| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1450534.6432 | 1402077.4424 | 48457.2008 | 5043130.6787 | 6811490.9415 | -1768360.2628 |
| Total P&L (%) | 1450.5346 | 1402.0774 | 48.4572 | 5043.1307 | 6811.4909 | -1768.3603 |
| Avg Daily Profit (%) | 0.6965 | 0.6733 | 0.0233 | 0.1894 | 0.2036 | 0 |
| Buy And Hold Return (%) | 1457.5655 | 1457.5655 | 1457.5655 | 1457.5655 | 1457.5655 | 1457.5655 |
| Max Trade Drawdown | -166422 | -172698 | -35297 | -9663876 | -9145515 | -1920876 |
| Profit Factor | 4.2751 | 5.6015 | 1.3506 | 1.2309 | 1.4385 | 0.7198 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 44.2623 | 46.6667 | 41.9355 | 44.2623 | 46.6667 | 41.9355 |
| Ratio Avg Win / Avg Loss | 5.3834 | 6.4017 | 1.8701 | 1.55 | 1.644 | 0.9966 |
| Largest Winning Trade | 989408 | 989408 | 42177 | 6146181 | 6146181 | 1356274 |
| Largest Losing Trade | -32242 | -32242 | -19424 | -3349655 | -3349655 | -1310604 |
| Avg Bars in Trades | 397 | 654 | 148 | 397 | 654 | 148 |
| Avg Bars in Winners | 542 | 814 | 248 | 542 | 814 | 248 |
| Avg Bars in Losers | 282 | 514 | 76 | 282 | 514 | 76 |
| Bars Traded | 24237 | 19634 | 4603 | 24237 | 19634 | 4603 |
| Profit Streak | 0 | 116.4012 | 0 | 0 | 116.4012 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -314463 | -145450 | -329230 | -162213 | 305806 | -583954 |
{
"trading_pair": "ADA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758908263022,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.72776
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 156,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
1450534.643150566,
1402077.4423845771,
48457.2007659892,
5043130.678651732,
6811490.941473906,
-1768360.2628221752
],
[
1450.534643,
1402.077442,
48.457201,
5043.130679,
6811.490941,
-1768.360263
],
[
0.696535,
0.673266,
0.023269,
0.189387,
0.203605,
0
],
[
1457.56548,
1457.56548,
1457.56548,
1457.56548,
1457.56548,
1457.56548
],
[
-166422,
-172698,
-35297,
-9663876,
-9145515,
-1920876
],
[
4.275065,
5.601504,
1.350624,
1.230876,
1.438504,
0.719752
],
[
61,
30,
31,
61,
30,
31
],
[
27,
14,
13,
27,
14,
13
],
[
34,
16,
18,
34,
16,
18
],
[
44.262295,
46.666667,
41.935484,
44.262295,
46.666667,
41.935484
],
[
5.383416,
6.401719,
1.870095,
1.549992,
1.644004,
0.99658
],
[
989408,
989408,
42177,
6146181,
6146181,
1356274
],
[
-32242,
-32242,
-19424,
-3349655,
-3349655,
-1310604
],
[
397,
654,
148,
397,
654,
148
],
[
542,
814,
248,
542,
814,
248
],
[
282,
514,
76,
282,
514,
76
],
[
24237,
19634,
4603,
24237,
19634,
4603
],
[
0,
116.401192,
0,
0,
116.401192,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-314463,
-145450,
-329230,
-162213,
305806,
-583954
]
]
}
{
"trading_pair": "ADA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758908263022,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 246,
"offset": 0,
"a": 0.72776
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 156,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|