| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280805.885 | 23031.606 | 257774.2789 | 193147.2515 | -140415.6159 | 333562.8674 |
| Total P&L (%) | 280.8059 | 23.0316 | 257.7743 | 193.1473 | -140.4156 | 333.5629 |
| Avg Daily Profit (%) | 0.1842 | 0.0151 | 0.1691 | 0.0706 | 0 | 0.0963 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89064 | -78016 | -48918 | -506819 | -518361 | -133864 |
| Profit Factor | 1.4359 | 1.0593 | 2.0086 | 1.1347 | 0.8458 | 1.6372 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 51.1278 | 50 | 52.2388 | 51.1278 | 50 | 52.2388 |
| Ratio Avg Win / Avg Loss | 1.3726 | 1.0593 | 1.8364 | 1.0847 | 0.8458 | 1.4969 |
| Largest Winning Trade | 54085 | 54085 | 51262 | 124006 | 124006 | 101336 |
| Largest Losing Trade | -44609 | -44609 | -28941 | -259821 | -259821 | -118497 |
| Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
| Avg Bars in Winners | 47 | 48 | 45 | 47 | 48 | 45 |
| Avg Bars in Losers | 35 | 50 | 20 | 35 | 50 | 20 |
| Bars Traded | 5536 | 3278 | 2258 | 5536 | 3278 | 2258 |
| Profit Streak | 63.0704 | 0 | 65.8204 | 63.0704 | 0 | 65.8204 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340511 | -457038 | -104657 | -169981 | -704958 | -178272 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6097,
"evaluation_days": 1524.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629763200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758915685910,
"expiration_time": 1762666056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 127,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 117,
"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": [
[
280805.8849611445,
23031.6060294464,
257774.2789316979,
193147.2514867841,
-140415.6159282511,
333562.8674150349
],
[
280.805885,
23.031606,
257.774279,
193.147251,
-140.415616,
333.562867
],
[
0.184226,
0.01511,
0.169115,
0.070585,
0,
0.096282
],
[
10,
10,
10,
10,
10,
10
],
[
-89064,
-78016,
-48918,
-506819,
-518361,
-133864
],
[
1.435916,
1.05927,
2.008568,
1.13471,
0.845751,
1.637207
],
[
133,
66,
67,
133,
66,
67
],
[
68,
33,
35,
68,
33,
35
],
[
65,
33,
32,
65,
33,
32
],
[
51.12782,
50,
52.238806,
51.12782,
50,
52.238806
],
[
1.372567,
1.05927,
1.836405,
1.08465,
0.845751,
1.496875
],
[
54085,
54085,
51262,
124006,
124006,
101336
],
[
-44609,
-44609,
-28941,
-259821,
-259821,
-118497
],
[
41,
49,
33,
41,
49,
33
],
[
47,
48,
45,
47,
48,
45
],
[
35,
50,
20,
35,
50,
20
],
[
5536,
3278,
2258,
5536,
3278,
2258
],
[
63.070439,
0,
65.820439,
63.070439,
0,
65.820439
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340511,
-457038,
-104657,
-169981,
-704958,
-178272
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6097,
"evaluation_days": 1524.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629763200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758915685910,
"expiration_time": 1762666056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 127,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 117,
"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) |
|---|