| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2837572.8236 | 2907239.8955 | -69667.0719 | -40124.3988 | -752016.4644 | 711892.0656 |
| Total P&L (%) | 2837.5728 | 2907.2399 | -69.6671 | -40.1244 | -752.0165 | 711.8921 |
| Avg Daily Profit (%) | 1.362 | 1.3955 | -0.0334 | -0.0246 | 0 | 0.1006 |
| Buy And Hold Return (%) | 80.5996 | 80.5996 | 80.5996 | 80.5996 | 80.5996 | 80.5996 |
| Max Trade Drawdown | -275535 | -265127 | -112487 | -7286892 | -7322673 | -1665062 |
| Profit Factor | 4.1207 | 5.1825 | 0.6748 | 0.9974 | 0.9421 | 1.3081 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
| Profitability (%) | 44.7154 | 45.9016 | 43.5484 | 44.7154 | 45.9016 | 43.5484 |
| Ratio Avg Win / Avg Loss | 5.0946 | 6.108 | 0.8747 | 1.2331 | 1.1103 | 1.6957 |
| Largest Winning Trade | 2764362 | 2764362 | 14861 | 6267200 | 6267200 | 850742 |
| Largest Losing Trade | -62741 | -62741 | -26238 | -4608138 | -4608138 | -607136 |
| Avg Bars in Trades | 189 | 363 | 18 | 189 | 363 | 18 |
| Avg Bars in Winners | 245 | 460 | 22 | 245 | 460 | 22 |
| Avg Bars in Losers | 144 | 281 | 15 | 144 | 281 | 15 |
| Bars Traded | 23331 | 22177 | 1154 | 23331 | 22177 | 1154 |
| Profit Streak | 97.4542 | 0 | 114.7042 | 97.4542 | 0 | 114.7042 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 706854 | -141662 | -736903 | -580280 | -742385 | -213175 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580860800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759740845531,
"expiration_time": 1766217600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 157,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 166,
"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": [
[
2837572.8235945264,
2907239.8954787096,
-69667.0718841847,
-40124.3988302499,
-752016.4643812829,
711892.0655510325
],
[
2837.572824,
2907.239895,
-69.667072,
-40.124399,
-752.016464,
711.892066
],
[
1.362037,
1.395477,
-0.03344,
-0.024616,
0,
0.100572
],
[
80.599647,
80.599647,
80.599647,
80.599647,
80.599647,
80.599647
],
[
-275535,
-265127,
-112487,
-7286892,
-7322673,
-1665062
],
[
4.120658,
5.182529,
0.67475,
0.997376,
0.942062,
1.308104
],
[
123,
61,
62,
123,
61,
62
],
[
55,
28,
27,
55,
28,
27
],
[
68,
33,
35,
68,
33,
35
],
[
44.715447,
45.901639,
43.548387,
44.715447,
45.901639,
43.548387
],
[
5.094632,
6.107981,
0.874676,
1.233119,
1.110287,
1.69569
],
[
2764362,
2764362,
14861,
6267200,
6267200,
850742
],
[
-62741,
-62741,
-26238,
-4608138,
-4608138,
-607136
],
[
189,
363,
18,
189,
363,
18
],
[
245,
460,
22,
245,
460,
22
],
[
144,
281,
15,
144,
281,
15
],
[
23331,
22177,
1154,
23331,
22177,
1154
],
[
97.454231,
0,
114.704231,
97.454231,
0,
114.704231
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
706854,
-141662,
-736903,
-580280,
-742385,
-213175
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580860800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759740845531,
"expiration_time": 1766217600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 157,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 166,
"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) |
|---|