| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -536043.336 | 24278.4092 | -560321.7452 | 17081485.4063 | 1584244.0295 | 15497241.3768 |
| Total P&L (%) | -536.0433 | 24.2784 | -560.3217 | 17081.4854 | 1584.244 | 15497.2414 |
| Avg Daily Profit (%) | -0.3342 | 0.0151 | -0.3494 | 0.3214 | 0.1762 | 0.3154 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -742342 | -62027 | -746917 | -4933052 | -4036012 | -4933052 |
| Profit Factor | 0.566 | 1.136 | 0.4697 | 1.7236 | 1.177 | 2.0573 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 82 | 37 | 45 | 62 | 33 | 29 |
| Losing Trades | 35 | 22 | 13 | 55 | 26 | 29 |
| Profitability (%) | 70.0855 | 62.7119 | 77.5862 | 52.9915 | 55.9322 | 50 |
| Ratio Avg Win / Avg Loss | 0.2416 | 0.6755 | 0.1357 | 1.529 | 0.9274 | 2.0573 |
| Largest Winning Trade | 30888 | 17294 | 30888 | 6319207 | 1561695 | 6319207 |
| Largest Losing Trade | -519335 | -19135 | -519335 | -4933052 | -2070122 | -4933052 |
| Avg Bars in Trades | 53 | 16 | 91 | 53 | 16 | 91 |
| Avg Bars in Winners | 31 | 8 | 51 | 55 | 17 | 98 |
| Avg Bars in Losers | 103 | 28 | 229 | 51 | 14 | 84 |
| Bars Traded | 6235 | 953 | 5282 | 6235 | 953 | 5282 |
| Profit Streak | 0 | 0 | 62.2616 | 0 | 0 | 62.2616 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577863 | -424020 | -756697 | 469464 | -195259 | -166561 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6415,
"evaluation_days": 1603.75,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622678400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759558602920,
"expiration_time": 1763692920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-536043.3360064703,
24278.4092231333,
-560321.7452296037,
17081485.406263147,
1584244.0294973897,
15497241.376765752
],
[
-536.043336,
24.278409,
-560.321745,
17081.485406,
1584.244029,
15497.241377
],
[
-0.334244,
0.015139,
-0.349382,
0.321414,
0.176236,
0.315363
],
[
10,
10,
10,
10,
10,
10
],
[
-742342,
-62027,
-746917,
-4933052,
-4036012,
-4933052
],
[
0.566025,
1.135987,
0.469723,
1.723593,
1.17703,
2.057291
],
[
117,
59,
58,
117,
59,
58
],
[
82,
37,
45,
62,
33,
29
],
[
35,
22,
13,
55,
26,
29
],
[
70.08547,
62.711864,
77.586207,
52.991453,
55.932203,
50
],
[
0.241596,
0.675451,
0.135698,
1.528993,
0.927357,
2.057291
],
[
30888,
17294,
30888,
6319207,
1561695,
6319207
],
[
-519335,
-19135,
-519335,
-4933052,
-2070122,
-4933052
],
[
53,
16,
91,
53,
16,
91
],
[
31,
8,
51,
55,
17,
98
],
[
103,
28,
229,
51,
14,
84
],
[
6235,
953,
5282,
6235,
953,
5282
],
[
0,
0,
62.261608,
0,
0,
62.261608
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577863,
-424020,
-756697,
469464,
-195259,
-166561
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6415,
"evaluation_days": 1603.75,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1622678400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759558602920,
"expiration_time": 1763692920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|