| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 776009.4058 | 690338.298 | 85671.1078 | 385614.4611 | 168396.7536 | 217217.7075 |
| Total P&L (%) | 776.0094 | 690.3383 | 85.6711 | 385.6145 | 168.3968 | 217.2177 |
| Avg Daily Profit (%) | 0.4818 | 0.4286 | 0.0532 | 0.0982 | 0.0613 | 0.0717 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173800 | -148813 | -91313 | -2630467 | -2347745 | -1203559 |
| Profit Factor | 1.9509 | 2.3528 | 1.2802 | 1.0428 | 1.0302 | 1.0632 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
| Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
| Profitability (%) | 39.1061 | 31.1111 | 47.191 | 39.1061 | 31.1111 | 47.191 |
| Ratio Avg Win / Avg Loss | 3.0379 | 5.2097 | 1.4326 | 1.6238 | 2.2812 | 1.1898 |
| Largest Winning Trade | 451781 | 451781 | 57321 | 1704173 | 1704173 | 719192 |
| Largest Losing Trade | -34011 | -34011 | -29074 | -612698 | -442656 | -612698 |
| Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
| Avg Bars in Winners | 28 | 35 | 24 | 28 | 35 | 24 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 3027 | 1545 | 1481 | 3027 | 1545 | 1481 |
| Profit Streak | 32.6027 | 46.1027 | 0 | 32.6027 | 46.1027 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420179 | 275360 | -123047 | -236718 | -304033 | -249333 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3221,
"evaluation_days": 1610.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625270400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106474010,
"expiration_time": 1764272016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.56482,
"nc": 0.1
}
}
} {
"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": [
[
776009.405823123,
690338.298007378,
85671.1078157449,
385614.4610574712,
168396.7535633147,
217217.7074941571
],
[
776.009406,
690.338298,
85.671108,
385.614461,
168.396754,
217.217707
],
[
0.481844,
0.428648,
0.053195,
0.09817,
0.061322,
0.071706
],
[
10,
10,
10,
10,
10,
10
],
[
-173800,
-148813,
-91313,
-2630467,
-2347745,
-1203559
],
[
1.950916,
2.352767,
1.2802,
1.04281,
1.030228,
1.063203
],
[
179,
90,
89,
179,
90,
89
],
[
70,
28,
42,
70,
28,
42
],
[
109,
62,
47,
109,
62,
47
],
[
39.106145,
31.111111,
47.191011,
39.106145,
31.111111,
47.191011
],
[
3.037855,
5.209699,
1.432605,
1.623804,
2.28122,
1.189775
],
[
451781,
451781,
57321,
1704173,
1704173,
719192
],
[
-34011,
-34011,
-29074,
-612698,
-442656,
-612698
],
[
16,
17,
16,
16,
17,
16
],
[
28,
35,
24,
28,
35,
24
],
[
9,
9,
9,
9,
9,
9
],
[
3027,
1545,
1481,
3027,
1545,
1481
],
[
32.602708,
46.102708,
0,
32.602708,
46.102708,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420179,
275360,
-123047,
-236718,
-304033,
-249333
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3221,
"evaluation_days": 1610.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625270400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106474010,
"expiration_time": 1764272016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.56482,
"nc": 0.1
}
}
}
| # | 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) |
|---|