| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 403891.1681 | 313023.3386 | 90867.8295 | -1404.502 | 365695.5241 | -367100.0261 |
| Total P&L (%) | 403.8912 | 313.0233 | 90.8678 | -1.4045 | 365.6955 | -367.1 |
| Avg Daily Profit (%) | 0.2516 | 0.195 | 0.0566 | -0.0009 | 0.0959 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147455 | -86783 | -178453 | -941997 | -270088 | -896708 |
| Profit Factor | 1.1932 | 1.3072 | 1.0848 | 0.9997 | 1.1816 | 0.8441 |
| Total Trades | 534 | 267 | 267 | 534 | 267 | 267 |
| Winning Trades | 278 | 134 | 144 | 278 | 134 | 144 |
| Losing Trades | 256 | 133 | 123 | 256 | 133 | 123 |
| Profitability (%) | 52.0599 | 50.1873 | 53.9326 | 52.0599 | 50.1873 | 53.9326 |
| Ratio Avg Win / Avg Loss | 1.0988 | 1.2975 | 0.9266 | 0.9206 | 1.1728 | 0.721 |
| Largest Winning Trade | 91701 | 91701 | 35936 | 163045 | 163045 | 86547 |
| Largest Losing Trade | -47265 | -31697 | -47265 | -291405 | -73930 | -291405 |
| Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
| Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 9621 | 4821 | 4800 | 9621 | 4821 | 4800 |
| 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 | 121750 | 318579 | -244646 | -577442 | -84597 | -579149 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9633,
"evaluation_days": 1605.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1620993600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759708339015,
"expiration_time": 1763855856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.04187,
"nc": 0.993
}
},
"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": [
[
403891.1681398688,
313023.3386034002,
90867.8295364689,
-1404.5019608559,
365695.5240974697,
-367100.0260583255
],
[
403.891168,
313.023339,
90.86783,
-1.404502,
365.695524,
-367.100026
],
[
0.251567,
0.194969,
0.056598,
-0.000881,
0.095864,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147455,
-86783,
-178453,
-941997,
-270088,
-896708
],
[
1.193193,
1.307236,
1.084783,
0.999679,
1.181613,
0.844149
],
[
534,
267,
267,
534,
267,
267
],
[
278,
134,
144,
278,
134,
144
],
[
256,
133,
123,
256,
133,
123
],
[
52.059925,
50.187266,
53.932584,
52.059925,
50.187266,
53.932584
],
[
1.098768,
1.297481,
0.926586,
0.920567,
1.172795,
0.721044
],
[
91701,
91701,
35936,
163045,
163045,
86547
],
[
-47265,
-31697,
-47265,
-291405,
-73930,
-291405
],
[
18,
18,
17,
18,
18,
17
],
[
17,
18,
17,
17,
18,
17
],
[
18,
18,
18,
18,
18,
18
],
[
9621,
4821,
4800,
9621,
4821,
4800
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
121750,
318579,
-244646,
-577442,
-84597,
-579149
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9633,
"evaluation_days": 1605.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1620993600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759708339015,
"expiration_time": 1763855856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.04187,
"nc": 0.993
}
},
"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) |
|---|