| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 482441.5018 | 570610.8729 | -88169.3711 | -91357.7388 | 90615.8238 | -181973.5626 |
| Total P&L (%) | 482.4415 | 570.6109 | -88.1694 | -91.3577 | 90.6158 | -181.9736 |
| Avg Daily Profit (%) | 0.301 | 0.356 | -0.055 | -0.1527 | 0.0403 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -339108 | -216719 | -156237 | -748916 | -437657 | -360638 |
| Profit Factor | 1.4801 | 1.9462 | 0.7805 | 0.9203 | 1.1534 | 0.6727 |
| Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Profitability (%) | 40.1709 | 36.2069 | 44.0678 | 40.1709 | 36.2069 | 44.0678 |
| Ratio Avg Win / Avg Loss | 2.2045 | 3.429 | 0.9907 | 1.3707 | 2.0321 | 0.8539 |
| Largest Winning Trade | 376003 | 376003 | 38316 | 353133 | 353133 | 74695 |
| Largest Losing Trade | -59589 | -59589 | -51852 | -360638 | -176199 | -360638 |
| Avg Bars in Trades | 40 | 51 | 29 | 40 | 51 | 29 |
| Avg Bars in Winners | 45 | 56 | 37 | 45 | 56 | 37 |
| Avg Bars in Losers | 36 | 48 | 23 | 36 | 48 | 23 |
| Bars Traded | 4680 | 2959 | 1721 | 4680 | 2959 | 1721 |
| Profit Streak | 44.1258 | 44.1258 | 116.4591 | 44.1258 | 44.1258 | 116.4591 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312814 | -172075 | -758099 | -581202 | -374971 | -758099 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4808,
"evaluation_days": 1602.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759431668394,
"expiration_time": 1763574912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 108,
"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": [
[
482441.5018135526,
570610.872901658,
-88169.371088105,
-91357.7388058921,
90615.8237715263,
-181973.5625774184
],
[
482.441502,
570.610873,
-88.169371,
-91.357739,
90.615824,
-181.973563
],
[
0.301024,
0.356038,
-0.055014,
-0.15266,
0.040259,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-339108,
-216719,
-156237,
-748916,
-437657,
-360638
],
[
1.480139,
1.946177,
0.780524,
0.920342,
1.153378,
0.672749
],
[
117,
58,
59,
117,
58,
59
],
[
47,
21,
26,
47,
21,
26
],
[
70,
37,
33,
70,
37,
33
],
[
40.17094,
36.206897,
44.067797,
40.17094,
36.206897,
44.067797
],
[
2.204462,
3.428979,
0.990665,
1.370722,
2.032142,
0.853874
],
[
376003,
376003,
38316,
353133,
353133,
74695
],
[
-59589,
-59589,
-51852,
-360638,
-176199,
-360638
],
[
40,
51,
29,
40,
51,
29
],
[
45,
56,
37,
45,
56,
37
],
[
36,
48,
23,
36,
48,
23
],
[
4680,
2959,
1721,
4680,
2959,
1721
],
[
44.125791,
44.125792,
116.459125,
44.125792,
44.125792,
116.459125
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312814,
-172075,
-758099,
-581202,
-374971,
-758099
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4808,
"evaluation_days": 1602.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759431668394,
"expiration_time": 1763574912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 108,
"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) |
|---|