Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245500.3585 | 214081.1298 | 31419.2287 | -43103.2157 | 165581.9419 | -208685.1576 |
Total P&L (%) | 245.5004 | 214.0811 | 31.4192 | -43.1032 | 165.5819 | -208.6852 |
Avg Daily Profit (%) | 0.154 | 0.1343 | 0.0197 | -0.0354 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144562 | -84092 | -185113 | -428366 | -213194 | -329615 |
Profit Factor | 1.2111 | 1.3798 | 1.0524 | 0.9733 | 1.2281 | 0.7654 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 123 | 58 | 65 | 123 | 58 | 65 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 52.7897 | 49.5727 | 56.0345 | 52.7897 | 49.5727 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.0831 | 1.4036 | 0.8258 | 0.8704 | 1.2493 | 0.6006 |
Largest Winning Trade | 63608 | 57190 | 63608 | 123256 | 123256 | 72224 |
Largest Losing Trade | -44852 | -32817 | -44852 | -109513 | -62996 | -109513 |
Avg Bars in Trades | 80 | 56 | 104 | 80 | 56 | 104 |
Avg Bars in Winners | 78 | 44 | 109 | 78 | 44 | 109 |
Avg Bars in Losers | 82 | 69 | 98 | 82 | 69 | 98 |
Bars Traded | 18811 | 6650 | 12161 | 18811 | 6650 | 12161 |
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 | 300592 | -13571 | -333481 | -579197 | -111843 | -580241 |
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622764800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758840989048, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 245500.3584622699, 214081.129809889, 31419.2286523805, -43103.2156701745, 165581.9418907141, -208685.1575608886 ], [ 245.500358, 214.08113, 31.419229, -43.103216, 165.581942, -208.685158 ], [ 0.154015, 0.134304, 0.019711, -0.035372, 0.061296, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144562, -84092, -185113, -428366, -213194, -329615 ], [ 1.211142, 1.379843, 1.052442, 0.97332, 1.228112, 0.765431 ], [ 233, 117, 116, 233, 117, 116 ], [ 123, 58, 65, 123, 58, 65 ], [ 110, 59, 51, 110, 59, 51 ], [ 52.7897, 49.57265, 56.034483, 52.7897, 49.57265, 56.034483 ], [ 1.083135, 1.403633, 0.825762, 0.870448, 1.249286, 0.600569 ], [ 63608, 57190, 63608, 123256, 123256, 72224 ], [ -44852, -32817, -44852, -109513, -62996, -109513 ], [ 80, 56, 104, 80, 56, 104 ], [ 78, 44, 109, 78, 44, 109 ], [ 82, 69, 98, 82, 69, 98 ], [ 18811, 6650, 12161, 18811, 6650, 12161 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300592, -13571, -333481, -579197, -111843, -580241 ] ] }
{ "trading_pair": "AR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19128, "evaluation_days": 1594, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622764800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758840989048, "expiration_time": 1763680377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 3 } } }
# | 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) |
---|