| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 661989.3069 | 580898.7541 | 81090.5528 | 61074.0657 | -29654.6114 | 90728.6771 |
| Total P&L (%) | 661.9893 | 580.8988 | 81.0906 | 61.0741 | -29.6546 | 90.7287 |
| Avg Daily Profit (%) | 0.4136 | 0.3629 | 0.0507 | 0.0298 | -0.022 | 0.0404 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132182 | -97131 | -95067 | -268807 | -203463 | -197084 |
| Profit Factor | 1.7291 | 2.1234 | 1.2075 | 1.0509 | 0.9587 | 1.1884 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
| Profitability (%) | 41.8803 | 30.5085 | 53.4483 | 41.8803 | 30.5085 | 53.4483 |
| Ratio Avg Win / Avg Loss | 2.3996 | 4.8367 | 1.0517 | 1.4584 | 2.1837 | 1.035 |
| Largest Winning Trade | 349691 | 349691 | 41585 | 135577 | 135577 | 88506 |
| Largest Losing Trade | -66997 | -51382 | -66997 | -147881 | -147881 | -119580 |
| Avg Bars in Trades | 80 | 90 | 70 | 80 | 90 | 70 |
| Avg Bars in Winners | 116 | 147 | 99 | 116 | 147 | 99 |
| Avg Bars in Losers | 53 | 65 | 36 | 53 | 65 | 36 |
| Bars Traded | 9385 | 5324 | 4061 | 9385 | 5324 | 4061 |
| Profit Streak | 46.4169 | 46.4169 | 52.4169 | 46.4169 | 46.4169 | 52.4169 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406160 | -170511 | -304778 | -320083 | -761980 | -331358 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9603,
"evaluation_days": 1600.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622736000000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759269623138,
"expiration_time": 1763410896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 24,
"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": [
[
661989.3068812453,
580898.7540604225,
81090.5528208229,
61074.0656898001,
-29654.611439129,
90728.677128929
],
[
661.989307,
580.898754,
81.090553,
61.074066,
-29.654611,
90.728677
],
[
0.413614,
0.362948,
0.050666,
0.029789,
-0.021975,
0.040351
],
[
10,
10,
10,
10,
10,
10
],
[
-132182,
-97131,
-95067,
-268807,
-203463,
-197084
],
[
1.729114,
2.12344,
1.207464,
1.050896,
0.958718,
1.188381
],
[
117,
59,
58,
117,
59,
58
],
[
49,
18,
31,
49,
18,
31
],
[
68,
41,
27,
68,
41,
27
],
[
41.880342,
30.508475,
53.448276,
41.880342,
30.508475,
53.448276
],
[
2.399587,
4.836725,
1.051663,
1.458387,
2.183747,
1.035042
],
[
349691,
349691,
41585,
135577,
135577,
88506
],
[
-66997,
-51382,
-66997,
-147881,
-147881,
-119580
],
[
80,
90,
70,
80,
90,
70
],
[
116,
147,
99,
116,
147,
99
],
[
53,
65,
36,
53,
65,
36
],
[
9385,
5324,
4061,
9385,
5324,
4061
],
[
46.416934,
46.416934,
52.416934,
46.416934,
46.416934,
52.416934
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406160,
-170511,
-304778,
-320083,
-761980,
-331358
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9603,
"evaluation_days": 1600.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622736000000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759269623138,
"expiration_time": 1763410896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 24,
"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) |
|---|