| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1427099.5059 | 1413521.5699 | 13577.9359 | -31727.243 | -312630.403 | 280903.16 |
| Total P&L (%) | 1427.0995 | 1413.5216 | 13.5779 | -31.7272 | -312.6304 | 280.9032 |
| Avg Daily Profit (%) | 0.6186 | 0.6127 | 0.0059 | -0.0165 | 0 | 0.058 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -231551 | -184458 | -61131 | -503836 | -678948 | -113788 |
| Profit Factor | 2.3665 | 2.863 | 1.0475 | 0.983 | 0.7743 | 1.5868 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
| Losing Trades | 124 | 70 | 54 | 124 | 70 | 54 |
| Profitability (%) | 40.0966 | 32.0388 | 48.0769 | 40.0966 | 32.0388 | 48.0769 |
| Ratio Avg Win / Avg Loss | 3.5355 | 6.0731 | 1.1313 | 1.4685 | 1.6424 | 1.7137 |
| Largest Winning Trade | 1323800 | 1323800 | 20685 | 248853 | 248853 | 94049 |
| Largest Losing Trade | -58197 | -58197 | -26431 | -200883 | -200883 | -97584 |
| Avg Bars in Trades | 64 | 116 | 13 | 64 | 116 | 13 |
| Avg Bars in Winners | 101 | 228 | 16 | 101 | 228 | 16 |
| Avg Bars in Losers | 40 | 63 | 11 | 40 | 63 | 11 |
| Bars Traded | 13433 | 11994 | 1439 | 13433 | 11994 | 1439 |
| Profit Streak | 0 | 98.0828 | 0 | 0 | 98.0828 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480778 | 386076 | -408401 | -581879 | -584306 | -113295 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559505600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759024757093,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
1427099.5058585682,
1413521.5699134986,
13577.9359450698,
-31727.2430393379,
-312630.4029927672,
280903.1599534292
],
[
1427.099506,
1413.52157,
13.577936,
-31.727243,
-312.630403,
280.90316
],
[
0.61855,
0.612665,
0.005885,
-0.016541,
0,
0.057983
],
[
10,
10,
10,
10,
10,
10
],
[
-231551,
-184458,
-61131,
-503836,
-678948,
-113788
],
[
2.366532,
2.863014,
1.047543,
0.982975,
0.774253,
1.58678
],
[
207,
103,
104,
207,
103,
104
],
[
83,
33,
50,
83,
33,
50
],
[
124,
70,
54,
124,
70,
54
],
[
40.096618,
32.038835,
48.076923,
40.096618,
32.038835,
48.076923
],
[
3.535541,
6.07306,
1.131346,
1.468541,
1.642355,
1.713723
],
[
1323800,
1323800,
20685,
248853,
248853,
94049
],
[
-58197,
-58197,
-26431,
-200883,
-200883,
-97584
],
[
64,
116,
13,
64,
116,
13
],
[
101,
228,
16,
101,
228,
16
],
[
40,
63,
11,
40,
63,
11
],
[
13433,
11994,
1439,
13433,
11994,
1439
],
[
0,
98.082837,
0,
0,
98.082837,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480778,
386076,
-408401,
-581879,
-584306,
-113295
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559505600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759024757093,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 168,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|