| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -261901.961 | 35532.7535 | -297434.7145 | 1209299.4118 | -739445.0455 | 1948744.4573 |
| Total P&L (%) | -261.902 | 35.5328 | -297.4347 | 1209.2994 | -739.445 | 1948.7445 |
| Avg Daily Profit (%) | -0.1635 | 0.0222 | -0.1856 | 0.1607 | 0 | 0.1887 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -307461 | -40680 | -322553 | -1307536 | -933795 | -931423 |
| Profit Factor | 0.6591 | 1.2935 | 0.5404 | 1.262 | 0.6311 | 1.7461 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 50 | 24 | 26 | 40 | 19 | 21 |
| Losing Trades | 35 | 19 | 16 | 45 | 24 | 21 |
| Profitability (%) | 58.8235 | 55.814 | 61.9048 | 47.0588 | 44.186 | 50 |
| Ratio Avg Win / Avg Loss | 0.4613 | 1.024 | 0.3325 | 1.4197 | 0.7972 | 1.7461 |
| Largest Winning Trade | 76967 | 17303 | 76967 | 2309662 | 254495 | 2309662 |
| Largest Losing Trade | -281568 | -31032 | -281568 | -783956 | -553684 | -783956 |
| Avg Bars in Trades | 68 | 9 | 128 | 68 | 9 | 128 |
| Avg Bars in Winners | 74 | 10 | 133 | 61 | 7 | 110 |
| Avg Bars in Losers | 59 | 7 | 120 | 74 | 10 | 146 |
| Bars Traded | 5798 | 396 | 5402 | 5798 | 396 | 5402 |
| Profit Streak | 0 | 0 | 74.7608 | 0 | 0 | 74.7608 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579407 | -164729 | -578226 | 238902 | -582710 | 441349 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6409,
"evaluation_days": 1602.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625983200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759428935981,
"expiration_time": 1763559432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 98
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"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": [
[
-261901.9609918654,
35532.7534595981,
-297434.7144514635,
1209299.4118456948,
-739445.0454816112,
1948744.457327306
],
[
-261.901961,
35.532753,
-297.434714,
1209.299412,
-739.445045,
1948.744457
],
[
-0.163459,
0.022177,
-0.185636,
0.160658,
0,
0.188651
],
[
10,
10,
10,
10,
10,
10
],
[
-307461,
-40680,
-322553,
-1307536,
-933795,
-931423
],
[
0.659056,
1.293477,
0.540351,
1.261956,
0.631111,
1.746103
],
[
85,
43,
42,
85,
43,
42
],
[
50,
24,
26,
40,
19,
21
],
[
35,
19,
16,
45,
24,
21
],
[
58.823529,
55.813953,
61.904762,
47.058824,
44.186047,
50
],
[
0.461339,
1.024003,
0.332524,
1.419701,
0.797193,
1.746103
],
[
76967,
17303,
76967,
2309662,
254495,
2309662
],
[
-281568,
-31032,
-281568,
-783956,
-553684,
-783956
],
[
68,
9,
128,
68,
9,
128
],
[
74,
10,
133,
61,
7,
110
],
[
59,
7,
120,
74,
10,
146
],
[
5798,
396,
5402,
5798,
396,
5402
],
[
0,
0,
74.760833,
0,
0,
74.760833
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579407,
-164729,
-578226,
238902,
-582710,
441349
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6409,
"evaluation_days": 1602.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1625983200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759428935981,
"expiration_time": 1763559432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 98
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"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) |
|---|