| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 393190.1114 | 312440.1833 | 80749.9282 | 298475.5601 | 146647.5107 | 151828.0494 |
| Total P&L (%) | 393.1901 | 312.4402 | 80.7499 | 298.4756 | 146.6475 | 151.828 |
| Avg Daily Profit (%) | 0.3775 | 0.2999 | 0.0775 | 0.1328 | 0.0867 | 0.0887 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100925 | -91202 | -74884 | -180054 | -212763 | -147238 |
| Profit Factor | 1.8839 | 2.2017 | 1.4368 | 1.3397 | 1.2828 | 1.4217 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
| Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
| Profitability (%) | 38.3721 | 25.5814 | 51.1628 | 38.3721 | 25.5814 | 51.1628 |
| Ratio Avg Win / Avg Loss | 3.0256 | 6.405 | 1.3715 | 2.1517 | 3.7318 | 1.3571 |
| Largest Winning Trade | 296650 | 296650 | 25194 | 234141 | 234141 | 64209 |
| Largest Losing Trade | -20857 | -19648 | -20857 | -57302 | -52376 | -57302 |
| Avg Bars in Trades | 283 | 259 | 308 | 283 | 259 | 308 |
| Avg Bars in Winners | 510 | 605 | 463 | 510 | 605 | 463 |
| Avg Bars in Losers | 142 | 140 | 145 | 142 | 140 | 145 |
| Bars Traded | 24404 | 11148 | 13256 | 24404 | 11148 | 13256 |
| Profit Streak | 41.7829 | 41.7829 | 50.6162 | 41.7829 | 41.7829 | 50.6162 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338723 | -13986 | -87760 | -17600 | -102760 | -72943 |
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669068000000,
"first_datapoint_time": 1669942800000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759070843675,
"expiration_time": 1765548000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 244,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 204,
"offset": 0
}
}
} {
"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": [
[
393190.1114327299,
312440.1832808199,
80749.92815191,
298475.5601385206,
146647.5107031197,
151828.0494354008
],
[
393.190111,
312.440183,
80.749928,
298.47556,
146.647511,
151.828049
],
[
0.377461,
0.299942,
0.07752,
0.132805,
0.086705,
0.088702
],
[
10,
10,
10,
10,
10,
10
],
[
-100925,
-91202,
-74884,
-180054,
-212763,
-147238
],
[
1.883884,
2.20173,
1.436836,
1.339726,
1.282791,
1.421739
],
[
86,
43,
43,
86,
43,
43
],
[
33,
11,
22,
33,
11,
22
],
[
53,
32,
21,
53,
32,
21
],
[
38.372093,
25.581395,
51.162791,
38.372093,
25.581395,
51.162791
],
[
3.025632,
6.405034,
1.371525,
2.151681,
3.731755,
1.357114
],
[
296650,
296650,
25194,
234141,
234141,
64209
],
[
-20857,
-19648,
-20857,
-57302,
-52376,
-57302
],
[
283,
259,
308,
283,
259,
308
],
[
510,
605,
463,
510,
605,
463
],
[
142,
140,
145,
142,
140,
145
],
[
24404,
11148,
13256,
24404,
11148,
13256
],
[
41.782913,
41.782913,
50.616246,
41.782913,
41.782913,
50.616246
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338723,
-13986,
-87760,
-17600,
-102760,
-72943
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669068000000,
"first_datapoint_time": 1669942800000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759070843675,
"expiration_time": 1765548000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 244,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 204,
"offset": 0
}
}
}
| # | 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) |
|---|