| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 713678.7885 | 542964.5877 | 170714.2008 | 1665449.648 | 916625.6428 | 748824.0051 |
| Total P&L (%) | 713.6788 | 542.9646 | 170.7142 | 1665.4496 | 916.6256 | 748.824 |
| Avg Daily Profit (%) | 0.4477 | 0.3406 | 0.1071 | 0.1802 | 0.1456 | 0.1342 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102977 | -71771 | -71983 | -1753453 | -1692732 | -698696 |
| Profit Factor | 2.3429 | 2.9303 | 1.6825 | 1.252 | 1.2552 | 1.2482 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
| Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Profitability (%) | 33.3333 | 25.8065 | 40.9836 | 33.3333 | 25.8065 | 40.9836 |
| Ratio Avg Win / Avg Loss | 4.6859 | 8.4246 | 2.4227 | 2.5039 | 3.6086 | 1.7974 |
| Largest Winning Trade | 291786 | 291786 | 65231 | 1992163 | 1992163 | 758504 |
| Largest Losing Trade | -21891 | -13808 | -21891 | -439764 | -439764 | -422160 |
| Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
| Avg Bars in Winners | 121 | 110 | 129 | 121 | 110 | 129 |
| Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
| Bars Traded | 6251 | 2446 | 3805 | 6251 | 2446 | 3805 |
| 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 | 304607 | -165883 | -212308 | 94146 | -178092 | -177989 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852420316,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 79,
"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": [
[
713678.7884735405,
542964.5877173373,
170714.2007562032,
1665449.6479524523,
916625.6428081658,
748824.0051442867
],
[
713.678788,
542.964588,
170.714201,
1665.449648,
916.625643,
748.824005
],
[
0.447658,
0.340577,
0.107081,
0.180246,
0.145571,
0.13424
],
[
10,
10,
10,
10,
10,
10
],
[
-102977,
-71771,
-71983,
-1753453,
-1692732,
-698696
],
[
2.342928,
2.930287,
1.682453,
1.251973,
1.255152,
1.248188
],
[
123,
62,
61,
123,
62,
61
],
[
41,
16,
25,
41,
16,
25
],
[
82,
46,
36,
82,
46,
36
],
[
33.333333,
25.806452,
40.983607,
33.333333,
25.806452,
40.983607
],
[
4.685857,
8.424576,
2.422733,
2.503946,
3.608563,
1.79739
],
[
291786,
291786,
65231,
1992163,
1992163,
758504
],
[
-21891,
-13808,
-21891,
-439764,
-439764,
-422160
],
[
50,
39,
62,
50,
39,
62
],
[
121,
110,
129,
121,
110,
129
],
[
15,
14,
16,
15,
14,
16
],
[
6251,
2446,
3805,
6251,
2446,
3805
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304607,
-165883,
-212308,
94146,
-178092,
-177989
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623240000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852420316,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 79,
"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) |
|---|