| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 785607.4574 | 594147.2114 | 191460.2459 | 2468992.1305 | 583354.4739 | 1885637.6566 |
| Total P&L (%) | 785.6075 | 594.1472 | 191.4602 | 2468.9921 | 583.3545 | 1885.6377 |
| Avg Daily Profit (%) | 0.4905 | 0.3709 | 0.1195 | 0.2029 | 0.1201 | 0.1868 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93351 | -80923 | -65843 | -3346533 | -3577984 | -1657381 |
| Profit Factor | 2.7261 | 3.3377 | 1.9526 | 1.2632 | 1.1001 | 1.5307 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
| Profitability (%) | 50.7246 | 42.8571 | 58.8235 | 50.7246 | 42.8571 | 58.8235 |
| Ratio Avg Win / Avg Loss | 2.6482 | 4.4503 | 1.3668 | 1.2272 | 1.4668 | 1.0715 |
| Largest Winning Trade | 349137 | 349137 | 65209 | 3000947 | 3000947 | 1473912 |
| Largest Losing Trade | -35256 | -28828 | -35256 | -1228098 | -1228098 | -801165 |
| Avg Bars in Trades | 90 | 72 | 108 | 90 | 72 | 108 |
| Avg Bars in Winners | 129 | 108 | 145 | 129 | 108 | 145 |
| Avg Bars in Losers | 50 | 46 | 55 | 50 | 46 | 55 |
| Bars Traded | 6246 | 2548 | 3698 | 6246 | 2548 | 3698 |
| 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 | -90184 | 471350 | -29706 | -97984 | -145480 | 379602 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6407,
"evaluation_days": 1601.75,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622872800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375391080,
"expiration_time": 1763514936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 88,
"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": [
[
785607.4573731894,
594147.2114425906,
191460.245930599,
2468992.130469904,
583354.4738701851,
1885637.6565997205
],
[
785.607457,
594.147211,
191.460246,
2468.99213,
583.354474,
1885.637657
],
[
0.490468,
0.370936,
0.119532,
0.202865,
0.120056,
0.186753
],
[
10,
10,
10,
10,
10,
10
],
[
-93351,
-80923,
-65843,
-3346533,
-3577984,
-1657381
],
[
2.726099,
3.337726,
1.952639,
1.263247,
1.100136,
1.530659
],
[
69,
35,
34,
69,
35,
34
],
[
35,
15,
20,
35,
15,
20
],
[
34,
20,
14,
34,
20,
14
],
[
50.724638,
42.857143,
58.823529,
50.724638,
42.857143,
58.823529
],
[
2.64821,
4.450302,
1.366848,
1.227154,
1.466848,
1.071461
],
[
349137,
349137,
65209,
3000947,
3000947,
1473912
],
[
-35256,
-28828,
-35256,
-1228098,
-1228098,
-801165
],
[
90,
72,
108,
90,
72,
108
],
[
129,
108,
145,
129,
108,
145
],
[
50,
46,
55,
50,
46,
55
],
[
6246,
2548,
3698,
6246,
2548,
3698
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-90184,
471350,
-29706,
-97984,
-145480,
379602
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6407,
"evaluation_days": 1601.75,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622872800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375391080,
"expiration_time": 1763514936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 88,
"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) |
|---|