| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1092356.4812 | 976474.124 | 115882.3572 | 1836671.1601 | 3060618.7572 | -1223947.5971 |
| Total P&L (%) | 1092.3565 | 976.4741 | 115.8824 | 1836.6712 | 3060.6188 | -1223.9476 |
| Avg Daily Profit (%) | 0.4705 | 0.4206 | 0.0499 | 0.1277 | 0.1489 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -260244 | -190838 | -104409 | -19405210 | -13614811 | -5875705 |
| Profit Factor | 2.0084 | 2.78 | 1.2167 | 1.0549 | 1.1533 | 0.9093 |
| Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
| Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
| Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
| Profitability (%) | 49.0066 | 44.7368 | 53.3333 | 49.0066 | 44.7368 | 53.3333 |
| Ratio Avg Win / Avg Loss | 2.0898 | 3.4341 | 1.0646 | 1.0976 | 1.4246 | 0.7956 |
| Largest Winning Trade | 384858 | 384858 | 82582 | 7435564 | 7435564 | 2785382 |
| Largest Losing Trade | -58842 | -33469 | -58842 | -4872942 | -4872942 | -4064045 |
| Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
| Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
| Avg Bars in Losers | 48 | 43 | 54 | 48 | 43 | 54 |
| Bars Traded | 8946 | 4172 | 4774 | 8946 | 4172 | 4774 |
| Profit Streak | 0 | 0 | 52.2771 | 0 | 0 | 52.2771 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 524570 | -36276 | -182637 | -181823 | -97345 | -636740 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9286,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561118400000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759927140133,
"expiration_time": 1765920528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 29,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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": [
[
1092356.4812216256,
976474.1240316273,
115882.3571899983,
1836671.160088296,
3060618.7571571073,
-1223947.5970688146
],
[
1092.356481,
976.474124,
115.882357,
1836.67116,
3060.618757,
-1223.947597
],
[
0.470539,
0.420622,
0.049917,
0.127738,
0.148866,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-260244,
-190838,
-104409,
-19405210,
-13614811,
-5875705
],
[
2.008356,
2.779952,
1.216721,
1.054883,
1.153262,
0.909307
],
[
151,
76,
75,
151,
76,
75
],
[
74,
34,
40,
74,
34,
40
],
[
77,
42,
35,
77,
42,
35
],
[
49.006623,
44.736842,
53.333333,
49.006623,
44.736842,
53.333333
],
[
2.089776,
3.434059,
1.06463,
1.097648,
1.424618,
0.795644
],
[
384858,
384858,
82582,
7435564,
7435564,
2785382
],
[
-58842,
-33469,
-58842,
-4872942,
-4872942,
-4064045
],
[
59,
54,
63,
59,
54,
63
],
[
70,
68,
72,
70,
68,
72
],
[
48,
43,
54,
48,
43,
54
],
[
8946,
4172,
4774,
8946,
4172,
4774
],
[
0,
0,
52.277085,
0,
0,
52.277085
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
524570,
-36276,
-182637,
-181823,
-97345,
-636740
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9286,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561118400000,
"last_datapoint_time": 1759903200000,
"evaluation_time": 1759927140133,
"expiration_time": 1765920528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 29,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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) |
|---|