| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 795837.0686 | 653777.5798 | 142059.4889 | 773893.3703 | 891670.0323 | -117776.662 |
| Total P&L (%) | 795.8371 | 653.7776 | 142.0595 | 773.8934 | 891.67 | -117.7767 |
| Avg Daily Profit (%) | 0.4993 | 0.4101 | 0.0891 | 0.1361 | 0.144 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77098 | -81003 | -100574 | -959644 | -699692 | -1107463 |
| Profit Factor | 2.2386 | 2.7142 | 1.544 | 1.1632 | 1.3502 | 0.9463 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 41.9847 | 36.3636 | 47.6923 | 41.9847 | 36.3636 | 47.6923 |
| Ratio Avg Win / Avg Loss | 3.0933 | 4.7498 | 1.6934 | 1.6074 | 2.3628 | 1.0379 |
| Largest Winning Trade | 464991 | 464991 | 60889 | 1117909 | 1117909 | 231169 |
| Largest Losing Trade | -40009 | -23169 | -40009 | -618531 | -214885 | -618531 |
| Avg Bars in Trades | 143 | 129 | 158 | 143 | 129 | 158 |
| Avg Bars in Winners | 227 | 205 | 244 | 227 | 205 | 244 |
| Avg Bars in Losers | 83 | 86 | 79 | 83 | 86 | 79 |
| Bars Traded | 18838 | 8562 | 10276 | 18838 | 8562 | 10276 |
| 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 | 435109 | -114748 | -203870 | -53556 | -128606 | -711689 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622397600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759008144637,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 56,
"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": [
[
795837.0686334539,
653777.5797568094,
142059.4888766448,
773893.3703320938,
891670.0323286571,
-117776.6619965636
],
[
795.837069,
653.77758,
142.059489,
773.89337,
891.670032,
-117.776662
],
[
0.49927,
0.410149,
0.089121,
0.136089,
0.144032,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-77098,
-81003,
-100574,
-959644,
-699692,
-1107463
],
[
2.238572,
2.714199,
1.543967,
1.163243,
1.350186,
0.94633
],
[
131,
66,
65,
131,
66,
65
],
[
55,
24,
31,
55,
24,
31
],
[
76,
42,
34,
76,
42,
34
],
[
41.984733,
36.363636,
47.692308,
41.984733,
36.363636,
47.692308
],
[
3.093299,
4.749849,
1.693383,
1.607391,
2.362826,
1.03791
],
[
464991,
464991,
60889,
1117909,
1117909,
231169
],
[
-40009,
-23169,
-40009,
-618531,
-214885,
-618531
],
[
143,
129,
158,
143,
129,
158
],
[
227,
205,
244,
227,
205,
244
],
[
83,
86,
79,
83,
86,
79
],
[
18838,
8562,
10276,
18838,
8562,
10276
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435109,
-114748,
-203870,
-53556,
-128606,
-711689
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19128,
"evaluation_days": 1594,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622397600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759008144637,
"expiration_time": 1763680377600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 56,
"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) |
|---|