| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 105136.9123 | 5021.5122 | 100115.4001 | 30125.164 | -59524.124 | 89649.288 |
| Total P&L (%) | 105.1369 | 5.0215 | 100.1154 | 30.1252 | -59.5241 | 89.6493 |
| Avg Daily Profit (%) | 0.2019 | 0.0096 | 0.1922 | 0.0506 | -0.1735 | 0.123 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101602 | -98159 | -69189 | -227668 | -175373 | -136389 |
| Profit Factor | 1.1518 | 1.0137 | 1.3067 | 1.0265 | 0.9008 | 1.1666 |
| Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
| Winning Trades | 170 | 79 | 91 | 170 | 79 | 91 |
| Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
| Profitability (%) | 60.7143 | 56.4286 | 65 | 60.7143 | 56.4286 | 65 |
| Ratio Avg Win / Avg Loss | 0.7453 | 0.7827 | 0.7036 | 0.6642 | 0.6955 | 0.6281 |
| Largest Winning Trade | 15523 | 15523 | 15176 | 36208 | 25491 | 36208 |
| Largest Losing Trade | -26664 | -24873 | -26664 | -77013 | -57781 | -77013 |
| Avg Bars in Trades | 87 | 84 | 90 | 87 | 84 | 90 |
| Avg Bars in Winners | 66 | 66 | 65 | 66 | 66 | 65 |
| Avg Bars in Losers | 120 | 106 | 137 | 120 | 106 | 137 |
| Bars Traded | 24469 | 11761 | 12708 | 24469 | 11761 | 12708 |
| Profit Streak | 5.3008 | 0 | 15.4675 | 5.3008 | 0 | 15.4675 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44616 | -552761 | 314933 | -318560 | -580696 | -65112 |
{
"trading_pair": "AR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714109400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758942788377,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 213,
"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": [
[
105136.9122538843,
5021.5121768711,
100115.4000770131,
30125.1640091229,
-59524.1239673991,
89649.2879765223
],
[
105.136912,
5.021512,
100.1154,
30.125164,
-59.524124,
89.649288
],
[
0.201864,
0.009641,
0.192223,
0.050572,
-0.173508,
0.122958
],
[
10,
10,
10,
10,
10,
10
],
[
-101602,
-98159,
-69189,
-227668,
-175373,
-136389
],
[
1.151768,
1.01371,
1.306656,
1.026468,
0.90078,
1.166553
],
[
280,
140,
140,
280,
140,
140
],
[
170,
79,
91,
170,
79,
91
],
[
110,
61,
49,
110,
61,
49
],
[
60.714286,
56.428571,
65,
60.714286,
56.428571,
65
],
[
0.745262,
0.782738,
0.703584,
0.664185,
0.695539,
0.628144
],
[
15523,
15523,
15176,
36208,
25491,
36208
],
[
-26664,
-24873,
-26664,
-77013,
-57781,
-77013
],
[
87,
84,
90,
87,
84,
90
],
[
66,
66,
65,
66,
66,
65
],
[
120,
106,
137,
120,
106,
137
],
[
24469,
11761,
12708,
24469,
11761,
12708
],
[
5.300791,
0,
15.467458,
5.300791,
0,
15.467458
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44616,
-552761,
314933,
-318560,
-580696,
-65112
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714109400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758942788377,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 213,
"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) |
|---|