| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1806022.4481 | 1861465.5962 | -55443.1481 | -59656.782 | 174256.7936 | -233913.5756 |
| Total P&L (%) | 1806.0224 | 1861.4656 | -55.4431 | -59.6568 | 174.2568 | -233.9136 |
| Avg Daily Profit (%) | 0.7801 | 0.8041 | -0.024 | -0.0392 | 0.0436 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145227 | -159498 | -127009 | -653784 | -434468 | -319743 |
| Profit Factor | 2.8869 | 4.2491 | 0.8557 | 0.9604 | 1.184 | 0.5826 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
| Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
| Profitability (%) | 30.3226 | 24.359 | 36.3636 | 30.3226 | 24.359 | 36.3636 |
| Ratio Avg Win / Avg Loss | 6.6338 | 13.1946 | 1.4975 | 2.2069 | 3.6766 | 1.0196 |
| Largest Winning Trade | 1912569 | 1912569 | 75520 | 657422 | 657422 | 114628 |
| Largest Losing Trade | -47256 | -47256 | -43269 | -297565 | -297565 | -143706 |
| Avg Bars in Trades | 57 | 72 | 43 | 57 | 72 | 43 |
| Avg Bars in Winners | 113 | 164 | 78 | 113 | 164 | 78 |
| Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
| Bars Traded | 8986 | 5636 | 3350 | 8986 | 5636 | 3350 |
| Profit Streak | 1.3181 | 6.3181 | 0 | 1.3181 | 6.3181 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324099 | -45991 | -626372 | -587505 | -218121 | -626372 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9260,
"evaluation_days": 2315,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564682400000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759347486424,
"expiration_time": 1765342080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 159,
"offset": 0,
"multiplier": 1.48992
}
}
} {
"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": [
[
1806022.4480912338,
1861465.5962210884,
-55443.1481298542,
-59656.7819915803,
174256.7936040505,
-233913.5755956308
],
[
1806.022448,
1861.465596,
-55.443148,
-59.656782,
174.256794,
-233.913576
],
[
0.780139,
0.804089,
-0.02395,
-0.039204,
0.04359,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145227,
-159498,
-127009,
-653784,
-434468,
-319743
],
[
2.886923,
4.249117,
0.855696,
0.960428,
1.183988,
0.582624
],
[
155,
78,
77,
155,
78,
77
],
[
47,
19,
28,
47,
19,
28
],
[
108,
59,
49,
108,
59,
49
],
[
30.322581,
24.358974,
36.363636,
30.322581,
24.358974,
36.363636
],
[
6.633779,
13.194627,
1.497469,
2.206941,
3.676595,
1.019593
],
[
1912569,
1912569,
75520,
657422,
657422,
114628
],
[
-47256,
-47256,
-43269,
-297565,
-297565,
-143706
],
[
57,
72,
43,
57,
72,
43
],
[
113,
164,
78,
113,
164,
78
],
[
33,
42,
23,
33,
42,
23
],
[
8986,
5636,
3350,
8986,
5636,
3350
],
[
1.31813,
6.31813,
0,
1.31813,
6.31813,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324099,
-45991,
-626372,
-587505,
-218121,
-626372
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9260,
"evaluation_days": 2315,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564682400000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759347486424,
"expiration_time": 1765342080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 159,
"offset": 0,
"multiplier": 1.48992
}
}
}
| # | 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) |
|---|