| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 163110.1146 | -81083.7154 | 244193.83 | 35811.1099 | -215145.5395 | 250956.6494 |
| Total P&L (%) | 163.1101 | -81.0837 | 244.1938 | 35.8111 | -215.1455 | 250.9566 |
| Avg Daily Profit (%) | 0.107 | -0.0532 | 0.1602 | 0.0201 | 0 | 0.0824 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168068 | -127256 | -111890 | -472318 | -262123 | -395336 |
| Profit Factor | 1.3016 | 0.7354 | 2.0417 | 1.0266 | 0.6789 | 1.3715 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 126 | 52 | 74 | 126 | 52 | 74 |
| Losing Trades | 56 | 39 | 17 | 56 | 39 | 17 |
| Profitability (%) | 69.2308 | 57.1429 | 81.3187 | 69.2308 | 57.1429 | 81.3187 |
| Ratio Avg Win / Avg Loss | 0.5785 | 0.5515 | 0.469 | 0.4563 | 0.5092 | 0.3151 |
| Largest Winning Trade | 27771 | 12139 | 27771 | 43446 | 40320 | 43446 |
| Largest Losing Trade | -60871 | -32761 | -60871 | -293474 | -112493 | -293474 |
| Avg Bars in Trades | 15 | 9 | 20 | 15 | 9 | 20 |
| Avg Bars in Winners | 9 | 5 | 12 | 9 | 5 | 12 |
| Avg Bars in Losers | 28 | 15 | 58 | 28 | 15 | 58 |
| Bars Traded | 2812 | 908 | 1904 | 2812 | 908 | 1904 |
| Profit Streak | 59.1996 | 94.6996 | 59.1996 | 59.1996 | 94.6996 | 59.1996 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -46544 | -578444 | 490428 | -356368 | -578444 | -78862 |
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629936000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758991642977,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28798,
"nb": 0.87846,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 68,
"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": [
[
163110.1146066158,
-81083.7154401509,
244193.8300467667,
35811.1099245611,
-215145.539518464,
250956.6494430248
],
[
163.110115,
-81.083715,
244.19383,
35.81111,
-215.14554,
250.956649
],
[
0.106993,
-0.053187,
0.16018,
0.02008,
0,
0.082388
],
[
10,
10,
10,
10,
10,
10
],
[
-168068,
-127256,
-111890,
-472318,
-262123,
-395336
],
[
1.301588,
0.735388,
2.041733,
1.026614,
0.678893,
1.371471
],
[
182,
91,
91,
182,
91,
91
],
[
126,
52,
74,
126,
52,
74
],
[
56,
39,
17,
56,
39,
17
],
[
69.230769,
57.142857,
81.318681,
69.230769,
57.142857,
81.318681
],
[
0.578484,
0.551541,
0.469047,
0.456273,
0.50917,
0.315068
],
[
27771,
12139,
27771,
43446,
40320,
43446
],
[
-60871,
-32761,
-60871,
-293474,
-112493,
-293474
],
[
15,
9,
20,
15,
9,
20
],
[
9,
5,
12,
9,
5,
12
],
[
28,
15,
58,
28,
15,
58
],
[
2812,
908,
1904,
2812,
908,
1904
],
[
59.199571,
94.699571,
59.199571,
59.199571,
94.699571,
59.199571
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46544,
-578444,
490428,
-356368,
-578444,
-78862
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629936000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758991642977,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28798,
"nb": 0.87846,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 68,
"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) |
|---|