| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -119025.1603 | 365085.3338 | -484110.4941 | -85292.027 | 268488.6762 | -353780.7032 |
| Total P&L (%) | -119.0252 | 365.0853 | -484.1105 | -85.292 | 268.4887 | -353.7807 |
| Avg Daily Profit (%) | -0.0571 | 0.1752 | -0.2324 | -0.092 | 0.0626 | 0 |
| Buy And Hold Return (%) | 59.9379 | 59.9379 | 59.9379 | 59.9379 | 59.9379 | 59.9379 |
| Max Trade Drawdown | -568591 | -201298 | -547235 | -939008 | -496827 | -1113057 |
| Profit Factor | 0.9214 | 1.6236 | 0.4784 | 0.9718 | 1.2176 | 0.8024 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 58 | 27 | 31 | 46 | 24 | 22 |
| Losing Trades | 38 | 21 | 17 | 50 | 24 | 26 |
| Profitability (%) | 60.4167 | 56.25 | 64.5833 | 47.9167 | 50 | 45.8333 |
| Ratio Avg Win / Avg Loss | 0.6037 | 1.2628 | 0.2623 | 1.0563 | 1.2176 | 0.9483 |
| Largest Winning Trade | 196414 | 196414 | 53543 | 882919 | 276093 | 882919 |
| Largest Losing Trade | -202604 | -65156 | -202604 | -414385 | -188214 | -414385 |
| Avg Bars in Trades | 255 | 287 | 223 | 255 | 287 | 223 |
| Avg Bars in Winners | 181 | 183 | 178 | 257 | 289 | 221 |
| Avg Bars in Losers | 368 | 419 | 304 | 253 | 284 | 224 |
| Bars Traded | 24500 | 13781 | 10719 | 24500 | 13781 | 10719 |
| Profit Streak | 21.373 | 0 | 70.5397 | 21.373 | 0 | 70.5397 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578620 | 347942 | -578240 | -579114 | -111435 | -581751 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579492800000,
"first_datapoint_time": 1581264000000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759561026891,
"expiration_time": 1766037600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 191,
"offset": 0,
"a": 0.63522
}
}
} {
"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": [
[
-119025.1602688734,
365085.3337867921,
-484110.4940556652,
-85292.0269640192,
268488.6762196737,
-353780.7031836929
],
[
-119.02516,
365.085334,
-484.110494,
-85.292027,
268.488676,
-353.780703
],
[
-0.057132,
0.175241,
-0.232373,
-0.091963,
0.062623,
0
],
[
59.937888,
59.937888,
59.937888,
59.937888,
59.937888,
59.937888
],
[
-568591,
-201298,
-547235,
-939008,
-496827,
-1113057
],
[
0.92136,
1.623582,
0.478375,
0.971795,
1.217629,
0.802393
],
[
96,
48,
48,
96,
48,
48
],
[
58,
27,
31,
46,
24,
22
],
[
38,
21,
17,
50,
24,
26
],
[
60.416667,
56.25,
64.583333,
47.916667,
50,
45.833333
],
[
0.60365,
1.262786,
0.262335,
1.056299,
1.217629,
0.948283
],
[
196414,
196414,
53543,
882919,
276093,
882919
],
[
-202604,
-65156,
-202604,
-414385,
-188214,
-414385
],
[
255,
287,
223,
255,
287,
223
],
[
181,
183,
178,
257,
289,
221
],
[
368,
419,
304,
253,
284,
224
],
[
24500,
13781,
10719,
24500,
13781,
10719
],
[
21.372996,
0,
70.539663,
21.372996,
0,
70.539663
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578620,
347942,
-578240,
-579114,
-111435,
-581751
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579492800000,
"first_datapoint_time": 1581264000000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759561026891,
"expiration_time": 1766037600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 191,
"offset": 0,
"a": 0.63522
}
}
}
| # | 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) |
|---|