| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 878853.3181 | 747030.329 | 131822.9891 | 636990.4708 | 156085.1599 | 480905.3109 |
| Total P&L (%) | 878.8533 | 747.0303 | 131.823 | 636.9905 | 156.0852 | 480.9053 |
| Avg Daily Profit (%) | 0.5486 | 0.4663 | 0.0823 | 0.1248 | 0.0587 | 0.1099 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122112 | -120172 | -64771 | -1382186 | -1258288 | -336224 |
| Profit Factor | 2.7472 | 3.1462 | 1.8509 | 1.2327 | 1.0775 | 1.6652 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Profitability (%) | 47.3684 | 37.931 | 57.1429 | 47.3684 | 37.931 | 57.1429 |
| Ratio Avg Win / Avg Loss | 3.0525 | 5.1483 | 1.3882 | 1.3697 | 1.7632 | 1.2489 |
| Largest Winning Trade | 466700 | 466700 | 55216 | 723360 | 723360 | 436058 |
| Largest Losing Trade | -64771 | -47046 | -64771 | -504387 | -504387 | -245307 |
| Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
| Avg Bars in Winners | 64 | 69 | 60 | 64 | 69 | 60 |
| Avg Bars in Losers | 44 | 54 | 30 | 44 | 54 | 30 |
| Bars Traded | 3075 | 1740 | 1335 | 3075 | 1740 | 1335 |
| Profit Streak | 0 | 0 | 171.0914 | 0 | 0 | 171.0914 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164263 | 416787 | -99463 | -206893 | -253431 | -63022 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3204,
"evaluation_days": 1602,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625313600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371096306,
"expiration_time": 1763515584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 1.49721
}
}
} {
"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": [
[
878853.3180553791,
747030.3289672933,
131822.9890880855,
636990.4708120226,
156085.1598621511,
480905.3109498717
],
[
878.853318,
747.030329,
131.822989,
636.990471,
156.08516,
480.905311
],
[
0.548598,
0.466311,
0.082287,
0.12476,
0.058715,
0.109887
],
[
10,
10,
10,
10,
10,
10
],
[
-122112,
-120172,
-64771,
-1382186,
-1258288,
-336224
],
[
2.74724,
3.146164,
1.85092,
1.232739,
1.077503,
1.66515
],
[
57,
29,
28,
57,
29,
28
],
[
27,
11,
16,
27,
11,
16
],
[
30,
18,
12,
30,
18,
12
],
[
47.368421,
37.931034,
57.142857,
47.368421,
37.931034,
57.142857
],
[
3.052489,
5.148268,
1.38819,
1.36971,
1.763187,
1.248862
],
[
466700,
466700,
55216,
723360,
723360,
436058
],
[
-64771,
-47046,
-64771,
-504387,
-504387,
-245307
],
[
53,
60,
47,
53,
60,
47
],
[
64,
69,
60,
64,
69,
60
],
[
44,
54,
30,
44,
54,
30
],
[
3075,
1740,
1335,
3075,
1740,
1335
],
[
0,
0,
171.091392,
0,
0,
171.091392
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164263,
416787,
-99463,
-206893,
-253431,
-63022
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3204,
"evaluation_days": 1602,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625313600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371096306,
"expiration_time": 1763515584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 1.49721
}
}
}
| # | 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) |
|---|