| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367252.5512 | 266299.6839 | 100952.8672 | 730844.5758 | 342909.2351 | 387935.3407 |
| Total P&L (%) | 367.2526 | 266.2997 | 100.9529 | 730.8446 | 342.9092 | 387.9353 |
| Avg Daily Profit (%) | 0.3526 | 0.2556 | 0.0969 | 0.2035 | 0.143 | 0.1523 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95263 | -88706 | -73166 | -369148 | -232825 | -161703 |
| Profit Factor | 1.5517 | 1.8141 | 1.2982 | 1.3677 | 1.3504 | 1.3845 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
| Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
| Profitability (%) | 42.6087 | 41.7391 | 43.4783 | 42.6087 | 41.7391 | 43.4783 |
| Ratio Avg Win / Avg Loss | 2.0901 | 2.5322 | 1.6877 | 1.8422 | 1.8849 | 1.7998 |
| Largest Winning Trade | 83849 | 83849 | 34666 | 282149 | 282149 | 125076 |
| Largest Losing Trade | -18826 | -17681 | -18826 | -130718 | -102585 | -130718 |
| Avg Bars in Trades | 105 | 99 | 110 | 105 | 99 | 110 |
| Avg Bars in Winners | 158 | 142 | 172 | 158 | 142 | 172 |
| Avg Bars in Losers | 65 | 68 | 63 | 65 | 68 | 63 |
| Bars Traded | 24186 | 11424 | 12762 | 24186 | 11424 | 12762 |
| 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 | 359555 | 290777 | -65188 | 288187 | -4140 | 221031 |
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669960800000,
"first_datapoint_time": 1670713200000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759962223155,
"expiration_time": 1766440800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 210,
"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": [
[
367252.5511554857,
266299.6839451516,
100952.8672103343,
730844.5757554305,
342909.2350957686,
387935.3406596621
],
[
367.252551,
266.299684,
100.952867,
730.844576,
342.909235,
387.935341
],
[
0.352561,
0.255647,
0.096914,
0.203464,
0.142968,
0.152277
],
[
10,
10,
10,
10,
10,
10
],
[
-95263,
-88706,
-73166,
-369148,
-232825,
-161703
],
[
1.551739,
1.814088,
1.298224,
1.367686,
1.350373,
1.384478
],
[
230,
115,
115,
230,
115,
115
],
[
98,
48,
50,
98,
48,
50
],
[
132,
67,
65,
132,
67,
65
],
[
42.608696,
41.73913,
43.478261,
42.608696,
41.73913,
43.478261
],
[
2.090097,
2.532164,
1.687692,
1.842189,
1.884896,
1.799822
],
[
83849,
83849,
34666,
282149,
282149,
125076
],
[
-18826,
-17681,
-18826,
-130718,
-102585,
-130718
],
[
105,
99,
110,
105,
99,
110
],
[
158,
142,
172,
158,
142,
172
],
[
65,
68,
63,
65,
68,
63
],
[
24186,
11424,
12762,
24186,
11424,
12762
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359555,
290777,
-65188,
288187,
-4140,
221031
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669960800000,
"first_datapoint_time": 1670713200000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759962223155,
"expiration_time": 1766440800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 210,
"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) |
|---|