| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 632426.6114 | 554754.1058 | 77672.5056 | 174403.4718 | 111748.5805 | 62654.8913 |
| Total P&L (%) | 632.4266 | 554.7541 | 77.6725 | 174.4035 | 111.7486 | 62.6549 |
| Avg Daily Profit (%) | 0.3952 | 0.3467 | 0.0485 | 0.0631 | 0.0469 | 0.0304 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81882 | -90648 | -76610 | -140109 | -184000 | -156948 |
| Profit Factor | 1.8384 | 2.2707 | 1.2445 | 1.1322 | 1.1458 | 1.1134 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
| Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
| Profitability (%) | 38.5621 | 29.8701 | 47.3684 | 38.5621 | 29.8701 | 47.3684 |
| Ratio Avg Win / Avg Loss | 2.929 | 5.3312 | 1.3827 | 1.8039 | 2.6901 | 1.2371 |
| Largest Winning Trade | 383729 | 383729 | 69753 | 239538 | 239538 | 84699 |
| Largest Losing Trade | -28959 | -28959 | -26777 | -53990 | -45673 | -53990 |
| Avg Bars in Trades | 61 | 51 | 71 | 61 | 51 | 71 |
| Avg Bars in Winners | 110 | 98 | 118 | 110 | 98 | 118 |
| Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
| Bars Traded | 9425 | 3981 | 5444 | 9425 | 3981 | 5444 |
| Profit Streak | 0 | 0 | 52.9558 | 0 | 0 | 52.9558 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343742 | -36694 | -178260 | -186288 | -239629 | -298471 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9601,
"evaluation_days": 1600.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622419200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759244178765,
"expiration_time": 1763381232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 100,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 20,
"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": [
[
632426.6113741654,
554754.1057674305,
77672.505606735,
174403.4717696006,
111748.5805143356,
62654.891255265
],
[
632.426611,
554.754106,
77.672506,
174.403472,
111.748581,
62.654891
],
[
0.395225,
0.346684,
0.04854,
0.063103,
0.046895,
0.030405
],
[
10,
10,
10,
10,
10,
10
],
[
-81882,
-90648,
-76610,
-140109,
-184000,
-156948
],
[
1.838404,
2.270682,
1.244451,
1.132221,
1.145795,
1.113391
],
[
153,
77,
76,
153,
77,
76
],
[
59,
23,
36,
59,
23,
36
],
[
94,
54,
40,
94,
54,
40
],
[
38.562092,
29.87013,
47.368421,
38.562092,
29.87013,
47.368421
],
[
2.928983,
5.331167,
1.382724,
1.803877,
2.690127,
1.237101
],
[
383729,
383729,
69753,
239538,
239538,
84699
],
[
-28959,
-28959,
-26777,
-53990,
-45673,
-53990
],
[
61,
51,
71,
61,
51,
71
],
[
110,
98,
118,
110,
98,
118
],
[
30,
31,
29,
30,
31,
29
],
[
9425,
3981,
5444,
9425,
3981,
5444
],
[
0,
0,
52.955773,
0,
0,
52.955773
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343742,
-36694,
-178260,
-186288,
-239629,
-298471
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9601,
"evaluation_days": 1600.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622419200000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759244178765,
"expiration_time": 1763381232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 100,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 20,
"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) |
|---|