| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 311793.1282 | 286906.7288 | 24886.3994 | -32460.8109 | 158104.2872 | -190565.0981 |
| Total P&L (%) | 311.7931 | 286.9067 | 24.8864 | -32.4608 | 158.1043 | -190.5651 |
| Avg Daily Profit (%) | 0.1947 | 0.1792 | 0.0155 | -0.0245 | 0.0592 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168384 | -134163 | -143980 | -239734 | -122763 | -260078 |
| Profit Factor | 1.2687 | 1.5044 | 1.0421 | 0.9735 | 1.2967 | 0.7243 |
| Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
| Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
| Losing Trades | 106 | 61 | 45 | 106 | 61 | 45 |
| Profitability (%) | 44.5026 | 36.4583 | 52.6316 | 44.5026 | 36.4583 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.5821 | 2.622 | 0.9379 | 1.214 | 2.26 | 0.6519 |
| Largest Winning Trade | 111788 | 111788 | 31552 | 139421 | 139421 | 39060 |
| Largest Losing Trade | -41894 | -36912 | -41894 | -84254 | -36513 | -84254 |
| Avg Bars in Trades | 98 | 106 | 90 | 98 | 106 | 90 |
| Avg Bars in Winners | 128 | 141 | 119 | 128 | 141 | 119 |
| Avg Bars in Losers | 74 | 86 | 57 | 74 | 86 | 57 |
| Bars Traded | 18779 | 10211 | 8568 | 18779 | 10211 | 8568 |
| Profit Streak | 46.2001 | 46.2001 | 53.5334 | 46.2001 | 46.2001 | 53.5334 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303479 | 175709 | -351036 | -579260 | -117660 | -580174 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19215,
"evaluation_days": 1601.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622390400000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759351689608,
"expiration_time": 1764329328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 112,
"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": [
[
311793.1282385903,
286906.7288195899,
24886.3994190003,
-32460.8108654955,
158104.2872247412,
-190565.0980902367
],
[
311.793128,
286.906729,
24.886399,
-32.460811,
158.104287,
-190.565098
],
[
0.194719,
0.179177,
0.015542,
-0.024507,
0.059233,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-168384,
-134163,
-143980,
-239734,
-122763,
-260078
],
[
1.26869,
1.50443,
1.042063,
0.973482,
1.296709,
0.724315
],
[
191,
96,
95,
191,
96,
95
],
[
85,
35,
50,
85,
35,
50
],
[
106,
61,
45,
106,
61,
45
],
[
44.502618,
36.458333,
52.631579,
44.502618,
36.458333,
52.631579
],
[
1.582132,
2.622007,
0.937857,
1.213989,
2.259979,
0.651883
],
[
111788,
111788,
31552,
139421,
139421,
39060
],
[
-41894,
-36912,
-41894,
-84254,
-36513,
-84254
],
[
98,
106,
90,
98,
106,
90
],
[
128,
141,
119,
128,
141,
119
],
[
74,
86,
57,
74,
86,
57
],
[
18779,
10211,
8568,
18779,
10211,
8568
],
[
46.200111,
46.200111,
53.533444,
46.200111,
46.200111,
53.533445
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303479,
175709,
-351036,
-579260,
-117660,
-580174
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19215,
"evaluation_days": 1601.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622390400000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759351689608,
"expiration_time": 1764329328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 112,
"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) |
|---|