| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 508005.5452 | 359219.1233 | 148786.4218 | 747412.0657 | 1061764.8825 | -314352.8168 |
| Total P&L (%) | 508.0055 | 359.2191 | 148.7864 | 747.4121 | 1061.7649 | -314.3528 |
| Avg Daily Profit (%) | 0.3153 | 0.223 | 0.0924 | 0.1327 | 0.1524 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -176733 | -99653 | -102282 | -1602544 | -764973 | -943408 |
| Profit Factor | 1.7856 | 2.1638 | 1.4402 | 1.2346 | 1.8044 | 0.8315 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 50.9091 | 47.2727 | 54.5455 | 50.9091 | 47.2727 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.7218 | 2.4134 | 1.2001 | 1.1905 | 2.0126 | 0.6929 |
| Largest Winning Trade | 171708 | 171708 | 52384 | 711169 | 711169 | 179569 |
| Largest Losing Trade | -45435 | -36533 | -45435 | -439880 | -283557 | -439880 |
| Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
| Avg Bars in Winners | 67 | 46 | 85 | 67 | 46 | 85 |
| Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
| Bars Traded | 6117 | 2392 | 3725 | 6117 | 2392 | 3725 |
| Profit Streak | 12.0953 | 0 | 28.5953 | 12.0953 | 0 | 28.5953 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 483913 | -169182 | -247181 | -14686 | -170062 | -759236 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6444,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624687200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760170634896,
"expiration_time": 1764338112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 36,
"offset": 0,
"std": 4.62933
}
}
} {
"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": [
[
508005.5451805969,
359219.1233329512,
148786.4218476454,
747412.0656863048,
1061764.8824882596,
-314352.8168019542
],
[
508.005545,
359.219123,
148.786422,
747.412066,
1061.764882,
-314.352817
],
[
0.315336,
0.222979,
0.092357,
0.13274,
0.152352,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-176733,
-99653,
-102282,
-1602544,
-764973,
-943408
],
[
1.785555,
2.163776,
1.440174,
1.234615,
1.804388,
0.831512
],
[
110,
55,
55,
110,
55,
55
],
[
56,
26,
30,
56,
26,
30
],
[
54,
29,
25,
54,
29,
25
],
[
50.909091,
47.272727,
54.545455,
50.909091,
47.272727,
54.545455
],
[
1.721785,
2.413443,
1.200145,
1.190522,
2.012586,
0.692927
],
[
171708,
171708,
52384,
711169,
711169,
179569
],
[
-45435,
-36533,
-45435,
-439880,
-283557,
-439880
],
[
55,
43,
67,
55,
43,
67
],
[
67,
46,
85,
67,
46,
85
],
[
43,
41,
46,
43,
41,
46
],
[
6117,
2392,
3725,
6117,
2392,
3725
],
[
12.095311,
0,
28.595311,
12.095311,
0,
28.595311
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483913,
-169182,
-247181,
-14686,
-170062,
-759236
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6444,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624687200000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760170634896,
"expiration_time": 1764338112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 36,
"offset": 0,
"std": 4.62933
}
}
}
| # | 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) |
|---|