| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 390402.4175 | 39511.04 | 350891.3776 | -504943.6038 | 60618.312 | -565561.9158 |
| Total P&L (%) | 390.4024 | 39.511 | 350.8914 | -504.9436 | 60.6183 | -565.5619 |
| Avg Daily Profit (%) | 0.2547 | 0.0258 | 0.2289 | 0 | 0.0309 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105048 | -49159 | -105048 | -1592387 | -237928 | -1542695 |
| Profit Factor | 2.0994 | 1.1904 | 3.3767 | 0.7791 | 1.1011 | 0.6647 |
| Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
| Winning Trades | 161 | 72 | 89 | 94 | 48 | 46 |
| Losing Trades | 30 | 24 | 6 | 97 | 48 | 49 |
| Profitability (%) | 84.2932 | 75 | 93.6842 | 49.2147 | 50 | 48.4211 |
| Ratio Avg Win / Avg Loss | 0.3912 | 0.3968 | 0.2276 | 0.804 | 1.1011 | 0.7081 |
| Largest Winning Trade | 35594 | 35594 | 28609 | 178654 | 163921 | 178654 |
| Largest Losing Trade | -105048 | -34301 | -105048 | -1247398 | -169329 | -1247398 |
| Avg Bars in Trades | 27 | 15 | 39 | 27 | 15 | 39 |
| Avg Bars in Winners | 15 | 4 | 24 | 26 | 16 | 37 |
| Avg Bars in Losers | 89 | 47 | 257 | 28 | 14 | 42 |
| Bars Traded | 5245 | 1476 | 3769 | 5245 | 1476 | 3769 |
| Profit Streak | 100.1485 | 100.1485 | 263.1485 | 0 | 0 | 0 |
| Trades During Streak | 10 | 5 | 33 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 604741 | -168483 | 669274 | -579805 | -261520 | -581692 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6132,
"evaluation_days": 1533,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631016000000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759484034020,
"expiration_time": 1763444736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
390402.4175497482,
39511.0399562249,
350891.3775935235,
-504943.6038116692,
60618.3119607247,
-565561.9157723936
],
[
390.402418,
39.51104,
350.891378,
-504.943604,
60.618312,
-565.561916
],
[
0.254666,
0.025774,
0.228892,
0,
0.030915,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-105048,
-49159,
-105048,
-1592387,
-237928,
-1542695
],
[
2.099375,
1.190439,
3.376684,
0.779132,
1.101126,
0.664702
],
[
191,
96,
95,
191,
96,
95
],
[
161,
72,
89,
94,
48,
46
],
[
30,
24,
6,
97,
48,
49
],
[
84.293194,
75,
93.684211,
49.21466,
50,
48.421053
],
[
0.391188,
0.396813,
0.227642,
0.803998,
1.101126,
0.708052
],
[
35594,
35594,
28609,
178654,
163921,
178654
],
[
-105048,
-34301,
-105048,
-1247398,
-169329,
-1247398
],
[
27,
15,
39,
27,
15,
39
],
[
15,
4,
24,
26,
16,
37
],
[
89,
47,
257,
28,
14,
42
],
[
5245,
1476,
3769,
5245,
1476,
3769
],
[
100.148542,
100.148542,
263.148542,
0,
0,
0
],
[
10,
5,
33,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
604741,
-168483,
669274,
-579805,
-261520,
-581692
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6132,
"evaluation_days": 1533,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631016000000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759484034020,
"expiration_time": 1763444736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 185,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|