| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 495590.1143 | 434074.1769 | 61515.9374 | 70635.1547 | 133289.4021 | -62654.2474 |
| Total P&L (%) | 495.5901 | 434.0742 | 61.5159 | 70.6352 | 133.2894 | -62.6542 |
| Avg Daily Profit (%) | 0.3109 | 0.2723 | 0.0386 | 0.0335 | 0.0532 | -0.0618 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111059 | -102817 | -98129 | -464484 | -453503 | -267489 |
| Profit Factor | 1.7641 | 2.4573 | 1.1754 | 1.0342 | 1.1332 | 0.9412 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 55.4217 | 51.2195 | 59.5238 | 55.4217 | 51.2195 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.4189 | 2.3403 | 0.7993 | 0.8318 | 1.0792 | 0.64 |
| Largest Winning Trade | 318758 | 318758 | 69683 | 234916 | 234916 | 173545 |
| Largest Losing Trade | -59738 | -34859 | -59738 | -208475 | -208475 | -179637 |
| Avg Bars in Trades | 112 | 95 | 128 | 112 | 95 | 128 |
| Avg Bars in Winners | 110 | 87 | 130 | 110 | 87 | 130 |
| Avg Bars in Losers | 114 | 104 | 126 | 114 | 104 | 126 |
| Bars Traded | 9324 | 3918 | 5406 | 9324 | 3918 | 5406 |
| Profit Streak | 0 | 33.5631 | 0 | 0 | 33.5631 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368199 | 491642 | -169927 | -333285 | -195242 | -579500 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622952000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879055679,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 30,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 137,
"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": [
[
495590.114287502,
434074.1768713705,
61515.9374161316,
70635.1547258492,
133289.4021302592,
-62654.2474044099
],
[
495.590114,
434.074177,
61.515937,
70.635155,
133.289402,
-62.654247
],
[
0.310877,
0.272289,
0.038588,
0.033525,
0.053152,
-0.061765
],
[
10,
10,
10,
10,
10,
10
],
[
-111059,
-102817,
-98129,
-464484,
-453503,
-267489
],
[
1.764051,
2.457295,
1.175373,
1.034172,
1.13317,
0.941234
],
[
83,
41,
42,
83,
41,
42
],
[
46,
21,
25,
46,
21,
25
],
[
37,
20,
17,
37,
20,
17
],
[
55.421687,
51.219512,
59.52381,
55.421687,
51.219512,
59.52381
],
[
1.418911,
2.340281,
0.799254,
0.831834,
1.079209,
0.640039
],
[
318758,
318758,
69683,
234916,
234916,
173545
],
[
-59738,
-34859,
-59738,
-208475,
-208475,
-179637
],
[
112,
95,
128,
112,
95,
128
],
[
110,
87,
130,
110,
87,
130
],
[
114,
104,
126,
114,
104,
126
],
[
9324,
3918,
5406,
9324,
3918,
5406
],
[
0,
33.563144,
0,
0,
33.563144,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368199,
491642,
-169927,
-333285,
-195242,
-579500
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9565,
"evaluation_days": 1594.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622952000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879055679,
"expiration_time": 1762847280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 30,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 137,
"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) |
|---|