| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 809777.7743 | 713412.2744 | 96365.4999 | 434051.6818 | 308015.8517 | 126035.8301 |
| Total P&L (%) | 809.7778 | 713.4123 | 96.3655 | 434.0517 | 308.0159 | 126.0358 |
| Avg Daily Profit (%) | 0.5061 | 0.4459 | 0.0602 | 0.1048 | 0.0879 | 0.051 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106464 | -104372 | -87778 | -726258 | -818972 | -482728 |
| Profit Factor | 1.938 | 2.3898 | 1.2754 | 1.1185 | 1.1411 | 1.0851 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
| Profitability (%) | 30.8642 | 24.6914 | 37.037 | 30.8642 | 24.6914 | 37.037 |
| Ratio Avg Win / Avg Loss | 4.3412 | 7.289 | 2.1681 | 2.5053 | 3.4803 | 1.8447 |
| Largest Winning Trade | 464644 | 464644 | 36874 | 723590 | 723590 | 223976 |
| Largest Losing Trade | -33829 | -33829 | -28053 | -197904 | -161147 | -197904 |
| Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
| Avg Bars in Winners | 40 | 50 | 33 | 40 | 50 | 33 |
| Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
| Bars Traded | 3081 | 1620 | 1462 | 3081 | 1620 | 1462 |
| Profit Streak | 46.1701 | 46.1701 | 48.1701 | 46.1701 | 46.1701 | 48.1701 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324277 | -27606 | -127618 | -147561 | -182092 | -266795 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3200,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625097600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205095468,
"expiration_time": 1763337600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
809777.774307617,
713412.2743861,
96365.499921517,
434051.6818268237,
308015.8517441374,
126035.8300826863
],
[
809.777774,
713.412274,
96.3655,
434.051682,
308.015852,
126.03583
],
[
0.506111,
0.445883,
0.060228,
0.104762,
0.087922,
0.050983
],
[
10,
10,
10,
10,
10,
10
],
[
-106464,
-104372,
-87778,
-726258,
-818972,
-482728
],
[
1.938045,
2.389838,
1.275365,
1.118459,
1.14109,
1.0851
],
[
162,
81,
81,
162,
81,
81
],
[
50,
20,
30,
50,
20,
30
],
[
112,
61,
51,
112,
61,
51
],
[
30.864198,
24.691358,
37.037037,
30.864198,
24.691358,
37.037037
],
[
4.341221,
7.289006,
2.168121,
2.505348,
3.480325,
1.844669
],
[
464644,
464644,
36874,
723590,
723590,
223976
],
[
-33829,
-33829,
-28053,
-197904,
-161147,
-197904
],
[
19,
20,
18,
19,
20,
18
],
[
40,
50,
33,
40,
50,
33
],
[
9,
10,
8,
9,
10,
8
],
[
3081,
1620,
1462,
3081,
1620,
1462
],
[
46.170086,
46.170086,
48.170086,
46.170086,
46.170086,
48.170086
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324277,
-27606,
-127618,
-147561,
-182092,
-266795
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3200,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625097600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205095468,
"expiration_time": 1763337600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|