| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457556.6799 | 484049.7715 | -26493.0916 | -75608.5406 | 139043.9233 | -214652.4639 |
| Total P&L (%) | 457.5567 | 484.0498 | -26.4931 | -75.6085 | 139.0439 | -214.6525 |
| Avg Daily Profit (%) | 0.2868 | 0.3034 | -0.0166 | -0.0884 | 0.0546 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157708 | -149830 | -113737 | -430193 | -205619 | -280446 |
| Profit Factor | 1.4013 | 1.7897 | 0.9498 | 0.9312 | 1.284 | 0.6481 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
| Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
| Profitability (%) | 47.1698 | 38.6792 | 55.6604 | 47.1698 | 38.6792 | 55.6604 |
| Ratio Avg Win / Avg Loss | 1.5695 | 2.8373 | 0.7566 | 1.043 | 2.0357 | 0.5162 |
| Largest Winning Trade | 391732 | 391732 | 55771 | 309353 | 309353 | 62207 |
| Largest Losing Trade | -62215 | -34101 | -62215 | -226703 | -33347 | -226703 |
| Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
| Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
| Bars Traded | 4731 | 1993 | 2738 | 4731 | 1993 | 2738 |
| 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 | 376702 | 270097 | -580038 | -578824 | -123249 | -580038 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4786,
"evaluation_days": 1595.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1621958400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758809770423,
"expiration_time": 1762922304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
457556.6799387463,
484049.7715079682,
-26493.091569222,
-75608.5405878289,
139043.9233267244,
-214652.4639145531
],
[
457.55668,
484.049772,
-26.493092,
-75.608541,
139.043923,
-214.652464
],
[
0.28681,
0.303417,
-0.016607,
-0.088403,
0.054642,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157708,
-149830,
-113737,
-430193,
-205619,
-280446
],
[
1.401307,
1.789712,
0.94975,
0.931229,
1.284037,
0.648051
],
[
212,
106,
106,
212,
106,
106
],
[
100,
41,
59,
100,
41,
59
],
[
112,
65,
47,
112,
65,
47
],
[
47.169811,
38.679245,
55.660377,
47.169811,
38.679245,
55.660377
],
[
1.569464,
2.837349,
0.75658,
1.042976,
2.035668,
0.516244
],
[
391732,
391732,
55771,
309353,
309353,
62207
],
[
-62215,
-34101,
-62215,
-226703,
-33347,
-226703
],
[
22,
18,
25,
22,
18,
25
],
[
26,
24,
28,
26,
24,
28
],
[
18,
15,
22,
18,
15,
22
],
[
4731,
1993,
2738,
4731,
1993,
2738
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376702,
270097,
-580038,
-578824,
-123249,
-580038
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4786,
"evaluation_days": 1595.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1621958400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758809770423,
"expiration_time": 1762922304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|