| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 436579.9648 | 121689.2768 | 314890.688 | 1148751.2585 | 133526.2385 | 1015225.02 |
| Total P&L (%) | 436.58 | 121.6893 | 314.8907 | 1148.7513 | 133.5262 | 1015.225 |
| Avg Daily Profit (%) | 0.2611 | 0.0728 | 0.1884 | 0.1511 | 0.0507 | 0.1444 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80961 | -58968 | -66593 | -634436 | -634436 | -125991 |
| Profit Factor | 2.3214 | 1.6279 | 3.3057 | 1.9173 | 1.1431 | 4.1817 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
| Profitability (%) | 80 | 74.2857 | 85.7143 | 80 | 74.2857 | 85.7143 |
| Ratio Avg Win / Avg Loss | 0.5804 | 0.5635 | 0.5509 | 0.4793 | 0.3957 | 0.697 |
| Largest Winning Trade | 46675 | 36227 | 46675 | 141637 | 141637 | 125845 |
| Largest Losing Trade | -66593 | -57729 | -66593 | -634436 | -634436 | -125991 |
| Avg Bars in Trades | 138 | 125 | 152 | 138 | 125 | 152 |
| Avg Bars in Winners | 92 | 71 | 109 | 92 | 71 | 109 |
| Avg Bars in Losers | 326 | 280 | 409 | 326 | 280 | 409 |
| Bars Traded | 9727 | 4389 | 5338 | 9727 | 4389 | 5338 |
| Profit Streak | 170.7577 | 170.7577 | 293.5911 | 170.7577 | 170.7577 | 293.5911 |
| Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -83227 | -90873 | 610310 | -84530 | -185378 | 374097 |
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10031,
"evaluation_days": 1671.83,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1619179200000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760220668931,
"expiration_time": 1764546192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 237,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
436579.9648274819,
121689.2768441337,
314890.6879833481,
1148751.258534048,
133526.2385164645,
1015225.0200175834
],
[
436.579965,
121.689277,
314.890688,
1148.751259,
133.526239,
1015.22502
],
[
0.261139,
0.072788,
0.188351,
0.15113,
0.050743,
0.144356
],
[
10,
10,
10,
10,
10,
10
],
[
-80961,
-58968,
-66593,
-634436,
-634436,
-125991
],
[
2.321449,
1.62789,
3.305658,
1.917302,
1.143079,
4.181714
],
[
70,
35,
35,
70,
35,
35
],
[
56,
26,
30,
56,
26,
30
],
[
14,
9,
5,
14,
9,
5
],
[
80,
74.285714,
85.714286,
80,
74.285714,
85.714286
],
[
0.580362,
0.5635,
0.550943,
0.479325,
0.395681,
0.696952
],
[
46675,
36227,
46675,
141637,
141637,
125845
],
[
-66593,
-57729,
-66593,
-634436,
-634436,
-125991
],
[
138,
125,
152,
138,
125,
152
],
[
92,
71,
109,
92,
71,
109
],
[
326,
280,
409,
326,
280,
409
],
[
9727,
4389,
5338,
9727,
4389,
5338
],
[
170.757742,
170.757742,
293.591076,
170.757742,
170.757742,
293.591076
],
[
12,
6,
8,
12,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83227,
-90873,
610310,
-84530,
-185378,
374097
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10031,
"evaluation_days": 1671.83,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1619179200000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760220668931,
"expiration_time": 1764546192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 237,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|