| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1057816.1663 | -114702.762 | -943113.4043 | 1193523.75 | -411410.6734 | 1604934.4234 |
| Total P&L (%) | -1057.8162 | -114.7028 | -943.1134 | 1193.5238 | -411.4107 | 1604.9344 |
| Avg Daily Profit (%) | -0.657 | -0.0712 | -0.5858 | 0.1591 | 0 | 0.1763 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1133521 | -99021 | -1083625 | -915889 | -543678 | -870511 |
| Profit Factor | 0.3066 | 0.3526 | 0.3006 | 1.3689 | 0.5112 | 1.6705 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 41 | 16 | 25 | 29 | 12 | 17 |
| Losing Trades | 30 | 20 | 10 | 42 | 24 | 18 |
| Profitability (%) | 57.7465 | 44.4444 | 71.4286 | 40.8451 | 33.3333 | 48.5714 |
| Ratio Avg Win / Avg Loss | 0.2243 | 0.4408 | 0.1202 | 1.9826 | 1.0225 | 1.7688 |
| Largest Winning Trade | 72230 | 11858 | 72230 | 1951776 | 87388 | 1951776 |
| Largest Losing Trade | -579563 | -22722 | -579563 | -870511 | -163974 | -870511 |
| Avg Bars in Trades | 41 | 5 | 77 | 41 | 5 | 77 |
| Avg Bars in Winners | 41 | 4 | 65 | 48 | 5 | 77 |
| Avg Bars in Losers | 40 | 5 | 108 | 36 | 4 | 78 |
| Bars Traded | 2913 | 188 | 2725 | 2913 | 188 | 2725 |
| Profit Streak | 0 | 0 | 131.6731 | 0 | 0 | 131.6731 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -670773 | -582662 | -577441 | -85533 | -585317 | 396094 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3220,
"evaluation_days": 1610,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622462400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069356571,
"expiration_time": 1764227520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21345,
"nb": 0.32919,
"nc": 0.15749
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 153,
"offset": 0,
"std": 2.84501
}
}
} {
"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": [
[
-1057816.1662765057,
-114702.7619512648,
-943113.4043252408,
1193523.7500098108,
-411410.6733630679,
1604934.4233728785
],
[
-1057.816166,
-114.702762,
-943.113404,
1193.52375,
-411.410673,
1604.934423
],
[
-0.657029,
-0.071244,
-0.585785,
0.15913,
0,
0.176311
],
[
10,
10,
10,
10,
10,
10
],
[
-1133521,
-99021,
-1083625,
-915889,
-543678,
-870511
],
[
0.306604,
0.352647,
0.300554,
1.368916,
0.511226,
1.67054
],
[
71,
36,
35,
71,
36,
35
],
[
41,
16,
25,
29,
12,
17
],
[
30,
20,
10,
42,
24,
18
],
[
57.746479,
44.444444,
71.428571,
40.84507,
33.333333,
48.571429
],
[
0.224344,
0.440808,
0.120221,
1.982569,
1.022453,
1.768808
],
[
72230,
11858,
72230,
1951776,
87388,
1951776
],
[
-579563,
-22722,
-579563,
-870511,
-163974,
-870511
],
[
41,
5,
77,
41,
5,
77
],
[
41,
4,
65,
48,
5,
77
],
[
40,
5,
108,
36,
4,
78
],
[
2913,
188,
2725,
2913,
188,
2725
],
[
0,
0,
131.673108,
0,
0,
131.673108
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-670773,
-582662,
-577441,
-85533,
-585317,
396094
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3220,
"evaluation_days": 1610,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622462400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760069356571,
"expiration_time": 1764227520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21345,
"nb": 0.32919,
"nc": 0.15749
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 153,
"offset": 0,
"std": 2.84501
}
}
}
| # | 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) |
|---|