| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438141.031 | 340622.6484 | 97518.3827 | 1010323.1045 | 1144954.4983 | -134631.3938 |
| Total P&L (%) | 438.141 | 340.6226 | 97.5184 | 1010.3231 | 1144.9545 | -134.6314 |
| Avg Daily Profit (%) | 0.2059 | 0.1601 | 0.0458 | 0.1132 | 0.1186 | 0 |
| Buy And Hold Return (%) | 63.4962 | 63.4962 | 63.4962 | 63.4962 | 63.4962 | 63.4962 |
| Max Trade Drawdown | -78650 | -117576 | -52614 | -1012321 | -713096 | -783861 |
| Profit Factor | 2.0586 | 2.3929 | 1.5758 | 1.2925 | 1.656 | 0.9212 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 57.4803 | 57.1429 | 57.8125 | 57.4803 | 57.1429 | 57.8125 |
| Ratio Avg Win / Avg Loss | 1.5228 | 1.7947 | 1.1499 | 0.9561 | 1.242 | 0.6722 |
| Largest Winning Trade | 91197 | 91197 | 21622 | 548592 | 548592 | 195073 |
| Largest Losing Trade | -57298 | -57298 | -36834 | -387655 | -387655 | -300863 |
| Avg Bars in Trades | 64 | 104 | 24 | 64 | 104 | 24 |
| Avg Bars in Winners | 56 | 96 | 16 | 56 | 96 | 16 |
| Avg Bars in Losers | 75 | 115 | 34 | 75 | 115 | 34 |
| Bars Traded | 8151 | 6587 | 1564 | 8151 | 6587 | 1564 |
| Profit Streak | 44.7137 | 50.4637 | 44.7137 | 44.7137 | 50.4637 | 44.7137 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497252 | -134441 | -277239 | -40773 | -177423 | -718112 |
{
"trading_pair": "BCH_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8510,
"evaluation_days": 2127.5,
"actual_first_datapoint_time": 1574920800000,
"first_datapoint_time": 1579521600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863260399,
"expiration_time": 1764229680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 214,
"offset": 0,
"a": 0.61533
}
}
}
{
"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": [
[
438141.0310065824,
340622.6483558766,
97518.3826507061,
1010323.104510102,
1144954.4983220643,
-134631.3938119631
],
[
438.141031,
340.622648,
97.518383,
1010.323105,
1144.954498,
-134.631394
],
[
0.205942,
0.160105,
0.045837,
0.113213,
0.118598,
0
],
[
63.496219,
63.496219,
63.496219,
63.496219,
63.496219,
63.496219
],
[
-78650,
-117576,
-52614,
-1012321,
-713096,
-783861
],
[
2.058552,
2.392878,
1.575806,
1.292476,
1.655965,
0.921219
],
[
127,
63,
64,
127,
63,
64
],
[
73,
36,
37,
73,
36,
37
],
[
54,
27,
27,
54,
27,
27
],
[
57.480315,
57.142857,
57.8125,
57.480315,
57.142857,
57.8125
],
[
1.522765,
1.794658,
1.149912,
0.956078,
1.241974,
0.672241
],
[
91197,
91197,
21622,
548592,
548592,
195073
],
[
-57298,
-57298,
-36834,
-387655,
-387655,
-300863
],
[
64,
104,
24,
64,
104,
24
],
[
56,
96,
16,
56,
96,
16
],
[
75,
115,
34,
75,
115,
34
],
[
8151,
6587,
1564,
8151,
6587,
1564
],
[
44.713662,
50.463662,
44.713662,
44.713662,
50.463662,
44.713662
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497252,
-134441,
-277239,
-40773,
-177423,
-718112
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8510,
"evaluation_days": 2127.5,
"actual_first_datapoint_time": 1574920800000,
"first_datapoint_time": 1579521600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863260399,
"expiration_time": 1764229680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 16,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 214,
"offset": 0,
"a": 0.61533
}
}
}
| # | 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) |
|---|