| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555508.2688 | 384677.7422 | 170830.5265 | 1245289.2774 | 904176.0753 | 341113.2022 |
| Total P&L (%) | 555.5083 | 384.6777 | 170.8305 | 1245.2893 | 904.1761 | 341.1132 |
| Avg Daily Profit (%) | 0.3462 | 0.2397 | 0.1065 | 0.1621 | 0.1439 | 0.0925 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110107 | -92012 | -117143 | -1335435 | -865017 | -1625076 |
| Profit Factor | 1.6522 | 1.8873 | 1.4085 | 1.1413 | 1.2163 | 1.0736 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
| Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
| Profitability (%) | 47.5676 | 41.9355 | 53.2609 | 47.5676 | 41.9355 | 53.2609 |
| Ratio Avg Win / Avg Loss | 1.8212 | 2.6132 | 1.2361 | 1.258 | 1.6841 | 0.9421 |
| Largest Winning Trade | 104317 | 104317 | 52405 | 568494 | 568494 | 491294 |
| Largest Losing Trade | -43010 | -26704 | -43010 | -748466 | -327528 | -748466 |
| Avg Bars in Trades | 50 | 41 | 60 | 50 | 41 | 60 |
| Avg Bars in Winners | 70 | 58 | 79 | 70 | 58 | 79 |
| Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
| Bars Traded | 9417 | 3813 | 5604 | 9417 | 3813 | 5604 |
| Profit Streak | 0 | 0 | 85.8303 | 0 | 0 | 85.8303 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 447806 | 291644 | -49040 | -57388 | -3340 | -209579 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9628,
"evaluation_days": 1604.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622260800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636537164,
"expiration_time": 1763781696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 31,
"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": [
[
555508.2687761048,
384677.7422261245,
170830.5265499801,
1245289.2774454616,
904176.0752952578,
341113.2021502028
],
[
555.508269,
384.677742,
170.830527,
1245.289277,
904.176075,
341.113202
],
[
0.346182,
0.239724,
0.106458,
0.162108,
0.143856,
0.092531
],
[
10,
10,
10,
10,
10,
10
],
[
-110107,
-92012,
-117143,
-1335435,
-865017,
-1625076
],
[
1.652226,
1.887278,
1.408526,
1.141275,
1.216278,
1.07361
],
[
185,
93,
92,
185,
93,
92
],
[
88,
39,
49,
88,
39,
49
],
[
97,
54,
43,
97,
54,
43
],
[
47.567568,
41.935484,
53.26087,
47.567568,
41.935484,
53.26087
],
[
1.821204,
2.613154,
1.236054,
1.257996,
1.684078,
0.942148
],
[
104317,
104317,
52405,
568494,
568494,
491294
],
[
-43010,
-26704,
-43010,
-748466,
-327528,
-748466
],
[
50,
41,
60,
50,
41,
60
],
[
70,
58,
79,
70,
58,
79
],
[
33,
28,
39,
33,
28,
39
],
[
9417,
3813,
5604,
9417,
3813,
5604
],
[
0,
0,
85.830291,
0,
0,
85.830291
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447806,
291644,
-49040,
-57388,
-3340,
-209579
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9628,
"evaluation_days": 1604.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622260800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636537164,
"expiration_time": 1763781696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 31,
"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) |
|---|