| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 130664.1135 | 245928.4551 | -115264.3417 | -93774.1839 | 128609.75 | -222383.9339 |
| Total P&L (%) | 130.6641 | 245.9285 | -115.2643 | -93.7742 | 128.6098 | -222.3839 |
| Avg Daily Profit (%) | 0.0813 | 0.153 | -0.0717 | -0.1726 | 0.0514 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -208580 | -144560 | -185883 | -470671 | -328437 | -226202 |
| Profit Factor | 1.1689 | 1.6746 | 0.7182 | 0.889 | 1.3038 | 0.4721 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 43.0108 | 44.6809 | 41.3043 | 43.0108 | 44.6809 | 41.3043 |
| Ratio Avg Win / Avg Loss | 1.5488 | 2.0733 | 1.0206 | 1.1779 | 1.6143 | 0.6708 |
| Largest Winning Trade | 314473 | 314473 | 66100 | 274911 | 274911 | 43148 |
| Largest Losing Trade | -61354 | -44793 | -61354 | -203855 | -203855 | -107859 |
| Avg Bars in Trades | 99 | 82 | 116 | 99 | 82 | 116 |
| Avg Bars in Winners | 118 | 80 | 160 | 118 | 80 | 160 |
| Avg Bars in Losers | 84 | 83 | 85 | 84 | 83 | 85 |
| Bars Traded | 9228 | 3878 | 5350 | 9228 | 3878 | 5350 |
| 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 | -120525 | 302541 | -582419 | -581581 | -124981 | -584086 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9646,
"evaluation_days": 1607.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624867200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759886946682,
"expiration_time": 1764048672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 248
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 0,
"scalar": 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": [
[
130664.1134689317,
245928.4551254774,
-115264.341656546,
-93774.1838748506,
128609.7500238337,
-222383.9338986843
],
[
130.664113,
245.928455,
-115.264342,
-93.774184,
128.60975,
-222.383934
],
[
0.081275,
0.152972,
-0.071697,
-0.172552,
0.051445,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-208580,
-144560,
-185883,
-470671,
-328437,
-226202
],
[
1.168909,
1.674583,
0.718191,
0.888961,
1.303848,
0.472078
],
[
93,
47,
46,
93,
47,
46
],
[
40,
21,
19,
40,
21,
19
],
[
53,
26,
27,
53,
26,
27
],
[
43.010753,
44.680851,
41.304348,
43.010753,
44.680851,
41.304348
],
[
1.548804,
2.073293,
1.020587,
1.177873,
1.614288,
0.670848
],
[
314473,
314473,
66100,
274911,
274911,
43148
],
[
-61354,
-44793,
-61354,
-203855,
-203855,
-107859
],
[
99,
82,
116,
99,
82,
116
],
[
118,
80,
160,
118,
80,
160
],
[
84,
83,
85,
84,
83,
85
],
[
9228,
3878,
5350,
9228,
3878,
5350
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-120525,
302541,
-582419,
-581581,
-124981,
-584086
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9646,
"evaluation_days": 1607.67,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624867200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759886946682,
"expiration_time": 1764048672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 248
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 0,
"scalar": 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) |
|---|