| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2187388.6486 | 2241245.0059 | -53856.3572 | -22371.7429 | 61534.4605 | -83906.2034 |
| Total P&L (%) | 2187.3886 | 2241.245 | -53.8564 | -22.3717 | 61.5345 | -83.9062 |
| Avg Daily Profit (%) | 0.9454 | 0.9687 | -0.0233 | -0.0109 | 0.0207 | -0.0789 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151432 | -66465 | -162105 | -197418 | -107751 | -114908 |
| Profit Factor | 4.6149 | 7.9446 | 0.8093 | 0.9561 | 1.1976 | 0.5766 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Profitability (%) | 50.8772 | 58.6207 | 42.8571 | 50.8772 | 58.6207 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.4557 | 5.608 | 1.079 | 0.9231 | 0.8454 | 0.7688 |
| Largest Winning Trade | 2256962 | 2256962 | 86445 | 217443 | 217443 | 30448 |
| Largest Losing Trade | -61792 | -61792 | -58898 | -107751 | -107751 | -53007 |
| Avg Bars in Trades | 111 | 112 | 109 | 111 | 112 | 109 |
| Avg Bars in Winners | 138 | 128 | 152 | 138 | 128 | 152 |
| Avg Bars in Losers | 83 | 91 | 77 | 83 | 91 | 77 |
| Bars Traded | 6345 | 3276 | 3069 | 6345 | 3276 | 3069 |
| Profit Streak | 0 | 0 | 95.3784 | 0 | 0 | 95.3784 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158581 | 824511 | -601586 | -760164 | -169481 | -603252 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6941,
"evaluation_days": 2313.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564732800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759223097135,
"expiration_time": 1765216224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 188,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 95,
"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": [
[
2187388.6486294046,
2241245.0058777262,
-53856.3572483213,
-22371.7428743968,
61534.4605355441,
-83906.2034099409
],
[
2187.388649,
2241.245006,
-53.856357,
-22.371743,
61.534461,
-83.906203
],
[
0.945419,
0.968697,
-0.023277,
-0.010945,
0.020729,
-0.078923
],
[
10,
10,
10,
10,
10,
10
],
[
-151432,
-66465,
-162105,
-197418,
-107751,
-114908
],
[
4.614852,
7.944626,
0.809277,
0.956096,
1.19762,
0.576626
],
[
57,
29,
28,
57,
29,
28
],
[
29,
17,
12,
29,
17,
12
],
[
28,
12,
16,
28,
12,
16
],
[
50.877193,
58.62069,
42.857143,
50.877193,
58.62069,
42.857143
],
[
4.45572,
5.607971,
1.079037,
0.923127,
0.845379,
0.768835
],
[
2256962,
2256962,
86445,
217443,
217443,
30448
],
[
-61792,
-61792,
-58898,
-107751,
-107751,
-53007
],
[
111,
112,
109,
111,
112,
109
],
[
138,
128,
152,
138,
128,
152
],
[
83,
91,
77,
83,
91,
77
],
[
6345,
3276,
3069,
6345,
3276,
3069
],
[
0,
0,
95.378439,
0,
0,
95.378439
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158581,
824511,
-601586,
-760164,
-169481,
-603252
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6941,
"evaluation_days": 2313.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564732800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759223097135,
"expiration_time": 1765216224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 188,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 95,
"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) |
|---|