| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2738490.728 | 2630644.5837 | 107846.1443 | 2717006.7135 | 2133818.988 | 583187.7255 |
| Total P&L (%) | 2738.4907 | 2630.6446 | 107.8461 | 2717.0067 | 2133.819 | 583.1877 |
| Avg Daily Profit (%) | 1.1869 | 1.1402 | 0.0467 | 0.1448 | 0.1347 | 0.0833 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170570 | -86821 | -133495 | -4162678 | -2628649 | -2570375 |
| Profit Factor | 5.1891 | 8.4662 | 1.3578 | 1.1971 | 1.2779 | 1.0955 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Profitability (%) | 36.3636 | 30.7692 | 42.1053 | 36.3636 | 30.7692 | 42.1053 |
| Ratio Avg Win / Avg Loss | 9.0809 | 19.049 | 1.867 | 2.0949 | 2.8752 | 1.5063 |
| Largest Winning Trade | 2305685 | 2305685 | 78977 | 3865167 | 3865167 | 1641641 |
| Largest Losing Trade | -50027 | -49612 | -50027 | -2193203 | -1086906 | -2193203 |
| Avg Bars in Trades | 168 | 148 | 190 | 168 | 148 | 190 |
| Avg Bars in Winners | 335 | 319 | 347 | 335 | 319 | 347 |
| Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
| Bars Traded | 13006 | 5772 | 7234 | 13006 | 5772 | 7234 |
| 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 | -30145 | 523134 | -131989 | -53540 | -19151 | -198733 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561017600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802043322,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 116,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 87,
"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": [
[
2738490.727986584,
2630644.583716447,
107846.1442701375,
2717006.7134666946,
2133818.987971477,
583187.7254952199
],
[
2738.490728,
2630.644584,
107.846144,
2717.006713,
2133.818988,
583.187725
],
[
1.186948,
1.140204,
0.046744,
0.144795,
0.134727,
0.083323
],
[
10,
10,
10,
10,
10,
10
],
[
-170570,
-86821,
-133495,
-4162678,
-2628649,
-2570375
],
[
5.189067,
8.46623,
1.357836,
1.197078,
1.277887,
1.095484
],
[
77,
39,
38,
77,
39,
38
],
[
28,
12,
16,
28,
12,
16
],
[
49,
27,
22,
49,
27,
22
],
[
36.363636,
30.769231,
42.105263,
36.363636,
30.769231,
42.105263
],
[
9.080868,
19.049017,
1.867025,
2.094886,
2.875245,
1.50629
],
[
2305685,
2305685,
78977,
3865167,
3865167,
1641641
],
[
-50027,
-49612,
-50027,
-2193203,
-1086906,
-2193203
],
[
168,
148,
190,
168,
148,
190
],
[
335,
319,
347,
335,
319,
347
],
[
73,
71,
75,
73,
71,
75
],
[
13006,
5772,
7234,
13006,
5772,
7234
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30145,
523134,
-131989,
-53540,
-19151,
-198733
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561017600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802043322,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 116,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 87,
"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) |
|---|