| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 801308.0119 | 647080.5313 | 154227.4806 | 711356.5857 | 348603.3195 | 362753.2662 |
| Total P&L (%) | 801.308 | 647.0805 | 154.2275 | 711.3566 | 348.6033 | 362.7533 |
| Avg Daily Profit (%) | 0.4977 | 0.4019 | 0.0958 | 0.1301 | 0.0933 | 0.0952 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88290 | -97084 | -92236 | -953569 | -958130 | -989181 |
| Profit Factor | 2.0364 | 2.4847 | 1.4572 | 1.1407 | 1.1288 | 1.1544 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
| Losing Trades | 95 | 56 | 39 | 95 | 56 | 39 |
| Profitability (%) | 34.4828 | 23.2877 | 45.8333 | 34.4828 | 23.2877 | 45.8333 |
| Ratio Avg Win / Avg Loss | 3.8692 | 8.185 | 1.7221 | 2.1673 | 3.7185 | 1.3642 |
| Largest Winning Trade | 460950 | 460950 | 56928 | 1117256 | 1117256 | 277555 |
| Largest Losing Trade | -39984 | -29985 | -39984 | -299930 | -192769 | -299930 |
| Avg Bars in Trades | 131 | 112 | 150 | 131 | 112 | 150 |
| Avg Bars in Winners | 269 | 280 | 263 | 269 | 280 | 263 |
| Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
| Bars Traded | 19060 | 8213 | 10847 | 19060 | 8213 | 10847 |
| Profit Streak | 0 | 0 | 54.129 | 0 | 0 | 54.129 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316863 | -94820 | -143026 | -89207 | -255468 | -196705 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19321,
"evaluation_days": 1610.08,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1621605600000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760115941892,
"expiration_time": 1765120003200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 37,
"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": [
[
801308.0118752713,
647080.5312709523,
154227.4806043193,
711356.5857023323,
348603.3194715278,
362753.2662308041
],
[
801.308012,
647.080531,
154.227481,
711.356586,
348.603319,
362.753266
],
[
0.497682,
0.401893,
0.095789,
0.130111,
0.093267,
0.095197
],
[
10,
10,
10,
10,
10,
10
],
[
-88290,
-97084,
-92236,
-953569,
-958130,
-989181
],
[
2.036408,
2.484729,
1.457194,
1.140698,
1.128834,
1.154357
],
[
145,
73,
72,
145,
73,
72
],
[
50,
17,
33,
50,
17,
33
],
[
95,
56,
39,
95,
56,
39
],
[
34.482759,
23.287671,
45.833333,
34.482759,
23.287671,
45.833333
],
[
3.869175,
8.184989,
1.722138,
2.167326,
3.718513,
1.36424
],
[
460950,
460950,
56928,
1117256,
1117256,
277555
],
[
-39984,
-29985,
-39984,
-299930,
-192769,
-299930
],
[
131,
112,
150,
131,
112,
150
],
[
269,
280,
263,
269,
280,
263
],
[
58,
61,
55,
58,
61,
55
],
[
19060,
8213,
10847,
19060,
8213,
10847
],
[
0,
0,
54.128957,
0,
0,
54.128957
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316863,
-94820,
-143026,
-89207,
-255468,
-196705
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19321,
"evaluation_days": 1610.08,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1621605600000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760115941892,
"expiration_time": 1765120003200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 37,
"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) |
|---|