| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 236941.3981 | -17168.9463 | 254110.3444 | 27724.0409 | -86322.8684 | 114046.9092 |
| Total P&L (%) | 236.9414 | -17.1689 | 254.1103 | 27.724 | -86.3229 | 114.0469 |
| Avg Daily Profit (%) | 0.1548 | -0.0112 | 0.1661 | 0.016 | -0.1299 | 0.0497 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126325 | -87453 | -106070 | -394159 | -147264 | -305687 |
| Profit Factor | 1.4121 | 0.944 | 1.9476 | 1.029 | 0.8064 | 1.223 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
| Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
| Profitability (%) | 65.7895 | 60.5263 | 71.0526 | 65.7895 | 60.5263 | 71.0526 |
| Ratio Avg Win / Avg Loss | 0.7343 | 0.6157 | 0.7935 | 0.5351 | 0.5259 | 0.4982 |
| Largest Winning Trade | 46607 | 46607 | 35540 | 108855 | 108855 | 64743 |
| Largest Losing Trade | -64906 | -53234 | -64906 | -238924 | -95503 | -238924 |
| Avg Bars in Trades | 116 | 93 | 140 | 116 | 93 | 140 |
| Avg Bars in Winners | 82 | 50 | 109 | 82 | 50 | 109 |
| Avg Bars in Losers | 182 | 158 | 215 | 182 | 158 | 215 |
| Bars Traded | 17750 | 7077 | 10673 | 17750 | 7077 | 10673 |
| Profit Streak | 40.7552 | 40.7552 | 40.8385 | 40.7552 | 40.7552 | 40.8385 |
| Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391966 | -627055 | -36631 | -360585 | -627055 | -173414 |
{
"trading_pair": "C98_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18362,
"evaluation_days": 1530.17,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628884800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759262846594,
"expiration_time": 1764014630400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 19,
"a": 0.74763
}
}
} {
"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": [
[
236941.3980596282,
-17168.9463214825,
254110.3443811109,
27724.0408686696,
-86322.8683538748,
114046.9092225444
],
[
236.941398,
-17.168946,
254.110344,
27.724041,
-86.322868,
114.046909
],
[
0.154846,
-0.01122,
0.166067,
0.015993,
-0.12993,
0.049747
],
[
10,
10,
10,
10,
10,
10
],
[
-126325,
-87453,
-106070,
-394159,
-147264,
-305687
],
[
1.412134,
0.94403,
1.947597,
1.028958,
0.806387,
1.222954
],
[
152,
76,
76,
152,
76,
76
],
[
100,
46,
54,
100,
46,
54
],
[
52,
30,
22,
52,
30,
22
],
[
65.789474,
60.526316,
71.052632,
65.789474,
60.526316,
71.052632
],
[
0.73431,
0.615671,
0.793465,
0.535058,
0.525905,
0.49824
],
[
46607,
46607,
35540,
108855,
108855,
64743
],
[
-64906,
-53234,
-64906,
-238924,
-95503,
-238924
],
[
116,
93,
140,
116,
93,
140
],
[
82,
50,
109,
82,
50,
109
],
[
182,
158,
215,
182,
158,
215
],
[
17750,
7077,
10673,
17750,
7077,
10673
],
[
40.755169,
40.755169,
40.838502,
40.755169,
40.755169,
40.838502
],
[
11,
5,
6,
11,
5,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391966,
-627055,
-36631,
-360585,
-627055,
-173414
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18362,
"evaluation_days": 1530.17,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628884800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759262846594,
"expiration_time": 1764014630400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 19,
"a": 0.74763
}
}
}
| # | 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) |
|---|