| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 282103.1729 | 258440.7285 | 23662.4445 | -60812.6541 | 211591.6039 | -272404.258 |
| Total P&L (%) | 282.1032 | 258.4407 | 23.6624 | -60.8127 | 211.5916 | -272.4043 |
| Avg Daily Profit (%) | 0.1751 | 0.1604 | 0.0147 | -0.0581 | 0.0706 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205479 | -106041 | -213780 | -382017 | -135900 | -493044 |
| Profit Factor | 1.207 | 1.4312 | 1.031 | 0.9679 | 1.2774 | 0.7598 |
| Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
| Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
| Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
| Profitability (%) | 55.9524 | 51.5873 | 60.3175 | 55.9524 | 51.5873 | 60.3175 |
| Ratio Avg Win / Avg Loss | 0.9502 | 1.3431 | 0.6783 | 0.762 | 1.1987 | 0.4999 |
| Largest Winning Trade | 70026 | 70026 | 44813 | 105125 | 85813 | 105125 |
| Largest Losing Trade | -61524 | -34129 | -61524 | -208112 | -98650 | -208112 |
| Avg Bars in Trades | 18 | 15 | 22 | 18 | 15 | 22 |
| Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
| Avg Bars in Losers | 22 | 18 | 27 | 22 | 18 | 27 |
| Bars Traded | 4733 | 1909 | 2824 | 4733 | 1909 | 2824 |
| 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 | 274498 | 303540 | -364365 | -578410 | -98519 | -579382 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4834,
"evaluation_days": 1611.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1622361600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760190024743,
"expiration_time": 1764346176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 25,
"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": [
[
282103.1729498908,
258440.7284894936,
23662.4444603969,
-60812.6540739009,
211591.6039071937,
-272404.257981095
],
[
282.103173,
258.440728,
23.662444,
-60.812654,
211.591604,
-272.404258
],
[
0.175075,
0.16039,
0.014685,
-0.058122,
0.070558,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-205479,
-106041,
-213780,
-382017,
-135900,
-493044
],
[
1.207036,
1.431154,
1.031006,
0.967946,
1.27735,
0.759841
],
[
252,
126,
126,
252,
126,
126
],
[
141,
65,
76,
141,
65,
76
],
[
111,
61,
50,
111,
61,
50
],
[
55.952381,
51.587302,
60.31746,
55.952381,
51.587302,
60.31746
],
[
0.95022,
1.343083,
0.678293,
0.762,
1.198744,
0.499895
],
[
70026,
70026,
44813,
105125,
85813,
105125
],
[
-61524,
-34129,
-61524,
-208112,
-98650,
-208112
],
[
18,
15,
22,
18,
15,
22
],
[
15,
11,
19,
15,
11,
19
],
[
22,
18,
27,
22,
18,
27
],
[
4733,
1909,
2824,
4733,
1909,
2824
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
274498,
303540,
-364365,
-578410,
-98519,
-579382
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4834,
"evaluation_days": 1611.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1622361600000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760190024743,
"expiration_time": 1764346176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 49,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 25,
"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) |
|---|