| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353085.6738 | 307621.9967 | 45463.6771 | 2944.9605 | 475251.3694 | -472306.4089 |
| Total P&L (%) | 353.0857 | 307.622 | 45.4637 | 2.945 | 475.2514 | -472.3064 |
| Avg Daily Profit (%) | 0.2215 | 0.193 | 0.0285 | 0.0018 | 0.1098 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142448 | -118074 | -118042 | -652489 | -141236 | -595155 |
| Profit Factor | 1.4054 | 1.7582 | 1.0977 | 1.0025 | 2.5345 | 0.4478 |
| Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
| Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Profitability (%) | 45.2229 | 45.5696 | 44.8718 | 45.2229 | 45.5696 | 44.8718 |
| Ratio Avg Win / Avg Loss | 1.7023 | 2.1 | 1.3486 | 1.2143 | 3.0274 | 0.5501 |
| Largest Winning Trade | 101018 | 101018 | 69852 | 307657 | 307657 | 59910 |
| Largest Losing Trade | -79173 | -28689 | -79173 | -510761 | -38545 | -510761 |
| Avg Bars in Trades | 58 | 47 | 70 | 58 | 47 | 70 |
| Avg Bars in Winners | 75 | 60 | 91 | 75 | 60 | 91 |
| Avg Bars in Losers | 44 | 35 | 53 | 44 | 35 | 53 |
| Bars Traded | 9215 | 3724 | 5491 | 9215 | 3724 | 5491 |
| Profit Streak | 0 | 0 | 16.6735 | 0 | 0 | 16.6735 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309911 | -17786 | -305427 | -574937 | -70239 | -616657 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622376000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874190819,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 83,
"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": [
[
353085.6738044986,
307621.9967215712,
45463.6770829273,
2944.9605131269,
475251.3693926692,
-472306.4088795418
],
[
353.085674,
307.621997,
45.463677,
2.944961,
475.251369,
-472.306409
],
[
0.221486,
0.192967,
0.028519,
0.001821,
0.109812,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-142448,
-118074,
-118042,
-652489,
-141236,
-595155
],
[
1.405391,
1.75816,
1.097724,
1.002528,
2.53454,
0.447788
],
[
157,
79,
78,
157,
79,
78
],
[
71,
36,
35,
71,
36,
35
],
[
86,
43,
43,
86,
43,
43
],
[
45.22293,
45.56962,
44.871795,
45.22293,
45.56962,
44.871795
],
[
1.702305,
2.100024,
1.348632,
1.21433,
3.027368,
0.550139
],
[
101018,
101018,
69852,
307657,
307657,
59910
],
[
-79173,
-28689,
-79173,
-510761,
-38545,
-510761
],
[
58,
47,
70,
58,
47,
70
],
[
75,
60,
91,
75,
60,
91
],
[
44,
35,
53,
44,
35,
53
],
[
9215,
3724,
5491,
9215,
3724,
5491
],
[
0,
0,
16.673505,
0,
0,
16.673505
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309911,
-17786,
-305427,
-574937,
-70239,
-616657
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622376000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874190819,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 83,
"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) |
|---|