| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 831526.5584 | 709667.0323 | 121859.526 | 574832.3078 | -107231.2144 | 682063.5222 |
| Total P&L (%) | 831.5266 | 709.667 | 121.8595 | 574.8323 | -107.2312 | 682.0635 |
| Avg Daily Profit (%) | 0.5216 | 0.4452 | 0.0764 | 0.1198 | 0 | 0.1291 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157385 | -133008 | -65681 | -1575497 | -1663778 | -538933 |
| Profit Factor | 2.0849 | 2.4389 | 1.446 | 1.1066 | 0.9697 | 1.3673 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
| Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
| Profitability (%) | 43.1373 | 35.0649 | 51.3158 | 43.1373 | 35.0649 | 51.3158 |
| Ratio Avg Win / Avg Loss | 2.7483 | 4.5166 | 1.3718 | 1.4586 | 1.7957 | 1.2972 |
| Largest Winning Trade | 362389 | 362389 | 45131 | 773436 | 773436 | 410257 |
| Largest Losing Trade | -53784 | -47456 | -53784 | -467902 | -347059 | -467902 |
| Avg Bars in Trades | 60 | 72 | 48 | 60 | 72 | 48 |
| Avg Bars in Winners | 76 | 95 | 63 | 76 | 95 | 63 |
| Avg Bars in Losers | 48 | 59 | 33 | 48 | 59 | 33 |
| Bars Traded | 9245 | 5550 | 3695 | 9245 | 5550 | 3695 |
| 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 | 463807 | -32985 | -139196 | -137793 | -625766 | -69047 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624507200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758902294886,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 39,
"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": [
[
831526.5583525556,
709667.0323124892,
121859.5260400666,
574832.3077789107,
-107231.214421542,
682063.5222004525
],
[
831.526558,
709.667032,
121.859526,
574.832308,
-107.231214,
682.063522
],
[
0.521605,
0.445164,
0.076441,
0.119839,
0,
0.129101
],
[
10,
10,
10,
10,
10,
10
],
[
-157385,
-133008,
-65681,
-1575497,
-1663778,
-538933
],
[
2.084915,
2.438946,
1.44595,
1.10655,
0.969692,
1.367319
],
[
153,
77,
76,
153,
77,
76
],
[
66,
27,
39,
66,
27,
39
],
[
87,
50,
37,
87,
50,
37
],
[
43.137255,
35.064935,
51.315789,
43.137255,
35.064935,
51.315789
],
[
2.748298,
4.516566,
1.371799,
1.458634,
1.795726,
1.2972
],
[
362389,
362389,
45131,
773436,
773436,
410257
],
[
-53784,
-47456,
-53784,
-467902,
-347059,
-467902
],
[
60,
72,
48,
60,
72,
48
],
[
76,
95,
63,
76,
95,
63
],
[
48,
59,
33,
48,
59,
33
],
[
9245,
5550,
3695,
9245,
5550,
3695
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463807,
-32985,
-139196,
-137793,
-625766,
-69047
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624507200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758902294886,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 39,
"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) |
|---|