| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 286294.8713 | 501701.4016 | -215406.5303 | -100376.0716 | 6205.0422 | -106581.1138 |
| Total P&L (%) | 286.2949 | 501.7014 | -215.4065 | -100.3761 | 6.205 | -106.5811 |
| Avg Daily Profit (%) | 0.1783 | 0.3124 | -0.1341 | 0 | 0.0037 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -310908 | -203607 | -220728 | -156744 | -26687 | -126971 |
| Profit Factor | 1.346 | 2.2223 | 0.4833 | 0.4084 | 1.181 | 0.2127 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 14 | 17 | 37 | 22 | 15 |
| Losing Trades | 37 | 20 | 17 | 31 | 12 | 19 |
| Profitability (%) | 45.5882 | 41.1765 | 50 | 54.4118 | 64.7059 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.6066 | 3.1747 | 0.4833 | 0.3421 | 0.6442 | 0.2695 |
| Largest Winning Trade | 743129 | 743129 | 37742 | 21794 | 21794 | 21313 |
| Largest Losing Trade | -117589 | -54683 | -117589 | -115841 | -15121 | -115841 |
| Avg Bars in Trades | 44 | 51 | 38 | 44 | 51 | 38 |
| Avg Bars in Winners | 48 | 57 | 40 | 41 | 43 | 38 |
| Avg Bars in Losers | 42 | 47 | 36 | 49 | 67 | 37 |
| Bars Traded | 3058 | 1755 | 1303 | 3058 | 1755 | 1303 |
| Profit Streak | 15.6392 | 0 | 75.1392 | 0 | 311.1392 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106000 | 352045 | -580237 | -693705 | -373355 | -583082 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3212,
"evaluation_days": 1606,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626782400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759720827694,
"expiration_time": 1763871552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 134,
"na": 0.38526,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 68,
"offset": 0,
"std": 1.34242
}
}
} {
"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": [
[
286294.8712915026,
501701.4015916266,
-215406.5303001241,
-100376.0715697937,
6205.0422156073,
-106581.1137854009
],
[
286.294871,
501.701402,
-215.40653,
-100.376072,
6.205042,
-106.581114
],
[
0.178266,
0.312392,
-0.134126,
0,
0.003749,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-310908,
-203607,
-220728,
-156744,
-26687,
-126971
],
[
1.346043,
2.222319,
0.483301,
0.408365,
1.181024,
0.212734
],
[
68,
34,
34,
68,
34,
34
],
[
31,
14,
17,
37,
22,
15
],
[
37,
20,
17,
31,
12,
19
],
[
45.588235,
41.176471,
50,
54.411765,
64.705882,
44.117647
],
[
1.606567,
3.174742,
0.483301,
0.342144,
0.644195,
0.269463
],
[
743129,
743129,
37742,
21794,
21794,
21313
],
[
-117589,
-54683,
-117589,
-115841,
-15121,
-115841
],
[
44,
51,
38,
44,
51,
38
],
[
48,
57,
40,
41,
43,
38
],
[
42,
47,
36,
49,
67,
37
],
[
3058,
1755,
1303,
3058,
1755,
1303
],
[
15.639209,
0,
75.139209,
0,
311.139209,
0
],
[
1,
0,
1,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106000,
352045,
-580237,
-693705,
-373355,
-583082
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3212,
"evaluation_days": 1606,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1626782400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759720827694,
"expiration_time": 1763871552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 134,
"na": 0.38526,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 68,
"offset": 0,
"std": 1.34242
}
}
}
| # | 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) |
|---|