| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438898.2479 | 367211.1598 | 71687.0881 | 197981.751 | 169915.4549 | 28066.2961 |
| Total P&L (%) | 438.8982 | 367.2112 | 71.6871 | 197.9818 | 169.9155 | 28.0663 |
| Avg Daily Profit (%) | 0.4213 | 0.3525 | 0.0688 | 0.1049 | 0.0954 | 0.0238 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94456 | -86818 | -76822 | -338460 | -230959 | -169962 |
| Profit Factor | 1.8233 | 2.3282 | 1.2793 | 1.1679 | 1.3052 | 1.0451 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
| Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
| Profitability (%) | 40.4494 | 27.2727 | 53.3333 | 40.4494 | 27.2727 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.6843 | 6.2085 | 1.1194 | 1.7194 | 3.4806 | 0.9145 |
| Largest Winning Trade | 343672 | 343672 | 32745 | 257079 | 257079 | 100522 |
| Largest Losing Trade | -40026 | -24409 | -40026 | -154470 | -55234 | -154470 |
| Avg Bars in Trades | 276 | 285 | 268 | 276 | 285 | 268 |
| Avg Bars in Winners | 400 | 474 | 362 | 400 | 474 | 362 |
| Avg Bars in Losers | 192 | 213 | 160 | 192 | 213 | 160 |
| Bars Traded | 24627 | 12543 | 12084 | 24627 | 12543 | 12084 |
| Profit Streak | 49.844 | 49.844 | 58.4274 | 49.844 | 49.844 | 58.4274 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392840 | -5816 | -99613 | -89737 | -83598 | -335531 |
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669788000000,
"first_datapoint_time": 1670493600000,
"last_datapoint_time": 1759788000000,
"evaluation_time": 1759792525142,
"expiration_time": 1766268000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 197,
"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": [
[
438898.2478686946,
367211.1597944204,
71687.0880742739,
197981.7510403719,
169915.4549222659,
28066.2961181063
],
[
438.898248,
367.21116,
71.687088,
197.981751,
169.915455,
28.066296
],
[
0.421341,
0.352522,
0.068819,
0.104873,
0.095367,
0.023751
],
[
10,
10,
10,
10,
10,
10
],
[
-94456,
-86818,
-76822,
-338460,
-230959,
-169962
],
[
1.823267,
2.328184,
1.279328,
1.167922,
1.305239,
1.045097
],
[
89,
44,
45,
89,
44,
45
],
[
36,
12,
24,
36,
12,
24
],
[
53,
32,
21,
53,
32,
21
],
[
40.449438,
27.272727,
53.333333,
40.449438,
27.272727,
53.333333
],
[
2.684255,
6.208492,
1.119412,
1.71944,
3.480637,
0.91446
],
[
343672,
343672,
32745,
257079,
257079,
100522
],
[
-40026,
-24409,
-40026,
-154470,
-55234,
-154470
],
[
276,
285,
268,
276,
285,
268
],
[
400,
474,
362,
400,
474,
362
],
[
192,
213,
160,
192,
213,
160
],
[
24627,
12543,
12084,
24627,
12543,
12084
],
[
49.844041,
49.844041,
58.427374,
49.844041,
49.844041,
58.427374
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392840,
-5816,
-99613,
-89737,
-83598,
-335531
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669788000000,
"first_datapoint_time": 1670493600000,
"last_datapoint_time": 1759788000000,
"evaluation_time": 1759792525142,
"expiration_time": 1766268000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 197,
"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) |
|---|