| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2850772.3444 | 2819917.0458 | 30855.2985 | 7853215.1848 | 6791836.5739 | 1061378.6109 |
| Total P&L (%) | 2850.7723 | 2819.917 | 30.8553 | 7853.2152 | 6791.8366 | 1061.3786 |
| Avg Daily Profit (%) | 1.3689 | 1.3541 | 0.0148 | 0.2104 | 0.2035 | 0.1178 |
| Buy And Hold Return (%) | 2347.029 | 2347.029 | 2347.029 | 2347.029 | 2347.029 | 2347.029 |
| Max Trade Drawdown | -51424 | -58363 | -19871 | -2959684 | -3240143 | -703463 |
| Profit Factor | 11.3149 | 14.5367 | 1.4534 | 1.8665 | 1.8901 | 1.7406 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 58.427 | 54.5455 | 62.2222 | 58.427 | 54.5455 | 62.2222 |
| Ratio Avg Win / Avg Loss | 8.051 | 12.1139 | 0.8824 | 1.3281 | 1.5751 | 1.0568 |
| Largest Winning Trade | 2645924 | 2645924 | 23695 | 3467033 | 3467033 | 351168 |
| Largest Losing Trade | -29866 | -29866 | -27198 | -1223865 | -1223865 | -225632 |
| Avg Bars in Trades | 272 | 541 | 9 | 272 | 541 | 9 |
| Avg Bars in Winners | 350 | 749 | 8 | 350 | 749 | 8 |
| Avg Bars in Losers | 162 | 291 | 10 | 162 | 291 | 10 |
| Bars Traded | 24240 | 23815 | 425 | 24240 | 23815 | 425 |
| Profit Streak | 95.1762 | 172.2595 | 95.1762 | 95.1762 | 172.2595 | 95.1762 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -74526 | -79302 | -336987 | 361551 | 362383 | -196395 |
{
"trading_pair": "ETH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579291200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758932023170,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"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": [
[
2850772.3443838037,
2819917.045834372,
30855.2985494321,
7853215.184825727,
6791836.573946685,
1061378.6108790408
],
[
2850.772344,
2819.917046,
30.855299,
7853.215185,
6791.836574,
1061.378611
],
[
1.368918,
1.354102,
0.014816,
0.210361,
0.203468,
0.117822
],
[
2347.028952,
2347.028952,
2347.028952,
2347.028952,
2347.028952,
2347.028952
],
[
-51424,
-58363,
-19871,
-2959684,
-3240143,
-703463
],
[
11.314943,
14.53665,
1.453382,
1.866472,
1.890105,
1.740639
],
[
89,
44,
45,
89,
44,
45
],
[
52,
24,
28,
52,
24,
28
],
[
37,
20,
17,
37,
20,
17
],
[
58.426966,
54.545455,
62.222222,
58.426966,
54.545455,
62.222222
],
[
8.051017,
12.113875,
0.88241,
1.328067,
1.575087,
1.056817
],
[
2645924,
2645924,
23695,
3467033,
3467033,
351168
],
[
-29866,
-29866,
-27198,
-1223865,
-1223865,
-225632
],
[
272,
541,
9,
272,
541,
9
],
[
350,
749,
8,
350,
749,
8
],
[
162,
291,
10,
162,
291,
10
],
[
24240,
23815,
425,
24240,
23815,
425
],
[
95.176194,
172.259527,
95.176194,
95.176194,
172.259527,
95.176194
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74526,
-79302,
-336987,
361551,
362383,
-196395
]
]
}
{
"trading_pair": "ETH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579291200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758932023170,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 79,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | 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) |
|---|