| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 542787.5795 | 506971.3081 | 35816.2714 | -13386.8354 | 16619.7741 | -30006.6095 |
| Total P&L (%) | 542.7876 | 506.9713 | 35.8163 | -13.3868 | 16.6198 | -30.0066 |
| Avg Daily Profit (%) | 0.3386 | 0.3163 | 0.0223 | -0.009 | 0.0096 | -0.0223 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155843 | -108256 | -109673 | -118052 | -92398 | -100128 |
| Profit Factor | 1.6289 | 2.1299 | 1.0864 | 0.9766 | 1.0584 | 0.8952 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 46.4286 | 41.0714 | 51.7857 | 46.4286 | 41.0714 | 51.7857 |
| Ratio Avg Win / Avg Loss | 1.8795 | 3.056 | 1.0115 | 1.1268 | 1.5185 | 0.8334 |
| Largest Winning Trade | 373778 | 373778 | 48842 | 47855 | 47855 | 34903 |
| Largest Losing Trade | -69078 | -50428 | -69078 | -57216 | -45790 | -57216 |
| Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
| Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
| Avg Bars in Losers | 29 | 37 | 19 | 29 | 37 | 19 |
| Bars Traded | 4660 | 2578 | 2082 | 4660 | 2578 | 2082 |
| Profit Streak | 45.5675 | 45.5675 | 53.9009 | 45.5675 | 45.5675 | 53.9009 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454840 | -169888 | -469898 | -578783 | -527331 | -759617 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4809,
"evaluation_days": 1603,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624982400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759469835312,
"expiration_time": 1763604576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 12,
"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": [
[
542787.5794779093,
506971.3081020655,
35816.2713758441,
-13386.8353805127,
16619.7741320512,
-30006.6095125639
],
[
542.787579,
506.971308,
35.816271,
-13.386835,
16.619774,
-30.00661
],
[
0.338607,
0.316264,
0.022343,
-0.008965,
0.009592,
-0.022254
],
[
10,
10,
10,
10,
10,
10
],
[
-155843,
-108256,
-109673,
-118052,
-92398,
-100128
],
[
1.628916,
2.129929,
1.086434,
0.976551,
1.058377,
0.895154
],
[
112,
56,
56,
112,
56,
56
],
[
52,
23,
29,
52,
23,
29
],
[
60,
33,
27,
60,
33,
27
],
[
46.428571,
41.071429,
51.785714,
46.428571,
41.071429,
51.785714
],
[
1.879519,
3.055985,
1.011508,
1.12679,
1.518541,
0.833419
],
[
373778,
373778,
48842,
47855,
47855,
34903
],
[
-69078,
-50428,
-69078,
-57216,
-45790,
-57216
],
[
41,
46,
37,
41,
46,
37
],
[
55,
57,
53,
55,
57,
53
],
[
29,
37,
19,
29,
37,
19
],
[
4660,
2578,
2082,
4660,
2578,
2082
],
[
45.567538,
45.567538,
53.900872,
45.567538,
45.567538,
53.900872
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454840,
-169888,
-469898,
-578783,
-527331,
-759617
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4809,
"evaluation_days": 1603,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1624982400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759469835312,
"expiration_time": 1763604576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 12,
"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) |
|---|