| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1319302.7032 | 1359046.1873 | -39743.4842 | 232.1481 | 1479873.1042 | -1479640.9561 |
| Total P&L (%) | 1319.3027 | 1359.0462 | -39.7435 | 0.2321 | 1479.8731 | -1479.641 |
| Avg Daily Profit (%) | 0.6334 | 0.6525 | -0.0191 | 0.0001 | 0.1326 | 0 |
| Buy And Hold Return (%) | 59.6546 | 59.6546 | 59.6546 | 59.6546 | 59.6546 | 59.6546 |
| Max Trade Drawdown | -292081 | -249062 | -66066 | -5421400 | -3700259 | -2107326 |
| Profit Factor | 2.8261 | 3.5037 | 0.7788 | 1 | 1.3426 | 0.4057 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
| Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
| Profitability (%) | 44.9275 | 32.3529 | 57.1429 | 44.9275 | 32.3529 | 57.1429 |
| Ratio Avg Win / Avg Loss | 3.4642 | 7.3258 | 0.5841 | 1.2258 | 2.8072 | 0.3043 |
| Largest Winning Trade | 1130250 | 1130250 | 24596 | 3219326 | 3219326 | 315124 |
| Largest Losing Trade | -62160 | -62160 | -30245 | -1670067 | -760605 | -1670067 |
| Avg Bars in Trades | 355 | 646 | 72 | 355 | 646 | 72 |
| Avg Bars in Winners | 487 | 1256 | 64 | 487 | 1256 | 64 |
| Avg Bars in Losers | 247 | 353 | 83 | 247 | 353 | 83 |
| Bars Traded | 24498 | 21965 | 2533 | 24498 | 21965 | 2533 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91113 | 422017 | -579861 | -687176 | -21026 | -579861 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579788000000,
"first_datapoint_time": 1581163200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759820062964,
"expiration_time": 1766295504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 191,
"offset": 0,
"poles": 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": [
[
1319302.703158781,
1359046.1873461425,
-39743.4841873614,
232.148101736,
1479873.10423993,
-1479640.956138193
],
[
1319.302703,
1359.046187,
-39.743484,
0.232148,
1479.873104,
-1479.640956
],
[
0.633391,
0.652472,
-0.019081,
0.000111,
0.132591,
0
],
[
59.654631,
59.654631,
59.654631,
59.654631,
59.654631,
59.654631
],
[
-292081,
-249062,
-66066,
-5421400,
-3700259,
-2107326
],
[
2.826074,
3.503659,
0.778781,
1.000034,
1.342583,
0.405698
],
[
69,
34,
35,
69,
34,
35
],
[
31,
11,
20,
31,
11,
20
],
[
38,
23,
15,
38,
23,
15
],
[
44.927536,
32.352941,
57.142857,
44.927536,
32.352941,
57.142857
],
[
3.46422,
7.325833,
0.584085,
1.225848,
2.80722,
0.304273
],
[
1130250,
1130250,
24596,
3219326,
3219326,
315124
],
[
-62160,
-62160,
-30245,
-1670067,
-760605,
-1670067
],
[
355,
646,
72,
355,
646,
72
],
[
487,
1256,
64,
487,
1256,
64
],
[
247,
353,
83,
247,
353,
83
],
[
24498,
21965,
2533,
24498,
21965,
2533
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91113,
422017,
-579861,
-687176,
-21026,
-579861
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579788000000,
"first_datapoint_time": 1581163200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759820062964,
"expiration_time": 1766295504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 192,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 191,
"offset": 0,
"poles": 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) |
|---|