| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2030269.3065 | -50645.8071 | -1979623.4994 | 323207.3417 | 40857522.0982 | -40534314.7565 |
| Total P&L (%) | -2030.2693 | -50.6458 | -1979.6235 | 323.2073 | 40857.5221 | -40534.3148 |
| Avg Daily Profit (%) | -0.8751 | -0.0218 | -0.8533 | 0.0622 | 0.2596 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2255189 | -113808 | -2239082 | -133232418 | -21477437 | -148379417 |
| Profit Factor | 0.3143 | 0.8316 | 0.2558 | 1.0015 | 1.7663 | 0.7515 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 144 | 64 | 80 | 74 | 39 | 35 |
| Losing Trades | 41 | 29 | 12 | 111 | 54 | 57 |
| Profitability (%) | 77.8378 | 68.8172 | 86.9565 | 40 | 41.9355 | 38.0435 |
| Ratio Avg Win / Avg Loss | 0.0895 | 0.3768 | 0.0384 | 1.5022 | 2.4456 | 1.2239 |
| Largest Winning Trade | 34688 | 13733 | 34688 | 82170564 | 25150928 | 82170564 |
| Largest Losing Trade | -1879286 | -38358 | -1879286 | -28745127 | -5812016 | -28745127 |
| Avg Bars in Trades | 36 | 9 | 64 | 36 | 9 | 64 |
| Avg Bars in Winners | 20 | 3 | 33 | 49 | 13 | 90 |
| Avg Bars in Losers | 93 | 22 | 267 | 28 | 6 | 48 |
| Bars Traded | 6813 | 885 | 5928 | 6813 | 885 | 5928 |
| Profit Streak | 105.3821 | 105.3821 | 129.0487 | 105.3821 | 105.3821 | 129.0487 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574807 | -577131 | -574825 | -329168 | 348845 | -582651 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6960,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561334400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759799409227,
"expiration_time": 1765779840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 70,
"offset": 156,
"scalar": 3
}
}
} {
"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": [
[
-2030269.3064793777,
-50645.8070659352,
-1979623.4994134419,
323207.3416680965,
40857522.09815922,
-40534314.75649113
],
[
-2030.269306,
-50.645807,
-1979.623499,
323.207342,
40857.522098,
-40534.314756
],
[
-0.875116,
-0.02183,
-0.853286,
0.062204,
0.259609,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2255189,
-113808,
-2239082,
-133232418,
-21477437,
-148379417
],
[
0.314254,
0.831573,
0.255773,
1.001493,
1.766277,
0.751506
],
[
185,
93,
92,
185,
93,
92
],
[
144,
64,
80,
74,
39,
35
],
[
41,
29,
12,
111,
54,
57
],
[
77.837838,
68.817204,
86.956522,
40,
41.935484,
38.043478
],
[
0.089475,
0.376806,
0.038366,
1.50224,
2.445614,
1.223881
],
[
34688,
13733,
34688,
82170564,
25150928,
82170564
],
[
-1879286,
-38358,
-1879286,
-28745127,
-5812016,
-28745127
],
[
36,
9,
64,
36,
9,
64
],
[
20,
3,
33,
49,
13,
90
],
[
93,
22,
267,
28,
6,
48
],
[
6813,
885,
5928,
6813,
885,
5928
],
[
105.382051,
105.382051,
129.048718,
105.382051,
105.382051,
129.048718
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574807,
-577131,
-574825,
-329168,
348845,
-582651
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6960,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561334400000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759799409227,
"expiration_time": 1765779840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 70,
"offset": 156,
"scalar": 3
}
}
}
| # | 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) |
|---|