| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 230994.2337 | 330123.3729 | -99129.1392 | -48565.7932 | 132051.9954 | -180617.7887 |
| Total P&L (%) | 230.9942 | 330.1234 | -99.1291 | -48.5658 | 132.052 | -180.6178 |
| Avg Daily Profit (%) | 0.1109 | 0.1585 | -0.0476 | -0.0319 | 0.0404 | 0 |
| Buy And Hold Return (%) | 107.1442 | 107.1442 | 107.1442 | 107.1442 | 107.1442 | 107.1442 |
| Max Trade Drawdown | -181446 | -68170 | -128199 | -303840 | -104932 | -236937 |
| Profit Factor | 1.4356 | 2.9157 | 0.723 | 0.9384 | 1.498 | 0.655 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Profitability (%) | 42.6966 | 46.6667 | 38.6364 | 42.6966 | 46.6667 | 38.6364 |
| Ratio Avg Win / Avg Loss | 1.9268 | 3.3322 | 1.1484 | 1.2595 | 1.712 | 1.0403 |
| Largest Winning Trade | 316278 | 316278 | 42370 | 148256 | 148256 | 70981 |
| Largest Losing Trade | -48266 | -23563 | -48266 | -115105 | -49787 | -115105 |
| Avg Bars in Trades | 264 | 177 | 353 | 264 | 177 | 353 |
| Avg Bars in Winners | 428 | 256 | 641 | 428 | 256 | 641 |
| Avg Bars in Losers | 142 | 108 | 172 | 142 | 108 | 172 |
| Bars Traded | 23550 | 7983 | 15567 | 23550 | 7983 | 15567 |
| Profit Streak | 39.5923 | 39.5923 | 51.009 | 39.5923 | 39.5923 | 51.009 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50410 | 328010 | -582483 | -580726 | -230652 | -582483 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579485600000,
"first_datapoint_time": 1582408800000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759558375360,
"expiration_time": 1766030400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 207,
"offset": 198
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 100,
"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": [
[
230994.2336923708,
330123.3728927701,
-99129.1392003993,
-48565.7932163484,
132051.9954497805,
-180617.7886661289
],
[
230.994234,
330.123373,
-99.129139,
-48.565793,
132.051995,
-180.617789
],
[
0.110877,
0.158459,
-0.047582,
-0.031909,
0.040414,
0
],
[
107.144211,
107.144211,
107.144211,
107.144211,
107.144211,
107.144211
],
[
-181446,
-68170,
-128199,
-303840,
-104932,
-236937
],
[
1.435642,
2.915711,
0.723037,
0.938423,
1.497983,
0.654998
],
[
89,
45,
44,
89,
45,
44
],
[
38,
21,
17,
38,
21,
17
],
[
51,
24,
27,
51,
24,
27
],
[
42.696629,
46.666667,
38.636364,
42.696629,
46.666667,
38.636364
],
[
1.926782,
3.332241,
1.148353,
1.259463,
1.711981,
1.040292
],
[
316278,
316278,
42370,
148256,
148256,
70981
],
[
-48266,
-23563,
-48266,
-115105,
-49787,
-115105
],
[
264,
177,
353,
264,
177,
353
],
[
428,
256,
641,
428,
256,
641
],
[
142,
108,
172,
142,
108,
172
],
[
23550,
7983,
15567,
23550,
7983,
15567
],
[
39.592307,
39.592307,
51.008974,
39.592307,
39.592307,
51.008974
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50410,
328010,
-582483,
-580726,
-230652,
-582483
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579485600000,
"first_datapoint_time": 1582408800000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759558375360,
"expiration_time": 1766030400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 207,
"offset": 198
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 100,
"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) |
|---|