| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 510866.3464 | 474667.8636 | 36198.4828 | -37269.4347 | 266348.2313 | -303617.6661 |
| Total P&L (%) | 510.8663 | 474.6679 | 36.1985 | -37.2694 | 266.3482 | -303.6177 |
| Avg Daily Profit (%) | 0.3181 | 0.2956 | 0.0225 | -0.029 | 0.0809 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180340 | -143451 | -108358 | -636040 | -335812 | -376889 |
| Profit Factor | 1.5085 | 1.9454 | 1.072 | 0.9814 | 1.2986 | 0.7273 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
| Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
| Profitability (%) | 40.553 | 34.8624 | 46.2963 | 40.553 | 34.8624 | 46.2963 |
| Ratio Avg Win / Avg Loss | 2.2114 | 3.6348 | 1.2436 | 1.4387 | 2.4264 | 0.8436 |
| Largest Winning Trade | 354390 | 354390 | 57742 | 367900 | 367900 | 152209 |
| Largest Losing Trade | -52594 | -27381 | -52594 | -335207 | -84202 | -335207 |
| Avg Bars in Trades | 86 | 78 | 95 | 86 | 78 | 95 |
| Avg Bars in Winners | 126 | 123 | 128 | 126 | 123 | 128 |
| Avg Bars in Losers | 59 | 54 | 66 | 59 | 54 | 66 |
| Bars Traded | 18846 | 8567 | 10279 | 18846 | 8567 | 10279 |
| 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 | 323222 | 215341 | -308310 | -581649 | -89930 | -582485 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19272,
"evaluation_days": 1606,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623045600000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759766604971,
"expiration_time": 1764754502400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 87,
"offset": 199
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 116,
"offset": 28,
"poles": 2
}
}
} {
"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": [
[
510866.3464309672,
474667.8636023101,
36198.4828286567,
-37269.4347090405,
266348.2313454021,
-303617.6660544426
],
[
510.866346,
474.667864,
36.198483,
-37.269435,
266.348231,
-303.617666
],
[
0.318099,
0.295559,
0.02254,
-0.029032,
0.08088,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180340,
-143451,
-108358,
-636040,
-335812,
-376889
],
[
1.508528,
1.945403,
1.072034,
0.981414,
1.298616,
0.727284
],
[
217,
109,
108,
217,
109,
108
],
[
88,
38,
50,
88,
38,
50
],
[
129,
71,
58,
129,
71,
58
],
[
40.552995,
34.862385,
46.296296,
40.552995,
34.862385,
46.296296
],
[
2.211365,
3.634831,
1.24356,
1.438664,
2.426361,
0.843649
],
[
354390,
354390,
57742,
367900,
367900,
152209
],
[
-52594,
-27381,
-52594,
-335207,
-84202,
-335207
],
[
86,
78,
95,
86,
78,
95
],
[
126,
123,
128,
126,
123,
128
],
[
59,
54,
66,
59,
54,
66
],
[
18846,
8567,
10279,
18846,
8567,
10279
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323222,
215341,
-308310,
-581649,
-89930,
-582485
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19272,
"evaluation_days": 1606,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623045600000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759766604971,
"expiration_time": 1764754502400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 87,
"offset": 199
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 116,
"offset": 28,
"poles": 2
}
}
}
| # | 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) |
|---|