| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 692777.1155 | 540425.7705 | 152351.345 | 1794358.5986 | 1153327.0087 | 641031.5899 |
| Total P&L (%) | 692.7771 | 540.4258 | 152.3513 | 1794.3586 | 1153.327 | 641.0316 |
| Avg Daily Profit (%) | 0.4295 | 0.335 | 0.0945 | 0.1825 | 0.1569 | 0.1242 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158039 | -83161 | -60762 | -1184181 | -949672 | -708343 |
| Profit Factor | 2.6859 | 3.5633 | 1.7614 | 1.5308 | 1.6566 | 1.3948 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 34.4828 | 29.5455 | 39.5349 | 34.4828 | 29.5455 | 39.5349 |
| Ratio Avg Win / Avg Loss | 5.1032 | 8.4972 | 2.6939 | 2.9085 | 3.9503 | 2.1332 |
| Largest Winning Trade | 276545 | 276545 | 61512 | 1573651 | 1573651 | 786909 |
| Largest Losing Trade | -29116 | -17500 | -29116 | -302725 | -229487 | -302725 |
| Avg Bars in Trades | 104 | 83 | 125 | 104 | 83 | 125 |
| Avg Bars in Winners | 246 | 213 | 271 | 246 | 213 | 271 |
| Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
| Bars Traded | 9086 | 3690 | 5396 | 9086 | 3690 | 5396 |
| 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 | 335557 | 223584 | -67549 | 168901 | 39020 | -28970 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9678,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624478400000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760346788791,
"expiration_time": 1764523296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 16,
"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": [
[
692777.1155110168,
540425.7705351559,
152351.3449758609,
1794358.5986177207,
1153327.0087202273,
641031.5898974931
],
[
692.777116,
540.425771,
152.351345,
1794.358599,
1153.327009,
641.03159
],
[
0.429496,
0.335044,
0.094452,
0.182526,
0.156873,
0.124248
],
[
10,
10,
10,
10,
10,
10
],
[
-158039,
-83161,
-60762,
-1184181,
-949672,
-708343
],
[
2.685909,
3.563345,
1.7614,
1.530804,
1.656567,
1.39476
],
[
87,
44,
43,
87,
44,
43
],
[
30,
13,
17,
30,
13,
17
],
[
57,
31,
26,
57,
31,
26
],
[
34.482759,
29.545455,
39.534884,
34.482759,
29.545455,
39.534884
],
[
5.103228,
8.497207,
2.693907,
2.908527,
3.950275,
2.133162
],
[
276545,
276545,
61512,
1573651,
1573651,
786909
],
[
-29116,
-17500,
-29116,
-302725,
-229487,
-302725
],
[
104,
83,
125,
104,
83,
125
],
[
246,
213,
271,
246,
213,
271
],
[
29,
29,
30,
29,
29,
30
],
[
9086,
3690,
5396,
9086,
3690,
5396
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335557,
223584,
-67549,
168901,
39020,
-28970
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9678,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624478400000,
"last_datapoint_time": 1760342400000,
"evaluation_time": 1760346788791,
"expiration_time": 1764523296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 16,
"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) |
|---|