| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 838232.171 | 692060.9941 | 146171.1769 | 672655.0091 | 361043.2902 | 311611.7188 |
| Total P&L (%) | 838.2322 | 692.061 | 146.1712 | 672.655 | 361.0433 | 311.6117 |
| Avg Daily Profit (%) | 0.5207 | 0.4299 | 0.0908 | 0.1271 | 0.095 | 0.0879 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92086 | -96418 | -96913 | -1094951 | -1089184 | -755742 |
| Profit Factor | 2.034 | 2.4531 | 1.4371 | 1.1212 | 1.1101 | 1.1372 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 49 | 16 | 33 | 49 | 16 | 33 |
| Losing Trades | 96 | 57 | 39 | 96 | 57 | 39 |
| Profitability (%) | 33.7931 | 21.9178 | 45.8333 | 33.7931 | 21.9178 | 45.8333 |
| Ratio Avg Win / Avg Loss | 3.985 | 8.7393 | 1.6984 | 2.1966 | 3.9546 | 1.344 |
| Largest Winning Trade | 454602 | 454602 | 56870 | 898339 | 898339 | 266493 |
| Largest Losing Trade | -38725 | -38725 | -32873 | -365911 | -365911 | -251591 |
| Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
| Avg Bars in Winners | 63 | 87 | 51 | 63 | 87 | 51 |
| Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
| Bars Traded | 4718 | 2488 | 2230 | 4718 | 2488 | 2230 |
| Profit Streak | 0 | 0 | 22.3984 | 0 | 0 | 22.3984 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314139 | -100679 | -150226 | -114958 | -279865 | -225639 |
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4829,
"evaluation_days": 1609.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623600000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760060023486,
"expiration_time": 1764197856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 6,
"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": [
[
838232.1710214403,
692060.9941359939,
146171.1768854469,
672655.0090760227,
361043.2902282327,
311611.7188477896
],
[
838.232171,
692.060994,
146.171177,
672.655009,
361.04329,
311.611719
],
[
0.520748,
0.42994,
0.090808,
0.127104,
0.094991,
0.087939
],
[
10,
10,
10,
10,
10,
10
],
[
-92086,
-96418,
-96913,
-1094951,
-1089184,
-755742
],
[
2.034032,
2.453131,
1.437129,
1.121177,
1.110054,
1.137248
],
[
145,
73,
72,
145,
73,
72
],
[
49,
16,
33,
49,
16,
33
],
[
96,
57,
39,
96,
57,
39
],
[
33.793103,
21.917808,
45.833333,
33.793103,
21.917808,
45.833333
],
[
3.985042,
8.73928,
1.698425,
2.196591,
3.954567,
1.34402
],
[
454602,
454602,
56870,
898339,
898339,
266493
],
[
-38725,
-38725,
-32873,
-365911,
-365911,
-251591
],
[
32,
34,
30,
32,
34,
30
],
[
63,
87,
51,
63,
87,
51
],
[
16,
19,
13,
16,
19,
13
],
[
4718,
2488,
2230,
4718,
2488,
2230
],
[
0,
0,
22.39842,
0,
0,
22.39842
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314139,
-100679,
-150226,
-114958,
-279865,
-225639
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4829,
"evaluation_days": 1609.67,
"actual_first_datapoint_time": 1620979200000,
"first_datapoint_time": 1623600000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760060023486,
"expiration_time": 1764197856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 6,
"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) |
|---|