652102.6939456619,
194368.566816602,
3284594.618119595,
1718754.3693623333,
1565840.2487572613
],
[
846.471261,
652.102694,
194.368567,
3284.594618,
1718.754369,
1565.840249
],
[
0.529763,
0.408118,
0.121645,
0.220656,
0.181707,
0.176201
],
[
10,
10,
10,
10,
10,
10
],
[
-104173,
-69485,
-49105,
-3423959,
-3133185,
-2123631
],
[
3.116149,
3.683896,
2.237726,
1.370735,
1.323418,
1.441661
],
[
58,
29,
29,
58,
29,
29
],
[
27,
11,
16,
27,
11,
16
],
[
31,
18,
13,
31,
18,
13
],
[
46.551724,
37.931034,
55.172414,
46.551724,
37.931034,
55.172414
],
[
3.577801,
6.028193,
1.818153,
1.573807,
2.165593,
1.17135
],
[
362845,
362845,
69896,
2978389,
2978389,
1942223
],
[
-40122,
-20578,
-40122,
-1975111,
-861024,
-1975111
],
[
324,
273,
375,
324,
273,
375
],
[
513,
489,
530,
513,
489,
530
],
[
159,
140,
185,
159,
140,
185
],
[
18823,
7923,
10900,
18823,
7923,
10900
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164030,
428319,
-25738,
-170999,
160951,
338374
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19174,
"evaluation_days": 1597.83,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622462400000,
"last_datapoint_time": 1759053600000,
"evaluation_time": 1759055770901,
"expiration_time": 1764023500800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 205,
"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) |
|---|