| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 349214.4083 | 216371.6258 | 132842.7826 | 263912.9666 | 159502.4548 | 104410.5118 |
| Total P&L (%) | 349.2144 | 216.3716 | 132.8428 | 263.913 | 159.5025 | 104.4105 |
| Avg Daily Profit (%) | 0.1805 | 0.1118 | 0.0687 | 0.0668 | 0.0493 | 0.037 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96084 | -107700 | -54988 | -230887 | -250973 | -215077 |
| Profit Factor | 1.8138 | 2.1234 | 1.5616 | 1.2741 | 1.3571 | 1.2022 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 58.0952 | 53.8462 | 62.2642 | 58.0952 | 53.8462 | 62.2642 |
| Ratio Avg Win / Avg Loss | 1.3083 | 1.8201 | 0.9464 | 0.919 | 1.1632 | 0.7286 |
| Largest Winning Trade | 69475 | 69475 | 39827 | 82070 | 82070 | 49864 |
| Largest Losing Trade | -81765 | -81765 | -54988 | -215077 | -184167 | -215077 |
| Avg Bars in Trades | 33 | 51 | 15 | 33 | 51 | 15 |
| Avg Bars in Winners | 27 | 43 | 14 | 27 | 43 | 14 |
| Avg Bars in Losers | 40 | 60 | 17 | 40 | 60 | 17 |
| Bars Traded | 3484 | 2652 | 832 | 3484 | 2652 | 832 |
| Profit Streak | 20.2803 | 0 | 63.2803 | 20.2803 | 0 | 63.2803 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420030 | -219192 | -278030 | -103603 | -306188 | -322499 |
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3869,
"evaluation_days": 1934.5,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165014185,
"expiration_time": 1765155024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 224,
"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": [
[
349214.4083241115,
216371.6257631137,
132842.7825609981,
263912.9665926398,
159502.4547504465,
104410.5118421933
],
[
349.214408,
216.371626,
132.842783,
263.912967,
159.502455,
104.410512
],
[
0.180519,
0.111849,
0.06867,
0.066796,
0.049306,
0.036965
],
[
10,
10,
10,
10,
10,
10
],
[
-96084,
-107700,
-54988,
-230887,
-250973,
-215077
],
[
1.813775,
2.123419,
1.561636,
1.274065,
1.357104,
1.202228
],
[
105,
52,
53,
105,
52,
53
],
[
61,
28,
33,
61,
28,
33
],
[
44,
24,
20,
44,
24,
20
],
[
58.095238,
53.846154,
62.264151,
58.095238,
53.846154,
62.264151
],
[
1.308297,
1.820074,
0.946446,
0.918998,
1.163232,
0.728623
],
[
69475,
69475,
39827,
82070,
82070,
49864
],
[
-81765,
-81765,
-54988,
-215077,
-184167,
-215077
],
[
33,
51,
15,
33,
51,
15
],
[
27,
43,
14,
27,
43,
14
],
[
40,
60,
17,
40,
60,
17
],
[
3484,
2652,
832,
3484,
2652,
832
],
[
20.280257,
0,
63.280257,
20.280257,
0,
63.280257
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420030,
-219192,
-278030,
-103603,
-306188,
-322499
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3869,
"evaluation_days": 1934.5,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165014185,
"expiration_time": 1765155024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 15,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 224,
"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) |
|---|