| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 679210.1165 | 556392.854 | 122817.2625 | 803441.2189 | 978997.8805 | -175556.6616 |
| Total P&L (%) | 679.2101 | 556.3929 | 122.8173 | 803.4412 | 978.9979 | -175.5567 |
| Avg Daily Profit (%) | 0.4257 | 0.3488 | 0.077 | 0.1381 | 0.1492 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124521 | -117105 | -70137 | -2816999 | -2720983 | -1217157 |
| Profit Factor | 2.2621 | 2.694 | 1.5856 | 1.1048 | 1.2031 | 0.9382 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
| Profitability (%) | 46.6667 | 39.6226 | 53.8462 | 46.6667 | 39.6226 | 53.8462 |
| Ratio Avg Win / Avg Loss | 2.5852 | 4.1051 | 1.3591 | 1.2627 | 1.8333 | 0.8042 |
| Largest Winning Trade | 347383 | 347383 | 65944 | 2437239 | 2437239 | 760739 |
| Largest Losing Trade | -30621 | -30621 | -29023 | -1139245 | -1139245 | -607499 |
| Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
| Avg Bars in Winners | 60 | 51 | 66 | 60 | 51 | 66 |
| Avg Bars in Losers | 28 | 24 | 34 | 28 | 24 | 34 |
| Bars Traded | 4544 | 1872 | 2672 | 4544 | 1872 | 2672 |
| 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 | 477223 | -169642 | -267887 | -114515 | -176931 | -760334 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4786,
"evaluation_days": 1595.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1626480000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758795224637,
"expiration_time": 1762922304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 149,
"offset": 43
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 107,
"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": [
[
679210.1165005438,
556392.8539920658,
122817.2625084778,
803441.2188809505,
978997.8804879461,
-175556.6616069958
],
[
679.210117,
556.392854,
122.817263,
803.441219,
978.99788,
-175.556662
],
[
0.425749,
0.348763,
0.076985,
0.138063,
0.14921,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-124521,
-117105,
-70137,
-2816999,
-2720983,
-1217157
],
[
2.26207,
2.693988,
1.585625,
1.104849,
1.203091,
0.938235
],
[
105,
53,
52,
105,
53,
52
],
[
49,
21,
28,
49,
21,
28
],
[
56,
32,
24,
56,
32,
24
],
[
46.666667,
39.622642,
53.846154,
46.666667,
39.622642,
53.846154
],
[
2.585223,
4.105124,
1.359107,
1.262685,
1.833281,
0.804201
],
[
347383,
347383,
65944,
2437239,
2437239,
760739
],
[
-30621,
-30621,
-29023,
-1139245,
-1139245,
-607499
],
[
43,
35,
51,
43,
35,
51
],
[
60,
51,
66,
60,
51,
66
],
[
28,
24,
34,
28,
24,
34
],
[
4544,
1872,
2672,
4544,
1872,
2672
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477223,
-169642,
-267887,
-114515,
-176931,
-760334
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4786,
"evaluation_days": 1595.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1626480000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758795224637,
"expiration_time": 1762922304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 149,
"offset": 43
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 107,
"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) |
|---|