| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -480050.0448 | 72778.2566 | -552828.3013 | 100271263.4727 | 127389.6756 | 100143873.7971 |
| Total P&L (%) | -480.05 | 72.7783 | -552.8283 | 100271.2635 | 127.3897 | 100143.8738 |
| Avg Daily Profit (%) | -0.2988 | 0.0453 | -0.3441 | 0.4311 | 0.0511 | 0.4311 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -695318 | -43522 | -600626 | -29310730 | -37586860 | -12001075 |
| Profit Factor | 0.5837 | 1.4568 | 0.4437 | 2.3429 | 1.0024 | 5.5352 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 131 | 57 | 74 | 73 | 37 | 36 |
| Losing Trades | 36 | 27 | 9 | 94 | 47 | 47 |
| Profitability (%) | 78.4431 | 67.8571 | 89.1566 | 43.7126 | 44.0476 | 43.3735 |
| Ratio Avg Win / Avg Loss | 0.1604 | 0.6901 | 0.054 | 3.0168 | 1.2733 | 7.2265 |
| Largest Winning Trade | 18055 | 17957 | 18055 | 17787466 | 8074951 | 17787466 |
| Largest Losing Trade | -600626 | -25055 | -600626 | -18499533 | -18499533 | -6180175 |
| Avg Bars in Trades | 36 | 10 | 62 | 36 | 10 | 62 |
| Avg Bars in Winners | 20 | 5 | 32 | 39 | 10 | 69 |
| Avg Bars in Losers | 94 | 22 | 310 | 34 | 10 | 58 |
| Bars Traded | 6135 | 916 | 5219 | 6135 | 916 | 5219 |
| Profit Streak | 11.3035 | 100.5535 | 11.3035 | 11.3035 | 100.5535 | 11.3035 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574692 | -129130 | -575417 | 519412 | -343480 | 573363 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6426,
"evaluation_days": 1606.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625335200000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759778224667,
"expiration_time": 1763937648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.73954,
"nb": 0.1534,
"nc": 0.7815
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-480050.0447797214,
72778.2565535856,
-552828.3013333069,
100271263.47269034,
127389.6755947657,
100143873.79709566
],
[
-480.050045,
72.778257,
-552.828301,
100271.263473,
127.389676,
100143.873797
],
[
-0.298817,
0.045302,
-0.34412,
0.431145,
0.051149,
0.431066
],
[
10,
10,
10,
10,
10,
10
],
[
-695318,
-43522,
-600626,
-29310730,
-37586860,
-12001075
],
[
0.583688,
1.456839,
0.443719,
2.34285,
1.002422,
5.535227
],
[
167,
84,
83,
167,
84,
83
],
[
131,
57,
74,
73,
37,
36
],
[
36,
27,
9,
94,
47,
47
],
[
78.443114,
67.857143,
89.156627,
43.712575,
44.047619,
43.373494
],
[
0.160403,
0.690082,
0.053966,
3.01682,
1.273347,
7.226547
],
[
18055,
17957,
18055,
17787466,
8074951,
17787466
],
[
-600626,
-25055,
-600626,
-18499533,
-18499533,
-6180175
],
[
36,
10,
62,
36,
10,
62
],
[
20,
5,
32,
39,
10,
69
],
[
94,
22,
310,
34,
10,
58
],
[
6135,
916,
5219,
6135,
916,
5219
],
[
11.303526,
100.553526,
11.303526,
11.303526,
100.553526,
11.303526
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574692,
-129130,
-575417,
519412,
-343480,
573363
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6426,
"evaluation_days": 1606.5,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625335200000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759778224667,
"expiration_time": 1763937648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.73954,
"nb": 0.1534,
"nc": 0.7815
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 202,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|