| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 403587.8811 | 418601.3063 | -15013.4252 | -36747.2465 | 222975.1608 | -259722.4073 |
| Total P&L (%) | 403.5879 | 418.6013 | -15.0134 | -36.7472 | 222.9752 | -259.7224 |
| Avg Daily Profit (%) | 0.2525 | 0.2619 | -0.0094 | -0.0287 | 0.0734 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -227490 | -167759 | -105661 | -399584 | -196307 | -273360 |
| Profit Factor | 1.5686 | 2.1823 | 0.9578 | 0.9596 | 1.5242 | 0.4627 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
| Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
| Profitability (%) | 40.6015 | 31.3433 | 50 | 40.6015 | 31.3433 | 50 |
| Ratio Avg Win / Avg Loss | 2.2948 | 4.7803 | 0.9578 | 1.4038 | 3.3387 | 0.4627 |
| Largest Winning Trade | 336090 | 336090 | 56929 | 330424 | 330424 | 40425 |
| Largest Losing Trade | -37131 | -25200 | -37131 | -112568 | -64178 | -112568 |
| Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
| Avg Bars in Winners | 79 | 65 | 88 | 79 | 65 | 88 |
| Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
| Bars Traded | 6022 | 2434 | 3588 | 6022 | 2434 | 3588 |
| Profit Streak | 39.9028 | 39.9028 | 79.4028 | 39.9028 | 39.9028 | 79.4028 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309272 | -111363 | -703995 | -581426 | -216078 | -703995 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6394,
"evaluation_days": 1598.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759095600491,
"expiration_time": 1763225712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 142
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 19,
"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": [
[
403587.8810786931,
418601.3062676333,
-15013.4251889398,
-36747.2464968013,
222975.1607966156,
-259722.4072934169
],
[
403.587881,
418.601306,
-15.013425,
-36.747246,
222.975161,
-259.722407
],
[
0.252479,
0.261871,
-0.009392,
-0.02865,
0.073371,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-227490,
-167759,
-105661,
-399584,
-196307,
-273360
],
[
1.568565,
2.182308,
0.957802,
0.959562,
1.524208,
0.462689
],
[
133,
67,
66,
133,
67,
66
],
[
54,
21,
33,
54,
21,
33
],
[
79,
46,
33,
79,
46,
33
],
[
40.601504,
31.343284,
50,
40.601504,
31.343284,
50
],
[
2.294752,
4.780293,
0.957802,
1.403804,
3.338742,
0.462689
],
[
336090,
336090,
56929,
330424,
330424,
40425
],
[
-37131,
-25200,
-37131,
-112568,
-64178,
-112568
],
[
45,
36,
54,
45,
36,
54
],
[
79,
65,
88,
79,
65,
88
],
[
21,
23,
20,
21,
23,
20
],
[
6022,
2434,
3588,
6022,
2434,
3588
],
[
39.902783,
39.902783,
79.402783,
39.902783,
39.902783,
79.402783
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309272,
-111363,
-703995,
-581426,
-216078,
-703995
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6394,
"evaluation_days": 1598.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759095600491,
"expiration_time": 1763225712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 142
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 19,
"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) |
|---|