| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 705657.4361 | 576032.0652 | 129625.3709 | 388710.1372 | 448058.1966 | -59348.0595 |
| Total P&L (%) | 705.6574 | 576.0321 | 129.6254 | 388.7101 | 448.0582 | -59.3481 |
| Avg Daily Profit (%) | 0.4427 | 0.3614 | 0.0813 | 0.0996 | 0.1068 | -0.0565 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97768 | -67465 | -108861 | -389578 | -322710 | -389307 |
| Profit Factor | 1.6878 | 2.0094 | 1.2847 | 1.141 | 1.3205 | 0.9563 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
| Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
| Profitability (%) | 50 | 43.5185 | 56.4815 | 50 | 43.5185 | 56.4815 |
| Ratio Avg Win / Avg Loss | 1.6878 | 2.6079 | 0.9899 | 1.141 | 1.7139 | 0.7368 |
| Largest Winning Trade | 297804 | 297804 | 56632 | 440117 | 440117 | 116198 |
| Largest Losing Trade | -62845 | -39834 | -62845 | -195269 | -103063 | -195269 |
| Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
| Avg Bars in Winners | 107 | 102 | 111 | 107 | 102 | 111 |
| Avg Bars in Losers | 66 | 64 | 69 | 66 | 64 | 69 |
| Bars Traded | 18833 | 8771 | 10062 | 18833 | 8771 | 10062 |
| 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 | 519856 | 376130 | -85480 | -124328 | -51895 | -580204 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622563200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840986235,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"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": [
[
705657.4360808088,
576032.0652306137,
129625.3708501952,
388710.1371673934,
448058.1966414631,
-59348.0594740695
],
[
705.657436,
576.032065,
129.625371,
388.710137,
448.058197,
-59.348059
],
[
0.442696,
0.361375,
0.081321,
0.099585,
0.106783,
-0.056454
],
[
10,
10,
10,
10,
10,
10
],
[
-97768,
-67465,
-108861,
-389578,
-322710,
-389307
],
[
1.687841,
2.009398,
1.284745,
1.140995,
1.320513,
0.956328
],
[
216,
108,
108,
216,
108,
108
],
[
108,
47,
61,
108,
47,
61
],
[
108,
61,
47,
108,
61,
47
],
[
50,
43.518519,
56.481481,
50,
43.518519,
56.481481
],
[
1.687841,
2.607942,
0.989885,
1.140995,
1.713857,
0.736843
],
[
297804,
297804,
56632,
440117,
440117,
116198
],
[
-62845,
-39834,
-62845,
-195269,
-103063,
-195269
],
[
87,
81,
93,
87,
81,
93
],
[
107,
102,
111,
107,
102,
111
],
[
66,
64,
69,
66,
64,
69
],
[
18833,
8771,
10062,
18833,
8771,
10062
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
519856,
376130,
-85480,
-124328,
-51895,
-580204
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622563200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840986235,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 108,
"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) |
|---|