| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 788001.263 | 686964.7138 | 101036.5493 | 210221.3939 | 329323.7696 | -119102.3757 |
| Total P&L (%) | 788.0013 | 686.9647 | 101.0365 | 210.2214 | 329.3238 | -119.1024 |
| Avg Daily Profit (%) | 0.4925 | 0.4294 | 0.0631 | 0.0708 | 0.0911 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160671 | -123370 | -64567 | -1697187 | -1261330 | -695602 |
| Profit Factor | 1.9432 | 2.3341 | 1.3152 | 1.048 | 1.1252 | 0.9318 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
| Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
| Profitability (%) | 48.3333 | 40 | 56.6667 | 48.3333 | 40 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.0772 | 3.5012 | 1.0057 | 1.1203 | 1.6878 | 0.7126 |
| Largest Winning Trade | 406217 | 406217 | 41099 | 1223505 | 1223505 | 315092 |
| Largest Losing Trade | -53417 | -37997 | -53417 | -671302 | -426825 | -671302 |
| Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
| Avg Bars in Winners | 47 | 61 | 37 | 47 | 61 | 37 |
| Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
| Bars Traded | 4669 | 2679 | 1989 | 4669 | 2679 | 1989 |
| 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 | 500350 | -158903 | -276748 | -266455 | -326352 | -749094 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623945600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759215440496,
"expiration_time": 1763337600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 104,
"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": [
[
788001.263032922,
686964.7137742388,
101036.5492586831,
210221.3938828751,
329323.769612135,
-119102.3757292597
],
[
788.001263,
686.964714,
101.036549,
210.221394,
329.32377,
-119.102376
],
[
0.492501,
0.429353,
0.063148,
0.070782,
0.091107,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160671,
-123370,
-64567,
-1697187,
-1261330,
-695602
],
[
1.943168,
2.33413,
1.31518,
1.048029,
1.125219,
0.931825
],
[
120,
60,
60,
120,
60,
60
],
[
58,
24,
34,
58,
24,
34
],
[
62,
36,
26,
62,
36,
26
],
[
48.333333,
40,
56.666667,
48.333333,
40,
56.666667
],
[
2.07718,
3.501195,
1.005726,
1.120307,
1.687829,
0.712572
],
[
406217,
406217,
41099,
1223505,
1223505,
315092
],
[
-53417,
-37997,
-53417,
-671302,
-426825,
-671302
],
[
38,
44,
33,
38,
44,
33
],
[
47,
61,
37,
47,
61,
37
],
[
30,
33,
27,
30,
33,
27
],
[
4669,
2679,
1989,
4669,
2679,
1989
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
500350,
-158903,
-276748,
-266455,
-326352,
-749094
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623945600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759215440496,
"expiration_time": 1763337600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 104,
"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) |
|---|