| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557050.3476 | 472441.9602 | 84608.3874 | -40996.2701 | 346224.3287 | -387220.5988 |
| Total P&L (%) | 557.0503 | 472.442 | 84.6084 | -40.9963 | 346.2243 | -387.2206 |
| Avg Daily Profit (%) | 0.3466 | 0.2939 | 0.0526 | -0.0328 | 0.0931 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170567 | -103408 | -142129 | -468751 | -85092 | -466030 |
| Profit Factor | 1.6905 | 2.087 | 1.2274 | 0.9551 | 2.2148 | 0.3838 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
| Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
| Profitability (%) | 55.0725 | 47.8261 | 62.3188 | 55.0725 | 47.8261 | 62.3188 |
| Ratio Avg Win / Avg Loss | 1.3791 | 2.2767 | 0.7421 | 0.7792 | 2.4161 | 0.2321 |
| Largest Winning Trade | 205743 | 205743 | 41513 | 323210 | 323210 | 25261 |
| Largest Losing Trade | -93633 | -65628 | -93633 | -449725 | -31561 | -449725 |
| Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
| Avg Bars in Winners | 49 | 56 | 44 | 49 | 56 | 44 |
| Avg Bars in Losers | 39 | 46 | 30 | 39 | 46 | 30 |
| Bars Traded | 6232 | 3532 | 2700 | 6232 | 3532 | 2700 |
| Profit Streak | 0 | 0 | 23.9644 | 0 | 0 | 23.9644 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446594 | -90411 | -224182 | -579755 | -167261 | -680316 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6429,
"evaluation_days": 1607.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624579200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856920636,
"expiration_time": 1764004392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 147
}
}
} {
"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": [
[
557050.3476075561,
472441.9601678959,
84608.3874396604,
-40996.2700752318,
346224.3287478085,
-387220.5988230404
],
[
557.050348,
472.44196,
84.608387,
-40.99627,
346.224329,
-387.220599
],
[
0.346586,
0.293944,
0.052642,
-0.032819,
0.0931,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-170567,
-103408,
-142129,
-468751,
-85092,
-466030
],
[
1.690488,
2.087017,
1.227365,
0.955117,
2.214774,
0.383786
],
[
138,
69,
69,
138,
69,
69
],
[
76,
33,
43,
76,
33,
43
],
[
62,
36,
26,
62,
36,
26
],
[
55.072464,
47.826087,
62.318841,
55.072464,
47.826087,
62.318841
],
[
1.379083,
2.276746,
0.742128,
0.779174,
2.416118,
0.232056
],
[
205743,
205743,
41513,
323210,
323210,
25261
],
[
-93633,
-65628,
-93633,
-449725,
-31561,
-449725
],
[
45,
51,
39,
45,
51,
39
],
[
49,
56,
44,
49,
56,
44
],
[
39,
46,
30,
39,
46,
30
],
[
6232,
3532,
2700,
6232,
3532,
2700
],
[
0,
0,
23.964359,
0,
0,
23.964359
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446594,
-90411,
-224182,
-579755,
-167261,
-680316
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6429,
"evaluation_days": 1607.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624579200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759856920636,
"expiration_time": 1764004392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 147
}
}
}
| # | 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) |
|---|