| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 604262.0952 | 609680.7827 | -5418.6876 | -55491.1791 | 81349.8303 | -136841.0094 |
| Total P&L (%) | 604.2621 | 609.6808 | -5.4187 | -55.4912 | 81.3498 | -136.841 |
| Avg Daily Profit (%) | 0.3767 | 0.3801 | -0.0034 | -0.0505 | 0.0371 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172133 | -134383 | -164592 | -316660 | -199839 | -268872 |
| Profit Factor | 1.5593 | 2.0512 | 0.9892 | 0.9528 | 1.1412 | 0.7718 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
| Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
| Profitability (%) | 35.1955 | 26.9663 | 43.3333 | 35.1955 | 26.9663 | 43.3333 |
| Ratio Avg Win / Avg Loss | 2.8711 | 5.5553 | 1.2935 | 1.7544 | 3.0908 | 1.0092 |
| Largest Winning Trade | 524150 | 524150 | 57153 | 258785 | 258785 | 95819 |
| Largest Losing Trade | -39030 | -33630 | -39030 | -96452 | -77690 | -96452 |
| Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
| Avg Bars in Winners | 199 | 200 | 198 | 199 | 200 | 198 |
| Avg Bars in Losers | 54 | 60 | 47 | 54 | 60 | 47 |
| Bars Traded | 18892 | 8753 | 10139 | 18892 | 8753 | 10139 |
| Profit Streak | 47.4475 | 47.4475 | 56.0308 | 47.4475 | 47.4475 | 56.0308 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321330 | -7428 | -581036 | -581402 | -228309 | -581036 |
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19248,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622642400000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589060298,
"expiration_time": 1764575481600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 35,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
604262.0951651306,
609680.7827388423,
-5418.6875737117,
-55491.1790983899,
81349.8302536618,
-136841.0093520515
],
[
604.262095,
609.680783,
-5.418688,
-55.491179,
81.34983,
-136.841009
],
[
0.376722,
0.3801,
-0.003378,
-0.050454,
0.037118,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172133,
-134383,
-164592,
-316660,
-199839,
-268872
],
[
1.559328,
2.051172,
0.98917,
0.952801,
1.141207,
0.771772
],
[
179,
89,
90,
179,
89,
90
],
[
63,
24,
39,
63,
24,
39
],
[
116,
65,
51,
116,
65,
51
],
[
35.195531,
26.966292,
43.333333,
35.195531,
26.966292,
43.333333
],
[
2.871144,
5.555258,
1.29353,
1.754364,
3.090769,
1.00924
],
[
524150,
524150,
57153,
258785,
258785,
95819
],
[
-39030,
-33630,
-39030,
-96452,
-77690,
-96452
],
[
105,
98,
112,
105,
98,
112
],
[
199,
200,
198,
199,
200,
198
],
[
54,
60,
47,
54,
60,
47
],
[
18892,
8753,
10139,
18892,
8753,
10139
],
[
47.447457,
47.447457,
56.03079,
47.447457,
47.447457,
56.03079
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321330,
-7428,
-581036,
-581402,
-228309,
-581036
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19248,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622642400000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589060298,
"expiration_time": 1764575481600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 35,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|