| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 611022.7386 | 621883.4784 | -10860.7398 | -36399.9639 | 566594.5314 | -602994.4952 |
| Total P&L (%) | 611.0227 | 621.8835 | -10.8607 | -36.4 | 566.5945 | -602.9945 |
| Avg Daily Profit (%) | 0.3807 | 0.3875 | -0.0068 | -0.0282 | 0.1183 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -220132 | -173280 | -127781 | -883024 | -477951 | -738262 |
| Profit Factor | 1.7793 | 2.4187 | 0.9686 | 0.9869 | 1.4402 | 0.5934 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
| Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
| Profitability (%) | 37.3832 | 25.9259 | 49.0566 | 37.3832 | 25.9259 | 49.0566 |
| Ratio Avg Win / Avg Loss | 2.9804 | 6.9106 | 1.0058 | 1.653 | 4.1149 | 0.6162 |
| Largest Winning Trade | 522709 | 522709 | 58235 | 660307 | 660307 | 198221 |
| Largest Losing Trade | -55562 | -40408 | -55562 | -330963 | -153626 | -330963 |
| Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
| Avg Bars in Winners | 97 | 125 | 82 | 97 | 125 | 82 |
| Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
| Bars Traded | 6064 | 3131 | 2933 | 6064 | 3131 | 2933 |
| Profit Streak | 49.4247 | 49.4247 | 57.1747 | 49.4247 | 49.4247 | 57.1747 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335694 | -191255 | -758972 | -581631 | -238155 | -760639 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6420,
"evaluation_days": 1605,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624514400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759659092599,
"expiration_time": 1763804160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 43,
"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": [
[
611022.738645652,
621883.4784233774,
-10860.7397777249,
-36399.9638970591,
566594.5313510089,
-602994.4952480679
],
[
611.022739,
621.883478,
-10.86074,
-36.399964,
566.594531,
-602.994495
],
[
0.3807,
0.387466,
-0.006767,
-0.028193,
0.118264,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-220132,
-173280,
-127781,
-883024,
-477951,
-738262
],
[
1.779338,
2.418721,
0.968582,
0.986859,
1.440219,
0.59336
],
[
107,
54,
53,
107,
54,
53
],
[
40,
14,
26,
40,
14,
26
],
[
67,
40,
27,
67,
40,
27
],
[
37.383178,
25.925926,
49.056604,
37.383178,
25.925926,
49.056604
],
[
2.980391,
6.910631,
1.005835,
1.652989,
4.114911,
0.616182
],
[
522709,
522709,
58235,
660307,
660307,
198221
],
[
-55562,
-40408,
-55562,
-330963,
-153626,
-330963
],
[
56,
57,
55,
56,
57,
55
],
[
97,
125,
82,
97,
125,
82
],
[
32,
34,
29,
32,
34,
29
],
[
6064,
3131,
2933,
6064,
3131,
2933
],
[
49.424683,
49.424683,
57.174683,
49.424683,
49.424683,
57.174683
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335694,
-191255,
-758972,
-581631,
-238155,
-760639
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6420,
"evaluation_days": 1605,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624514400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759659092599,
"expiration_time": 1763804160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 43,
"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) |
|---|