| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1662395.5567 | 1490231.9968 | 172163.5599 | 1824943.1846 | 2970889.0105 | -1145945.8259 |
| Total P&L (%) | 1662.3956 | 1490.232 | 172.1636 | 1824.9432 | 2970.889 | -1145.9458 |
| Avg Daily Profit (%) | 0.7151 | 0.641 | 0.0741 | 0.1273 | 0.1474 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100272 | -124083 | -113006 | -9920415 | -8697267 | -6727103 |
| Profit Factor | 3.0107 | 4.4485 | 1.4363 | 1.0528 | 1.1625 | 0.9297 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
| Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
| Profitability (%) | 50.9202 | 45.122 | 56.7901 | 50.9202 | 45.122 | 56.7901 |
| Ratio Avg Win / Avg Loss | 2.9019 | 5.4103 | 1.0928 | 1.0147 | 1.4139 | 0.7073 |
| Largest Winning Trade | 1202704 | 1202704 | 75902 | 4478334 | 4478334 | 2660018 |
| Largest Losing Trade | -65918 | -42689 | -65918 | -4188904 | -3694868 | -4188904 |
| Avg Bars in Trades | 55 | 59 | 50 | 55 | 59 | 50 |
| Avg Bars in Winners | 77 | 90 | 67 | 77 | 90 | 67 |
| Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
| Bars Traded | 9002 | 4885 | 4117 | 9002 | 4885 | 4117 |
| Profit Streak | 0 | 0 | 18.9627 | 0 | 0 | 18.9627 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 689910 | 462333 | -103664 | -184139 | -43924 | -591295 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9299,
"evaluation_days": 2324.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563105600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760202376771,
"expiration_time": 1766209752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 125
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 175,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
1662395.5567016471,
1490231.9967876917,
172163.5599139544,
1824943.1845553776,
2970889.010451032,
-1145945.8258956529
],
[
1662.395557,
1490.231997,
172.16356,
1824.943185,
2970.88901,
-1145.945826
],
[
0.715086,
0.641029,
0.074057,
0.127298,
0.147417,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-100272,
-124083,
-113006,
-9920415,
-8697267,
-6727103
],
[
3.010724,
4.448475,
1.436274,
1.052794,
1.162538,
0.92965
],
[
163,
82,
81,
163,
82,
81
],
[
83,
37,
46,
83,
37,
46
],
[
80,
45,
35,
80,
45,
35
],
[
50.920245,
45.121951,
56.790123,
50.920245,
45.121951,
56.790123
],
[
2.901902,
5.410307,
1.092817,
1.014741,
1.413897,
0.707343
],
[
1202704,
1202704,
75902,
4478334,
4478334,
2660018
],
[
-65918,
-42689,
-65918,
-4188904,
-3694868,
-4188904
],
[
55,
59,
50,
55,
59,
50
],
[
77,
90,
67,
77,
90,
67
],
[
31,
34,
28,
31,
34,
28
],
[
9002,
4885,
4117,
9002,
4885,
4117
],
[
0,
0,
18.962694,
0,
0,
18.962694
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
689910,
462333,
-103664,
-184139,
-43924,
-591295
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9299,
"evaluation_days": 2324.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563105600000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760202376771,
"expiration_time": 1766209752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 125
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 175,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|