| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424588.6121 | 91555.995 | 333032.6171 | 858697.9094 | 381427.2107 | 477270.6987 |
| Total P&L (%) | 424.5886 | 91.556 | 333.0326 | 858.6979 | 381.4272 | 477.2707 |
| Avg Daily Profit (%) | 0.2786 | 0.0601 | 0.2185 | 0.1484 | 0.1032 | 0.1151 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118485 | -60610 | -120515 | -2294570 | -610206 | -2012577 |
| Profit Factor | 1.9555 | 1.4296 | 2.4402 | 1.1781 | 1.2398 | 1.1477 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 71.3178 | 67.6923 | 75 | 71.3178 | 67.6923 | 75 |
| Ratio Avg Win / Avg Loss | 0.7865 | 0.6823 | 0.8134 | 0.4738 | 0.5917 | 0.3826 |
| Largest Winning Trade | 48872 | 48872 | 38557 | 518061 | 518061 | 393137 |
| Largest Losing Trade | -67076 | -55897 | -67076 | -1449188 | -244040 | -1449188 |
| Avg Bars in Trades | 130 | 85 | 177 | 130 | 85 | 177 |
| Avg Bars in Winners | 90 | 52 | 124 | 90 | 52 | 124 |
| Avg Bars in Losers | 232 | 154 | 335 | 232 | 154 | 335 |
| Bars Traded | 16896 | 5556 | 11340 | 16896 | 5556 | 11340 |
| Profit Streak | 55.6083 | 85.6916 | 0 | 55.6083 | 85.6916 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 464281 | -242324 | -126288 | -17144 | -186017 | -235026 |
{
"trading_pair": "C98_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18288,
"evaluation_days": 1524,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628848800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758947756239,
"expiration_time": 1763462649600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 250,
"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": [
[
424588.6121028719,
91555.9949540077,
333032.6171488644,
858697.9094022706,
381427.2106760395,
477270.6987262311
],
[
424.588612,
91.555995,
333.032617,
858.697909,
381.427211,
477.270699
],
[
0.278601,
0.060076,
0.218525,
0.148431,
0.103176,
0.115102
],
[
10,
10,
10,
10,
10,
10
],
[
-118485,
-60610,
-120515,
-2294570,
-610206,
-2012577
],
[
1.955545,
1.429644,
2.440173,
1.178058,
1.239785,
1.147676
],
[
129,
65,
64,
129,
65,
64
],
[
92,
44,
48,
92,
44,
48
],
[
37,
21,
16,
37,
21,
16
],
[
71.317829,
67.692308,
75,
71.317829,
67.692308,
75
],
[
0.786469,
0.68233,
0.813391,
0.473784,
0.591715,
0.382559
],
[
48872,
48872,
38557,
518061,
518061,
393137
],
[
-67076,
-55897,
-67076,
-1449188,
-244040,
-1449188
],
[
130,
85,
177,
130,
85,
177
],
[
90,
52,
124,
90,
52,
124
],
[
232,
154,
335,
232,
154,
335
],
[
16896,
5556,
11340,
16896,
5556,
11340
],
[
55.60829,
85.691623,
0,
55.60829,
85.691623,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
464281,
-242324,
-126288,
-17144,
-186017,
-235026
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18288,
"evaluation_days": 1524,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628848800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758947756239,
"expiration_time": 1763462649600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 250,
"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) |
|---|