| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389920.5693 | 334521.8111 | 55398.7583 | 244453.7393 | 206379.3601 | 38074.3792 |
| Total P&L (%) | 389.9206 | 334.5218 | 55.3988 | 244.4537 | 206.3794 | 38.0744 |
| Avg Daily Profit (%) | 0.3743 | 0.3211 | 0.0532 | 0.1188 | 0.1075 | 0.031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77907 | -74470 | -81521 | -156041 | -147524 | -140712 |
| Profit Factor | 1.5635 | 1.9775 | 1.1584 | 1.1971 | 1.3483 | 1.0588 |
| Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
| Winning Trades | 136 | 61 | 75 | 136 | 61 | 75 |
| Losing Trades | 245 | 130 | 115 | 245 | 130 | 115 |
| Profitability (%) | 35.6955 | 31.9372 | 39.4737 | 35.6955 | 31.9372 | 39.4737 |
| Ratio Avg Win / Avg Loss | 2.8166 | 4.2143 | 1.7762 | 2.1565 | 2.8734 | 1.6234 |
| Largest Winning Trade | 299770 | 299770 | 34890 | 230129 | 230129 | 65977 |
| Largest Losing Trade | -18884 | -18884 | -15993 | -36292 | -33108 | -36292 |
| Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
| Avg Bars in Winners | 118 | 110 | 123 | 118 | 110 | 123 |
| Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
| Bars Traded | 23779 | 11513 | 12266 | 23779 | 11513 | 12266 |
| 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 | 300427 | 209999 | -171688 | -40632 | -54504 | -312333 |
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669834800000,
"first_datapoint_time": 1670659200000,
"last_datapoint_time": 1759834800000,
"evaluation_time": 1759835905755,
"expiration_time": 1766314800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 229
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"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": [
[
389920.5693042507,
334521.811051481,
55398.7582527698,
244453.7392960812,
206379.3600956534,
38074.3792004275
],
[
389.920569,
334.521811,
55.398758,
244.453739,
206.37936,
38.074379
],
[
0.374323,
0.32114,
0.053183,
0.118802,
0.107544,
0.030976
],
[
10,
10,
10,
10,
10,
10
],
[
-77907,
-74470,
-81521,
-156041,
-147524,
-140712
],
[
1.563511,
1.977474,
1.15841,
1.197053,
1.348276,
1.058759
],
[
381,
191,
190,
381,
191,
190
],
[
136,
61,
75,
136,
61,
75
],
[
245,
130,
115,
245,
130,
115
],
[
35.695538,
31.937173,
39.473684,
35.695538,
31.937173,
39.473684
],
[
2.81662,
4.214289,
1.776229,
2.156456,
2.873375,
1.623431
],
[
299770,
299770,
34890,
230129,
230129,
65977
],
[
-18884,
-18884,
-15993,
-36292,
-33108,
-36292
],
[
62,
60,
64,
62,
60,
64
],
[
118,
110,
123,
118,
110,
123
],
[
31,
36,
25,
31,
36,
25
],
[
23779,
11513,
12266,
23779,
11513,
12266
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300427,
209999,
-171688,
-40632,
-54504,
-312333
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669834800000,
"first_datapoint_time": 1670659200000,
"last_datapoint_time": 1759834800000,
"evaluation_time": 1759835905755,
"expiration_time": 1766314800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 229
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"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) |
|---|