| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2460817.6764 | 2524098.3817 | -63280.7053 | -50705.5864 | 794725.7551 | -845431.3414 |
| Total P&L (%) | 2460.8177 | 2524.0984 | -63.2807 | -50.7056 | 794.7258 | -845.4313 |
| Avg Daily Profit (%) | 1.1817 | 1.2121 | -0.0304 | -0.034 | 0.1053 | 0 |
| Buy And Hold Return (%) | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 |
| Max Trade Drawdown | -185207 | -204248 | -108958 | -2893566 | -2111403 | -1232304 |
| Profit Factor | 2.866 | 3.8533 | 0.8542 | 0.9932 | 1.1611 | 0.6581 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
| Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
| Profitability (%) | 39.0411 | 37.6712 | 40.411 | 39.0411 | 37.6712 | 40.411 |
| Ratio Avg Win / Avg Loss | 4.475 | 6.3755 | 1.2596 | 1.5507 | 1.9211 | 0.9705 |
| Largest Winning Trade | 2312852 | 2312852 | 31288 | 2816826 | 2816826 | 264106 |
| Largest Losing Trade | -45613 | -38740 | -45613 | -978028 | -700782 | -978028 |
| Avg Bars in Trades | 83 | 141 | 25 | 83 | 141 | 25 |
| Avg Bars in Winners | 134 | 243 | 33 | 134 | 243 | 33 |
| Avg Bars in Losers | 50 | 80 | 20 | 50 | 80 | 20 |
| Bars Traded | 24441 | 20701 | 3740 | 24441 | 20701 | 3740 |
| Profit Streak | 4.039 | 4.039 | 90.789 | 4.039 | 4.039 | 90.789 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 594414 | 551951 | -581770 | -580457 | -99341 | -583437 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579543200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758869771897,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 114,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 55,
"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": [
[
2460817.6764262225,
2524098.381725188,
-63280.705298967,
-50705.5863614508,
794725.7550765277,
-845431.3414379788
],
[
2460.817676,
2524.098382,
-63.280705,
-50.705586,
794.725755,
-845.431341
],
[
1.181665,
1.212052,
-0.030387,
-0.033961,
0.105282,
0
],
[
93.319838,
93.319838,
93.319838,
93.319838,
93.319838,
93.319838
],
[
-185207,
-204248,
-108958,
-2893566,
-2111403,
-1232304
],
[
2.866001,
3.853305,
0.85424,
0.993153,
1.161122,
0.658149
],
[
292,
146,
146,
292,
146,
146
],
[
114,
55,
59,
114,
55,
59
],
[
178,
91,
87,
178,
91,
87
],
[
39.041096,
37.671233,
40.410959,
39.041096,
37.671233,
40.410959
],
[
4.474984,
6.375468,
1.259642,
1.550713,
1.921129,
0.970491
],
[
2312852,
2312852,
31288,
2816826,
2816826,
264106
],
[
-45613,
-38740,
-45613,
-978028,
-700782,
-978028
],
[
83,
141,
25,
83,
141,
25
],
[
134,
243,
33,
134,
243,
33
],
[
50,
80,
20,
50,
80,
20
],
[
24441,
20701,
3740,
24441,
20701,
3740
],
[
4.039026,
4.039026,
90.789026,
4.039027,
4.039027,
90.789027
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
594414,
551951,
-581770,
-580457,
-99341,
-583437
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579543200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758869771897,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 114,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 55,
"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) |
|---|