| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 777360.8512 | 681820.6032 | 95540.248 | 252189.1161 | 33963.2542 | 218225.8619 |
| Total P&L (%) | 777.3609 | 681.8206 | 95.5402 | 252.1891 | 33.9633 | 218.2259 |
| Avg Daily Profit (%) | 0.4846 | 0.4251 | 0.0596 | 0.0785 | 0.0182 | 0.0722 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143082 | -137088 | -43236 | -722321 | -615781 | -172353 |
| Profit Factor | 2.3903 | 2.9374 | 1.4611 | 1.1412 | 1.0269 | 1.4171 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
| Profitability (%) | 54.5455 | 42.4242 | 66.6667 | 54.5455 | 42.4242 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.9919 | 3.9865 | 0.7305 | 0.951 | 1.3936 | 0.7085 |
| Largest Winning Trade | 406759 | 406759 | 51652 | 504497 | 504497 | 247079 |
| Largest Losing Trade | -47212 | -47212 | -43236 | -259406 | -259406 | -151788 |
| Avg Bars in Trades | 69 | 83 | 56 | 69 | 83 | 56 |
| Avg Bars in Winners | 70 | 88 | 58 | 70 | 88 | 58 |
| Avg Bars in Losers | 69 | 80 | 51 | 69 | 80 | 51 |
| Bars Traded | 4612 | 2762 | 1850 | 4612 | 2762 | 1850 |
| Profit Streak | 0 | 0 | 160.9656 | 0 | 0 | 160.9656 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112886 | 453590 | -110884 | -282890 | -365169 | -94312 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4812,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1625932800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561827749,
"expiration_time": 1763693568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"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": [
[
777360.8512046543,
681820.6031753649,
95540.2480292893,
252189.1160511184,
33963.2541568157,
218225.8618943028
],
[
777.360851,
681.820603,
95.540248,
252.189116,
33.963254,
218.225862
],
[
0.484639,
0.425075,
0.059564,
0.078522,
0.018231,
0.072195
],
[
10,
10,
10,
10,
10,
10
],
[
-143082,
-137088,
-43236,
-722321,
-615781,
-172353
],
[
2.390275,
2.9374,
1.461066,
1.141204,
1.026896,
1.417074
],
[
66,
33,
33,
66,
33,
33
],
[
36,
14,
22,
36,
14,
22
],
[
30,
19,
11,
30,
19,
11
],
[
54.545455,
42.424242,
66.666667,
54.545455,
42.424242,
66.666667
],
[
1.991896,
3.986471,
0.730533,
0.951003,
1.393645,
0.708537
],
[
406759,
406759,
51652,
504497,
504497,
247079
],
[
-47212,
-47212,
-43236,
-259406,
-259406,
-151788
],
[
69,
83,
56,
69,
83,
56
],
[
70,
88,
58,
70,
88,
58
],
[
69,
80,
51,
69,
80,
51
],
[
4612,
2762,
1850,
4612,
2762,
1850
],
[
0,
0,
160.965599,
0,
0,
160.965599
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112886,
453590,
-110884,
-282890,
-365169,
-94312
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4812,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1625932800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759561827749,
"expiration_time": 1763693568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"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) |
|---|