| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 828274.5416 | 611516.0859 | 216758.4557 | 2951166.3944 | 1444017.935 | 1507148.4594 |
| Total P&L (%) | 828.2745 | 611.5161 | 216.7585 | 2951.1664 | 1444.0179 | 1507.1485 |
| Avg Daily Profit (%) | 0.5143 | 0.3797 | 0.1346 | 0.2125 | 0.1701 | 0.1726 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125550 | -122710 | -66090 | -800135 | -800135 | -391546 |
| Profit Factor | 2.1717 | 2.5578 | 1.6895 | 1.732 | 1.5989 | 1.93 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
| Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
| Profitability (%) | 52.1739 | 46.3768 | 57.971 | 52.1739 | 46.3768 | 57.971 |
| Ratio Avg Win / Avg Loss | 1.9907 | 2.9574 | 1.2249 | 1.5877 | 1.8487 | 1.3993 |
| Largest Winning Trade | 317955 | 317955 | 29879 | 1097920 | 1097920 | 500426 |
| Largest Losing Trade | -41356 | -41356 | -25926 | -800135 | -800135 | -291052 |
| Avg Bars in Trades | 45 | 56 | 33 | 45 | 56 | 33 |
| Avg Bars in Winners | 51 | 72 | 34 | 51 | 72 | 34 |
| Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
| Bars Traded | 6241 | 3915 | 2326 | 6241 | 3915 | 2326 |
| Profit Streak | 0 | 0 | 94.2514 | 0 | 0 | 94.2514 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 558099 | -88916 | -111349 | 434684 | -92563 | -89730 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6442,
"evaluation_days": 1610.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760140917084,
"expiration_time": 1764293616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 46,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
828274.5416060837,
611516.0859113745,
216758.4556947087,
2951166.3943513096,
1444017.9349877676,
1507148.459363542
],
[
828.274542,
611.516086,
216.758456,
2951.166394,
1444.017935,
1507.148459
],
[
0.514297,
0.379706,
0.134591,
0.212464,
0.17009,
0.172583
],
[
10,
10,
10,
10,
10,
10
],
[
-125550,
-122710,
-66090,
-800135,
-800135,
-391546
],
[
2.171654,
2.557783,
1.689496,
1.73201,
1.598909,
1.930045
],
[
138,
69,
69,
138,
69,
69
],
[
72,
32,
40,
72,
32,
40
],
[
66,
37,
29,
66,
37,
29
],
[
52.173913,
46.376812,
57.971014,
52.173913,
46.376812,
57.971014
],
[
1.990682,
2.957437,
1.224884,
1.587676,
1.848739,
1.399283
],
[
317955,
317955,
29879,
1097920,
1097920,
500426
],
[
-41356,
-41356,
-25926,
-800135,
-800135,
-291052
],
[
45,
56,
33,
45,
56,
33
],
[
51,
72,
34,
51,
72,
34
],
[
38,
43,
32,
38,
43,
32
],
[
6241,
3915,
2326,
6241,
3915,
2326
],
[
0,
0,
94.251355,
0,
0,
94.251355
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
558099,
-88916,
-111349,
434684,
-92563,
-89730
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6442,
"evaluation_days": 1610.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760140917084,
"expiration_time": 1764293616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 46,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|