| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 595607.4445 | 494355.2665 | 101252.178 | 76982.8081 | 9214.4468 | 67768.3613 |
| Total P&L (%) | 595.6074 | 494.3553 | 101.2522 | 76.9828 | 9.2144 | 67.7684 |
| Avg Daily Profit (%) | 0.3711 | 0.308 | 0.0631 | 0.0356 | 0.0055 | 0.0322 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126991 | -115802 | -90398 | -190062 | -187009 | -121057 |
| Profit Factor | 1.7818 | 2.1976 | 1.2901 | 1.0881 | 1.0188 | 1.1763 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 44.1176 | 33.3333 | 54.902 | 44.1176 | 33.3333 | 54.902 |
| Ratio Avg Win / Avg Loss | 2.257 | 4.3952 | 1.0597 | 1.3782 | 2.0376 | 0.9662 |
| Largest Winning Trade | 360736 | 360736 | 42100 | 89562 | 89562 | 78492 |
| Largest Losing Trade | -71147 | -45420 | -71147 | -111341 | -94563 | -111341 |
| Avg Bars in Trades | 61 | 71 | 52 | 61 | 71 | 52 |
| Avg Bars in Winners | 86 | 111 | 72 | 86 | 111 | 72 |
| Avg Bars in Losers | 41 | 51 | 27 | 41 | 51 | 27 |
| Bars Traded | 6299 | 3645 | 2654 | 6299 | 3645 | 2654 |
| Profit Streak | 51.1176 | 51.1176 | 56.3676 | 51.1176 | 51.1176 | 56.3676 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 441964 | -173246 | -287108 | -269634 | -735954 | -356681 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6420,
"evaluation_days": 1605,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622764800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759654160522,
"expiration_time": 1763804160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 21,
"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": [
[
595607.4445246408,
494355.266497686,
101252.1780269547,
76982.8081033783,
9214.4468326118,
67768.3612707666
],
[
595.607445,
494.355266,
101.252178,
76.982808,
9.214447,
67.768361
],
[
0.371095,
0.30801,
0.063085,
0.035575,
0.005492,
0.032243
],
[
10,
10,
10,
10,
10,
10
],
[
-126991,
-115802,
-90398,
-190062,
-187009,
-121057
],
[
1.781846,
2.197606,
1.290112,
1.088062,
1.018814,
1.176287
],
[
102,
51,
51,
102,
51,
51
],
[
45,
17,
28,
45,
17,
28
],
[
57,
34,
23,
57,
34,
23
],
[
44.117647,
33.333333,
54.901961,
44.117647,
33.333333,
54.901961
],
[
2.257004,
4.395212,
1.059735,
1.378212,
2.037628,
0.966235
],
[
360736,
360736,
42100,
89562,
89562,
78492
],
[
-71147,
-45420,
-71147,
-111341,
-94563,
-111341
],
[
61,
71,
52,
61,
71,
52
],
[
86,
111,
72,
86,
111,
72
],
[
41,
51,
27,
41,
51,
27
],
[
6299,
3645,
2654,
6299,
3645,
2654
],
[
51.117599,
51.117599,
56.367599,
51.117599,
51.117599,
56.367599
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441964,
-173246,
-287108,
-269634,
-735954,
-356681
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6420,
"evaluation_days": 1605,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622764800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759654160522,
"expiration_time": 1763804160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 21,
"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) |
|---|