| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 760282.4089 | 663923.0405 | 96359.3684 | 359984.6457 | 198114.8147 | 161869.8311 |
| Total P&L (%) | 760.2824 | 663.923 | 96.3594 | 359.9846 | 198.1148 | 161.8698 |
| Avg Daily Profit (%) | 0.4769 | 0.4164 | 0.0604 | 0.0958 | 0.0685 | 0.0604 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152982 | -120310 | -89628 | -1827627 | -1298456 | -580825 |
| Profit Factor | 1.9236 | 2.5063 | 1.252 | 1.0702 | 1.0735 | 1.0666 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
| Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
| Profitability (%) | 47.343 | 41.7476 | 52.8846 | 47.343 | 41.7476 | 52.8846 |
| Ratio Avg Win / Avg Loss | 2.1395 | 3.4972 | 1.1154 | 1.1903 | 1.4978 | 0.9503 |
| Largest Winning Trade | 439876 | 439876 | 53579 | 596324 | 485067 | 596324 |
| Largest Losing Trade | -55109 | -34032 | -55109 | -390396 | -386603 | -390396 |
| Avg Bars in Trades | 29 | 38 | 20 | 29 | 38 | 20 |
| Avg Bars in Winners | 32 | 39 | 27 | 32 | 39 | 27 |
| Avg Bars in Losers | 26 | 37 | 13 | 26 | 37 | 13 |
| Bars Traded | 6111 | 3964 | 2147 | 6111 | 3964 | 2147 |
| Profit Streak | 4.8993 | 4.8993 | 10.8993 | 4.8993 | 4.8993 | 10.8993 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 572465 | 424750 | -110523 | -206567 | -244013 | -259286 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626264000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922501207,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 117
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 245,
"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": [
[
760282.4089155578,
663923.0405428358,
96359.3683727221,
359984.6457211935,
198114.8146676861,
161869.8310535073
],
[
760.282409,
663.923041,
96.359368,
359.984646,
198.114815,
161.869831
],
[
0.47689,
0.416449,
0.060442,
0.095766,
0.068539,
0.060403
],
[
10,
10,
10,
10,
10,
10
],
[
-152982,
-120310,
-89628,
-1827627,
-1298456,
-580825
],
[
1.923577,
2.506343,
1.251959,
1.070212,
1.073456,
1.066612
],
[
207,
103,
104,
207,
103,
104
],
[
98,
43,
55,
98,
43,
55
],
[
109,
60,
49,
109,
60,
49
],
[
47.342995,
41.747573,
52.884615,
47.342995,
41.747573,
52.884615
],
[
2.139489,
3.497223,
1.115381,
1.190338,
1.497846,
0.950254
],
[
439876,
439876,
53579,
596324,
485067,
596324
],
[
-55109,
-34032,
-55109,
-390396,
-386603,
-390396
],
[
29,
38,
20,
29,
38,
20
],
[
32,
39,
27,
32,
39,
27
],
[
26,
37,
13,
26,
37,
13
],
[
6111,
3964,
2147,
6111,
3964,
2147
],
[
4.899319,
4.899319,
10.899319,
4.89932,
4.89932,
10.89932
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
572465,
424750,
-110523,
-206567,
-244013,
-259286
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626264000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758922501207,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 117
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 245,
"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) |
|---|