| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -226708.4996 | 104626.4347 | -331334.9343 | 16467716.6363 | 4937638.642 | 11530077.9943 |
| Total P&L (%) | -226.7085 | 104.6264 | -331.3349 | 16467.7166 | 4937.6386 | 11530.078 |
| Avg Daily Profit (%) | -0.1406 | 0.0649 | -0.2055 | 0.3174 | 0.2433 | 0.2954 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -537590 | -16556 | -577370 | -5440116 | -742807 | -5408043 |
| Profit Factor | 0.7361 | 3.2103 | 0.5918 | 2.7246 | 4.1027 | 2.449 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 50 | 25 | 25 | 34 | 19 | 15 |
| Losing Trades | 13 | 7 | 6 | 29 | 13 | 16 |
| Profitability (%) | 79.3651 | 78.125 | 80.6452 | 53.9683 | 59.375 | 48.3871 |
| Ratio Avg Win / Avg Loss | 0.1914 | 0.8989 | 0.142 | 2.3239 | 2.8071 | 2.6123 |
| Largest Winning Trade | 37337 | 27383 | 37337 | 3916033 | 2163477 | 3916033 |
| Largest Losing Trade | -510456 | -14177 | -510456 | -2296986 | -569113 | -2296986 |
| Avg Bars in Trades | 149 | 5 | 298 | 149 | 5 | 298 |
| Avg Bars in Winners | 128 | 3 | 253 | 123 | 5 | 273 |
| Avg Bars in Losers | 231 | 11 | 487 | 180 | 5 | 322 |
| Bars Traded | 9430 | 176 | 9254 | 9430 | 176 | 9254 |
| Profit Streak | 135.1547 | 349.3214 | 135.1547 | 135.1547 | 349.3214 | 135.1547 |
| Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -726620 | -97630 | -576297 | -134894 | 663427 | 483173 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9676,
"evaluation_days": 1612.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623139200000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760326970098,
"expiration_time": 1764493632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 150,
"offset": 0,
"std": 2.48948
}
}
} {
"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": [
[
-226708.499599096,
104626.4347230973,
-331334.9343221933,
16467716.636325857,
4937638.642008372,
11530077.994317483
],
[
-226.7085,
104.626435,
-331.334934,
16467.716636,
4937.638642,
11530.077994
],
[
-0.14058,
0.064878,
-0.205457,
0.317371,
0.243341,
0.295361
],
[
10,
10,
10,
10,
10,
10
],
[
-537590,
-16556,
-577370,
-5440116,
-742807,
-5408043
],
[
0.736099,
3.210332,
0.591817,
2.724603,
4.102738,
2.44899
],
[
63,
32,
31,
63,
32,
31
],
[
50,
25,
25,
34,
19,
15
],
[
13,
7,
6,
29,
13,
16
],
[
79.365079,
78.125,
80.645161,
53.968254,
59.375,
48.387097
],
[
0.191386,
0.898893,
0.142036,
2.323926,
2.807136,
2.612256
],
[
37337,
27383,
37337,
3916033,
2163477,
3916033
],
[
-510456,
-14177,
-510456,
-2296986,
-569113,
-2296986
],
[
149,
5,
298,
149,
5,
298
],
[
128,
3,
253,
123,
5,
273
],
[
231,
11,
487,
180,
5,
322
],
[
9430,
176,
9254,
9430,
176,
9254
],
[
135.154746,
349.321413,
135.154746,
135.154746,
349.321413,
135.154746
],
[
3,
7,
1,
3,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-726620,
-97630,
-576297,
-134894,
663427,
483173
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9676,
"evaluation_days": 1612.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623139200000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760326970098,
"expiration_time": 1764493632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 150,
"offset": 0,
"std": 2.48948
}
}
}
| # | 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) |
|---|