| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 751315.0217 | 608234.2456 | 143080.7762 | 832196.1951 | 803621.2208 | 28574.9743 |
| Total P&L (%) | 751.315 | 608.2342 | 143.0808 | 832.1962 | 803.6212 | 28.575 |
| Avg Daily Profit (%) | 0.4697 | 0.3802 | 0.0894 | 0.1397 | 0.1377 | 0.0157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83372 | -86619 | -93578 | -1151225 | -1029002 | -1067220 |
| Profit Factor | 1.9242 | 2.3682 | 1.3884 | 1.1272 | 1.2409 | 1.0089 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 67 | 24 | 43 | 67 | 24 | 43 |
| Losing Trades | 137 | 78 | 59 | 137 | 78 | 59 |
| Profitability (%) | 32.8431 | 23.5294 | 42.1569 | 32.8431 | 23.5294 | 42.1569 |
| Ratio Avg Win / Avg Loss | 3.9345 | 7.6966 | 1.905 | 2.3048 | 4.033 | 1.3843 |
| Largest Winning Trade | 430297 | 430297 | 58070 | 1320592 | 1320592 | 233403 |
| Largest Losing Trade | -26800 | -20301 | -26800 | -317297 | -193281 | -317297 |
| Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
| Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
| Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
| Bars Traded | 4687 | 2007 | 2680 | 4687 | 2007 | 2680 |
| 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 | 312123 | -22212 | -74867 | -91049 | -44255 | -388879 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623081600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759175449512,
"expiration_time": 1763307936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.74978,
"nc": 0.1
}
}
} {
"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": [
[
751315.0217182873,
608234.2455585415,
143080.7761597457,
832196.1951484563,
803621.2208409497,
28574.9743075064
],
[
751.315022,
608.234246,
143.080776,
832.196195,
803.621221,
28.574974
],
[
0.469669,
0.380225,
0.089444,
0.13965,
0.137701,
0.015713
],
[
10,
10,
10,
10,
10,
10
],
[
-83372,
-86619,
-93578,
-1151225,
-1029002,
-1067220
],
[
1.924161,
2.368174,
1.388373,
1.127166,
1.24093,
1.008905
],
[
204,
102,
102,
204,
102,
102
],
[
67,
24,
43,
67,
24,
43
],
[
137,
78,
59,
137,
78,
59
],
[
32.843137,
23.529412,
42.156863,
32.843137,
23.529412,
42.156863
],
[
3.934478,
7.696566,
1.904977,
2.304801,
4.033022,
1.384312
],
[
430297,
430297,
58070,
1320592,
1320592,
233403
],
[
-26800,
-20301,
-26800,
-317297,
-193281,
-317297
],
[
22,
19,
26,
22,
19,
26
],
[
50,
51,
49,
50,
51,
49
],
[
9,
10,
9,
9,
10,
9
],
[
4687,
2007,
2680,
4687,
2007,
2680
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312123,
-22212,
-74867,
-91049,
-44255,
-388879
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623081600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759175449512,
"expiration_time": 1763307936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.74978,
"nc": 0.1
}
}
}
| # | 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) |
|---|