| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706958.7893 | 572403.314 | 134555.4753 | 898054.66 | 615598.1447 | 282456.5152 |
| Total P&L (%) | 706.9588 | 572.4033 | 134.5555 | 898.0547 | 615.5981 | 282.4565 |
| Avg Daily Profit (%) | 0.4412 | 0.3572 | 0.084 | 0.1437 | 0.1229 | 0.0837 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109640 | -73608 | -54149 | -638288 | -839857 | -438938 |
| Profit Factor | 2.2843 | 2.7696 | 1.5928 | 1.2474 | 1.2849 | 1.1922 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 34.8315 | 26.6667 | 43.1818 | 34.8315 | 26.6667 | 43.1818 |
| Ratio Avg Win / Avg Loss | 4.2739 | 7.6163 | 2.0958 | 2.3338 | 3.5334 | 1.5687 |
| Largest Winning Trade | 336873 | 336873 | 70130 | 1020145 | 1020145 | 432749 |
| Largest Losing Trade | -21854 | -20301 | -21854 | -266854 | -266854 | -263178 |
| Avg Bars in Trades | 34 | 28 | 41 | 34 | 28 | 41 |
| Avg Bars in Winners | 73 | 68 | 77 | 73 | 68 | 77 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 3112 | 1280 | 1831 | 3112 | 1280 | 1831 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316314 | -7458 | -80460 | -5619 | -49572 | -91737 |
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3205,
"evaluation_days": 1602.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623499200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759420930837,
"expiration_time": 1763560080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 51,
"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": [
[
706958.789275927,
572403.3139625235,
134555.4753134038,
898054.6599845659,
615598.144745125,
282456.5152394416
],
[
706.958789,
572.403314,
134.555475,
898.05466,
615.598145,
282.456515
],
[
0.44116,
0.357194,
0.083966,
0.143669,
0.12288,
0.083745
],
[
10,
10,
10,
10,
10,
10
],
[
-109640,
-73608,
-54149,
-638288,
-839857,
-438938
],
[
2.284299,
2.769577,
1.592772,
1.24736,
1.284874,
1.192198
],
[
89,
45,
44,
89,
45,
44
],
[
31,
12,
19,
31,
12,
19
],
[
58,
33,
25,
58,
33,
25
],
[
34.831461,
26.666667,
43.181818,
34.831461,
26.666667,
43.181818
],
[
4.27385,
7.616338,
2.095752,
2.33377,
3.533404,
1.568681
],
[
336873,
336873,
70130,
1020145,
1020145,
432749
],
[
-21854,
-20301,
-21854,
-266854,
-266854,
-263178
],
[
34,
28,
41,
34,
28,
41
],
[
73,
68,
77,
73,
68,
77
],
[
14,
14,
14,
14,
14,
14
],
[
3112,
1280,
1831,
3112,
1280,
1831
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316314,
-7458,
-80460,
-5619,
-49572,
-91737
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3205,
"evaluation_days": 1602.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623499200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759420930837,
"expiration_time": 1763560080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 51,
"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) |
|---|