| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 708094.2085 | 594642.9179 | 113451.2906 | 397377.2115 | 310277.5254 | 87099.6861 |
| Total P&L (%) | 708.0942 | 594.6429 | 113.4513 | 397.3772 | 310.2775 | 87.0997 |
| Avg Daily Profit (%) | 0.4404 | 0.3698 | 0.0706 | 0.0998 | 0.0878 | 0.039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93496 | -80135 | -49412 | -316899 | -355361 | -226946 |
| Profit Factor | 2.0263 | 2.492 | 1.3893 | 1.2139 | 1.2921 | 1.1095 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 36.7347 | 28.5714 | 44.898 | 36.7347 | 28.5714 | 44.898 |
| Ratio Avg Win / Avg Loss | 3.4897 | 6.2301 | 1.7051 | 2.0906 | 3.2303 | 1.3617 |
| Largest Winning Trade | 392139 | 392139 | 70685 | 466025 | 466025 | 171960 |
| Largest Losing Trade | -36400 | -36400 | -35459 | -117582 | -110483 | -117582 |
| Avg Bars in Trades | 193 | 160 | 226 | 193 | 160 | 226 |
| Avg Bars in Winners | 358 | 334 | 374 | 358 | 334 | 374 |
| Avg Bars in Losers | 97 | 91 | 106 | 97 | 91 | 106 |
| Bars Traded | 18976 | 7872 | 11103 | 18976 | 7872 | 11103 |
| Profit Streak | 18.4246 | 0 | 29.5079 | 18.4246 | 0 | 29.5079 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345886 | -16 | -98341 | -63389 | -88809 | -242278 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19296,
"evaluation_days": 1608,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622354400000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759932685982,
"expiration_time": 1764933523200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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": [
[
708094.2085230171,
594642.9179485728,
113451.2905744442,
397377.2115108062,
310277.5254150867,
87099.6860957199
],
[
708.094209,
594.642918,
113.451291,
397.377212,
310.277525,
87.099686
],
[
0.440357,
0.369803,
0.070554,
0.099812,
0.087829,
0.038967
],
[
10,
10,
10,
10,
10,
10
],
[
-93496,
-80135,
-49412,
-316899,
-355361,
-226946
],
[
2.026284,
2.492043,
1.38931,
1.213925,
1.292136,
1.109497
],
[
98,
49,
49,
98,
49,
49
],
[
36,
14,
22,
36,
14,
22
],
[
62,
35,
27,
62,
35,
27
],
[
36.734694,
28.571429,
44.897959,
36.734694,
28.571429,
44.897959
],
[
3.489711,
6.230108,
1.705062,
2.090649,
3.23034,
1.361656
],
[
392139,
392139,
70685,
466025,
466025,
171960
],
[
-36400,
-36400,
-35459,
-117582,
-110483,
-117582
],
[
193,
160,
226,
193,
160,
226
],
[
358,
334,
374,
358,
334,
374
],
[
97,
91,
106,
97,
91,
106
],
[
18976,
7872,
11103,
18976,
7872,
11103
],
[
18.424606,
0,
29.50794,
18.424606,
0,
29.50794
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345886,
-16,
-98341,
-63389,
-88809,
-242278
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19296,
"evaluation_days": 1608,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622354400000,
"last_datapoint_time": 1759932000000,
"evaluation_time": 1759932685982,
"expiration_time": 1764933523200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 167,
"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) |
|---|