| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663198.5772 | 575150.5071 | 88048.0701 | 214944.1761 | 648874.7198 | -433930.5437 |
| Total P&L (%) | 663.1986 | 575.1505 | 88.0481 | 214.9442 | 648.8747 | -433.9305 |
| Avg Daily Profit (%) | 0.4145 | 0.3594 | 0.055 | 0.0717 | 0.1259 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -175610 | -143043 | -119317 | -1274880 | -790450 | -926328 |
| Profit Factor | 1.8627 | 2.2741 | 1.2775 | 1.0598 | 1.3444 | 0.746 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
| Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
| Profitability (%) | 36.129 | 28.2051 | 44.1558 | 36.129 | 28.2051 | 44.1558 |
| Ratio Avg Win / Avg Loss | 3.293 | 5.7886 | 1.6156 | 1.8736 | 3.4221 | 0.9434 |
| Largest Winning Trade | 393766 | 393766 | 62996 | 1094959 | 1094959 | 152497 |
| Largest Losing Trade | -32540 | -25667 | -32540 | -306763 | -298379 | -306763 |
| Avg Bars in Trades | 60 | 56 | 65 | 60 | 56 | 65 |
| Avg Bars in Winners | 97 | 95 | 98 | 97 | 95 | 98 |
| Avg Bars in Losers | 39 | 41 | 38 | 39 | 41 | 38 |
| Bars Traded | 9422 | 4414 | 5008 | 9422 | 4414 | 5008 |
| 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 | 317661 | -36417 | -162614 | -255360 | -73199 | -625008 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9601,
"evaluation_days": 1600.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622764800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246492374,
"expiration_time": 1763381232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 35,
"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": [
[
663198.5772035944,
575150.5070656448,
88048.0701379495,
214944.1761265529,
648874.7197953754,
-433930.5436688222
],
[
663.198577,
575.150507,
88.04807,
214.944176,
648.87472,
-433.930544
],
[
0.414455,
0.359431,
0.055024,
0.07172,
0.125903,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-175610,
-143043,
-119317,
-1274880,
-790450,
-926328
],
[
1.862723,
2.274106,
1.277481,
1.059834,
1.344396,
0.745981
],
[
155,
78,
77,
155,
78,
77
],
[
56,
22,
34,
56,
22,
34
],
[
99,
56,
43,
99,
56,
43
],
[
36.129032,
28.205128,
44.155844,
36.129032,
28.205128,
44.155844
],
[
3.293027,
5.788632,
1.615637,
1.873635,
3.422099,
0.943446
],
[
393766,
393766,
62996,
1094959,
1094959,
152497
],
[
-32540,
-25667,
-32540,
-306763,
-298379,
-306763
],
[
60,
56,
65,
60,
56,
65
],
[
97,
95,
98,
97,
95,
98
],
[
39,
41,
38,
39,
41,
38
],
[
9422,
4414,
5008,
9422,
4414,
5008
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317661,
-36417,
-162614,
-255360,
-73199,
-625008
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9601,
"evaluation_days": 1600.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622764800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759246492374,
"expiration_time": 1763381232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 35,
"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) |
|---|