| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 776352.0154 | 614529.4208 | 161822.5946 | 1508084.501 | 266688.9095 | 1241395.5915 |
| Total P&L (%) | 776.352 | 614.5294 | 161.8226 | 1508.0845 | 266.6889 | 1241.3956 |
| Avg Daily Profit (%) | 0.4855 | 0.3843 | 0.1012 | 0.1738 | 0.0813 | 0.1625 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125981 | -110516 | -54516 | -1115418 | -1609433 | -235627 |
| Profit Factor | 2.8001 | 3.2461 | 2.0263 | 1.4167 | 1.1065 | 2.1132 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
| Ratio Avg Win / Avg Loss | 3.5001 | 4.7443 | 2.1614 | 1.7709 | 1.6172 | 2.2541 |
| Largest Winning Trade | 382210 | 382210 | 53357 | 836970 | 836970 | 671191 |
| Largest Losing Trade | -52677 | -31912 | -52677 | -481504 | -481504 | -203895 |
| Avg Bars in Trades | 144 | 113 | 176 | 144 | 113 | 176 |
| Avg Bars in Winners | 202 | 171 | 228 | 202 | 171 | 228 |
| Avg Bars in Losers | 98 | 73 | 128 | 98 | 73 | 128 |
| Bars Traded | 9103 | 3620 | 5483 | 9103 | 3620 | 5483 |
| 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 | -137616 | 437022 | -54699 | -143715 | -190367 | 398470 |
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9595,
"evaluation_days": 1599.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624564800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155563056,
"expiration_time": 1763292240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 174,
"offset": 75
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 21,
"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": [
[
776352.0154156103,
614529.4208429235,
161822.5945726869,
1508084.500954057,
266688.9094734776,
1241395.5914805802
],
[
776.352015,
614.529421,
161.822595,
1508.084501,
266.688909,
1241.395591
],
[
0.485472,
0.38428,
0.101192,
0.173843,
0.081284,
0.162485
],
[
10,
10,
10,
10,
10,
10
],
[
-125981,
-110516,
-54516,
-1115418,
-1609433,
-235627
],
[
2.800112,
3.246079,
2.02628,
1.416695,
1.106504,
2.11322
],
[
63,
32,
31,
63,
32,
31
],
[
28,
13,
15,
28,
13,
15
],
[
35,
19,
16,
35,
19,
16
],
[
44.444444,
40.625,
48.387097,
44.444444,
40.625,
48.387097
],
[
3.50014,
4.744269,
2.161365,
1.770869,
1.617199,
2.254101
],
[
382210,
382210,
53357,
836970,
836970,
671191
],
[
-52677,
-31912,
-52677,
-481504,
-481504,
-203895
],
[
144,
113,
176,
144,
113,
176
],
[
202,
171,
228,
202,
171,
228
],
[
98,
73,
128,
98,
73,
128
],
[
9103,
3620,
5483,
9103,
3620,
5483
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-137616,
437022,
-54699,
-143715,
-190367,
398470
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9595,
"evaluation_days": 1599.17,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624564800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759155563056,
"expiration_time": 1763292240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 174,
"offset": 75
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 21,
"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) |
|---|