| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 908311.3504 | 752189.0769 | 156122.2734 | 2217477.6585 | 242512.7447 | 1974964.9137 |
| Total P&L (%) | 908.3114 | 752.1891 | 156.1223 | 2217.4777 | 242.5127 | 1974.9649 |
| Avg Daily Profit (%) | 0.5645 | 0.4675 | 0.097 | 0.1955 | 0.0765 | 0.1887 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77647 | -90250 | -74415 | -1508762 | -1769140 | -635745 |
| Profit Factor | 2.8564 | 3.654 | 1.7584 | 1.3618 | 1.059 | 1.9792 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Profitability (%) | 50.8197 | 41.9355 | 60 | 50.8197 | 41.9355 | 60 |
| Ratio Avg Win / Avg Loss | 2.7643 | 5.0593 | 1.1723 | 1.3179 | 1.4663 | 1.3195 |
| Largest Winning Trade | 532724 | 532724 | 63650 | 842968 | 842968 | 771886 |
| Largest Losing Trade | -42614 | -42614 | -32936 | -1033112 | -1033112 | -460250 |
| Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
| Avg Bars in Winners | 93 | 97 | 91 | 93 | 97 | 91 |
| Avg Bars in Losers | 57 | 72 | 34 | 57 | 72 | 34 |
| Bars Traded | 4623 | 2563 | 2060 | 4623 | 2563 | 2060 |
| Profit Streak | 0 | 0 | 164.6967 | 0 | 0 | 164.6967 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149287 | 502404 | -58606 | -157432 | -249569 | 474923 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4827,
"evaluation_days": 1609,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1625961600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759999391879,
"expiration_time": 1764138528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 203,
"offset": 0,
"std": 1.17298
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 174,
"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": [
[
908311.3503613957,
752189.0769134436,
156122.2734479521,
2217477.6584815015,
242512.7447477184,
1974964.9137337832
],
[
908.31135,
752.189077,
156.122273,
2217.477658,
242.512745,
1974.964914
],
[
0.564519,
0.467489,
0.097031,
0.195534,
0.076545,
0.188651
],
[
10,
10,
10,
10,
10,
10
],
[
-77647,
-90250,
-74415,
-1508762,
-1769140,
-635745
],
[
2.856437,
3.653953,
1.758411,
1.361831,
1.058982,
1.97923
],
[
61,
31,
30,
61,
31,
30
],
[
31,
13,
18,
31,
13,
18
],
[
30,
18,
12,
30,
18,
12
],
[
50.819672,
41.935484,
60,
50.819672,
41.935484,
60
],
[
2.764294,
5.059319,
1.172274,
1.317901,
1.466283,
1.319487
],
[
532724,
532724,
63650,
842968,
842968,
771886
],
[
-42614,
-42614,
-32936,
-1033112,
-1033112,
-460250
],
[
75,
82,
68,
75,
82,
68
],
[
93,
97,
91,
93,
97,
91
],
[
57,
72,
34,
57,
72,
34
],
[
4623,
2563,
2060,
4623,
2563,
2060
],
[
0,
0,
164.696665,
0,
0,
164.696665
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149287,
502404,
-58606,
-157432,
-249569,
474923
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4827,
"evaluation_days": 1609,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1625961600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759999391879,
"expiration_time": 1764138528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 203,
"offset": 0,
"std": 1.17298
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 174,
"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) |
|---|