| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501087.354 | 340220.3601 | 160866.994 | 729397.0681 | 156888.8713 | 572508.1969 |
| Total P&L (%) | 501.0874 | 340.2204 | 160.867 | 729.3971 | 156.8889 | 572.5082 |
| Avg Daily Profit (%) | 0.261 | 0.1772 | 0.0838 | 0.1103 | 0.0492 | 0.0993 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90228 | -53572 | -92616 | -1187681 | -745585 | -442096 |
| Profit Factor | 2.1162 | 2.557 | 1.6982 | 1.2951 | 1.1049 | 1.5862 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.0457 | 3.147 | 1.2987 | 1.2519 | 1.3599 | 1.2129 |
| Largest Winning Trade | 161532 | 161532 | 52176 | 748159 | 748159 | 577432 |
| Largest Losing Trade | -56586 | -42211 | -56586 | -522638 | -522638 | -292829 |
| Avg Bars in Trades | 93 | 106 | 81 | 93 | 106 | 81 |
| Avg Bars in Winners | 114 | 121 | 109 | 114 | 121 | 109 |
| Avg Bars in Losers | 72 | 94 | 44 | 72 | 94 | 44 |
| Bars Traded | 5531 | 3093 | 2438 | 5531 | 3093 | 2438 |
| Profit Streak | 42.3153 | 0 | 47.3153 | 42.3153 | 0 | 47.3153 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -166254 | 368457 | -77591 | -224157 | -234416 | -56742 |
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5759,
"evaluation_days": 1919.67,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1597305600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758900845839,
"expiration_time": 1763849376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 26,
"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": [
[
501087.3540076109,
340220.3600509329,
160866.9939566781,
729397.0681389819,
156888.8712648785,
572508.1968741035
],
[
501.087354,
340.22036,
160.866994,
729.397068,
156.888871,
572.508197
],
[
0.261028,
0.177229,
0.083799,
0.110263,
0.04916,
0.099329
],
[
10,
10,
10,
10,
10,
10
],
[
-90228,
-53572,
-92616,
-1187681,
-745585,
-442096
],
[
2.116245,
2.55696,
1.698242,
1.295098,
1.104943,
1.58616
],
[
59,
29,
30,
59,
29,
30
],
[
30,
13,
17,
30,
13,
17
],
[
29,
16,
13,
29,
16,
13
],
[
50.847458,
44.827586,
56.666667,
50.847458,
44.827586,
56.666667
],
[
2.045703,
3.147027,
1.298655,
1.251928,
1.359929,
1.212946
],
[
161532,
161532,
52176,
748159,
748159,
577432
],
[
-56586,
-42211,
-56586,
-522638,
-522638,
-292829
],
[
93,
106,
81,
93,
106,
81
],
[
114,
121,
109,
114,
121,
109
],
[
72,
94,
44,
72,
94,
44
],
[
5531,
3093,
2438,
5531,
3093,
2438
],
[
42.315345,
0,
47.315345,
42.315345,
0,
47.315345
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166254,
368457,
-77591,
-224157,
-234416,
-56742
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5759,
"evaluation_days": 1919.67,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1597305600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758900845839,
"expiration_time": 1763849376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 26,
"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) |
|---|