| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 159192.5795 | 148701.8267 | 10490.7528 | 30301.3348 | 25743.1198 | 4558.2151 |
| Total P&L (%) | 159.1926 | 148.7018 | 10.4908 | 30.3013 | 25.7431 | 4.5582 |
| Avg Daily Profit (%) | 0.1528 | 0.1428 | 0.0101 | 0.0254 | 0.022 | 0.0043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138492 | -142499 | -22902 | -671631 | -689839 | -100373 |
| Profit Factor | 1.3366 | 1.3593 | 1.1774 | 1.0187 | 1.0181 | 1.0232 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
| Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Profitability (%) | 65.5172 | 69.4444 | 61.6438 | 65.5172 | 69.4444 | 61.6438 |
| Ratio Avg Win / Avg Loss | 0.7035 | 0.5981 | 0.7326 | 0.5362 | 0.448 | 0.6367 |
| Largest Winning Trade | 87204 | 87204 | 5738 | 294150 | 294150 | 22684 |
| Largest Losing Trade | -38722 | -38722 | -22533 | -297955 | -297955 | -98116 |
| Avg Bars in Trades | 162 | 324 | 2 | 162 | 324 | 2 |
| Avg Bars in Winners | 83 | 157 | 1 | 83 | 157 | 1 |
| Avg Bars in Losers | 311 | 702 | 3 | 311 | 702 | 3 |
| Bars Traded | 23528 | 23337 | 190 | 23528 | 23337 | 190 |
| Profit Streak | 33.9393 | 0 | 50.5643 | 33.9393 | 0 | 50.5643 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316626 | -80349 | -426267 | -360670 | -445912 | -618879 |
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670274000000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1760274000000,
"evaluation_time": 1760275956279,
"expiration_time": 1766754000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"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": [
[
159192.5794507019,
148701.8266864235,
10490.7527642783,
30301.3348376717,
25743.1197853256,
4558.2150523463
],
[
159.192579,
148.701827,
10.490753,
30.301335,
25.74312,
4.558215
],
[
0.152824,
0.142753,
0.010071,
0.025412,
0.021993,
0.004279
],
[
10,
10,
10,
10,
10,
10
],
[
-138492,
-142499,
-22902,
-671631,
-689839,
-100373
],
[
1.336559,
1.3593,
1.177403,
1.018722,
1.018103,
1.023202
],
[
145,
72,
73,
145,
72,
73
],
[
95,
50,
45,
95,
50,
45
],
[
50,
22,
28,
50,
22,
28
],
[
65.517241,
69.444444,
61.643836,
65.517241,
69.444444,
61.643836
],
[
0.703452,
0.598092,
0.732606,
0.536169,
0.447965,
0.636659
],
[
87204,
87204,
5738,
294150,
294150,
22684
],
[
-38722,
-38722,
-22533,
-297955,
-297955,
-98116
],
[
162,
324,
2,
162,
324,
2
],
[
83,
157,
1,
83,
157,
1
],
[
311,
702,
3,
311,
702,
3
],
[
23528,
23337,
190,
23528,
23337,
190
],
[
33.939309,
0,
50.564309,
33.939309,
0,
50.564309
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316626,
-80349,
-426267,
-360670,
-445912,
-618879
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670274000000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1760274000000,
"evaluation_time": 1760275956279,
"expiration_time": 1766754000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"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) |
|---|