| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 471190.7723 | 350307.5577 | 120883.2146 | -3314.063 | 5072.9296 | -8386.9926 |
| Total P&L (%) | 471.1908 | 350.3076 | 120.8832 | -3.3141 | 5.0729 | -8.387 |
| Avg Daily Profit (%) | 0.2935 | 0.2182 | 0.0753 | -0.0021 | 0.0031 | -0.0055 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116795 | -99755 | -92275 | -168576 | -136203 | -55919 |
| Profit Factor | 1.8147 | 2.2883 | 1.3944 | 0.9934 | 1.021 | 0.9681 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 52.7473 | 48.8889 | 56.5217 | 52.7473 | 48.8889 | 56.5217 |
| Ratio Avg Win / Avg Loss | 1.6256 | 2.3924 | 1.0726 | 0.8899 | 1.0674 | 0.7447 |
| Largest Winning Trade | 389689 | 389689 | 49672 | 110940 | 110940 | 51438 |
| Largest Losing Trade | -85309 | -36820 | -85309 | -85309 | -42157 | -85309 |
| Avg Bars in Trades | 49 | 34 | 64 | 49 | 34 | 64 |
| Avg Bars in Winners | 70 | 47 | 89 | 70 | 47 | 89 |
| Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
| Bars Traded | 4493 | 1544 | 2948 | 4493 | 1544 | 2948 |
| Profit Streak | 49.3267 | 49.3267 | 81.9934 | 49.3267 | 49.3267 | 81.9934 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 499634 | 443908 | -89458 | -578762 | -551681 | -578492 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4816,
"evaluation_days": 1605.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1627430400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679427082,
"expiration_time": 1763812224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 225,
"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": [
[
471190.7723317951,
350307.5577298627,
120883.2146019325,
-3314.0630159815,
5072.9296178725,
-8386.992633854
],
[
471.190772,
350.307558,
120.883215,
-3.314063,
5.07293,
-8.386993
],
[
0.293516,
0.218215,
0.075301,
-0.002099,
0.003083,
-0.005456
],
[
10,
10,
10,
10,
10,
10
],
[
-116795,
-99755,
-92275,
-168576,
-136203,
-55919
],
[
1.814665,
2.288346,
1.394423,
0.993425,
1.02102,
0.968077
],
[
91,
45,
46,
91,
45,
46
],
[
48,
22,
26,
48,
22,
26
],
[
43,
23,
20,
43,
23,
20
],
[
52.747253,
48.888889,
56.521739,
52.747253,
48.888889,
56.521739
],
[
1.625637,
2.392362,
1.072633,
0.889944,
1.06743,
0.744675
],
[
389689,
389689,
49672,
110940,
110940,
51438
],
[
-85309,
-36820,
-85309,
-85309,
-42157,
-85309
],
[
49,
34,
64,
49,
34,
64
],
[
70,
47,
89,
70,
47,
89
],
[
26,
21,
31,
26,
21,
31
],
[
4493,
1544,
2948,
4493,
1544,
2948
],
[
49.326702,
49.326702,
81.993369,
49.326702,
49.326702,
81.993369
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
499634,
443908,
-89458,
-578762,
-551681,
-578492
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4816,
"evaluation_days": 1605.33,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1627430400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679427082,
"expiration_time": 1763812224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 225,
"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) |
|---|