| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 778191.1841 | 640067.1807 | 138124.0034 | 878805.0494 | 1934063.6517 | -1055258.6023 |
| Total P&L (%) | 778.1912 | 640.0672 | 138.124 | 878.805 | 1934.0637 | -1055.2586 |
| Avg Daily Profit (%) | 0.4863 | 0.4 | 0.0863 | 0.1427 | 0.1884 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111239 | -109016 | -90751 | -3163828 | -1966795 | -2186908 |
| Profit Factor | 2.14 | 2.7985 | 1.4227 | 1.0901 | 1.4289 | 0.7988 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
| Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
| Profitability (%) | 47.4453 | 42.029 | 52.9412 | 47.4453 | 42.029 | 52.9412 |
| Ratio Avg Win / Avg Loss | 2.3704 | 3.86 | 1.2646 | 1.2075 | 1.9708 | 0.71 |
| Largest Winning Trade | 454960 | 454960 | 71506 | 2805699 | 2805699 | 767557 |
| Largest Losing Trade | -39670 | -20330 | -39670 | -1292872 | -559869 | -1292872 |
| Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
| Avg Bars in Winners | 62 | 54 | 69 | 62 | 54 | 69 |
| Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
| Bars Traded | 6267 | 2700 | 3567 | 6267 | 2700 | 3567 |
| 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 | 501276 | -89969 | -185686 | -124238 | -95136 | -689577 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6401,
"evaluation_days": 1600.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622851200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238614565,
"expiration_time": 1763381448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.58858
}
}
} {
"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": [
[
778191.184116995,
640067.1806766056,
138124.003440389,
878805.0494397803,
1934063.6517391186,
-1055258.6022993391
],
[
778.191184,
640.067181,
138.124003,
878.805049,
1934.063652,
-1055.258602
],
[
0.486294,
0.399979,
0.086314,
0.142652,
0.188437,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-111239,
-109016,
-90751,
-3163828,
-1966795,
-2186908
],
[
2.139956,
2.798476,
1.422713,
1.090097,
1.428861,
0.798776
],
[
137,
69,
68,
137,
69,
68
],
[
65,
29,
36,
65,
29,
36
],
[
72,
40,
32,
72,
40,
32
],
[
47.445255,
42.028986,
52.941176,
47.445255,
42.028986,
52.941176
],
[
2.370413,
3.859967,
1.264634,
1.207492,
1.970843,
0.710023
],
[
454960,
454960,
71506,
2805699,
2805699,
767557
],
[
-39670,
-20330,
-39670,
-1292872,
-559869,
-1292872
],
[
45,
39,
52,
45,
39,
52
],
[
62,
54,
69,
62,
54,
69
],
[
30,
28,
33,
30,
28,
33
],
[
6267,
2700,
3567,
6267,
2700,
3567
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
501276,
-89969,
-185686,
-124238,
-95136,
-689577
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6401,
"evaluation_days": 1600.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622851200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759238614565,
"expiration_time": 1763381448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 32,
"offset": 0,
"a": 0.58858
}
}
}
| # | 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) |
|---|