| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 490732.2394 | 337247.6374 | 153484.602 | 206931.302 | 530108.6369 | -323177.3349 |
| Total P&L (%) | 490.7322 | 337.2476 | 153.4846 | 206.9313 | 530.1086 | -323.1773 |
| Avg Daily Profit (%) | 0.2703 | 0.1857 | 0.0845 | 0.0618 | 0.1014 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140148 | -81292 | -112270 | -3041357 | -1148246 | -2906266 |
| Profit Factor | 1.6303 | 1.9365 | 1.3668 | 1.0228 | 1.1489 | 0.9412 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 75 | 29 | 46 | 75 | 29 | 46 |
| Losing Trades | 108 | 63 | 45 | 108 | 63 | 45 |
| Profitability (%) | 40.9836 | 31.5217 | 50.5495 | 40.9836 | 31.5217 | 50.5495 |
| Ratio Avg Win / Avg Loss | 2.3476 | 4.2069 | 1.3371 | 1.4729 | 2.4959 | 0.9208 |
| Largest Winning Trade | 255790 | 255790 | 75029 | 1409886 | 958561 | 1409886 |
| Largest Losing Trade | -65774 | -23361 | -65774 | -1743402 | -341663 | -1743402 |
| Avg Bars in Trades | 115 | 44 | 186 | 115 | 44 | 186 |
| Avg Bars in Winners | 213 | 84 | 294 | 213 | 84 | 294 |
| Avg Bars in Losers | 47 | 25 | 76 | 47 | 25 | 76 |
| Bars Traded | 21055 | 4074 | 16981 | 21055 | 4074 | 16981 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315372 | 132564 | -79847 | -308374 | -120289 | -581017 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604253600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759696872585,
"expiration_time": 1765342108800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 206,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 37,
"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": [
[
490732.2393566553,
337247.6373954338,
153484.6019612215,
206931.3020051865,
530108.6369092353,
-323177.3349040493
],
[
490.732239,
337.247637,
153.484602,
206.931302,
530.108637,
-323.177335
],
[
0.270264,
0.185735,
0.08453,
0.061782,
0.101427,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140148,
-81292,
-112270,
-3041357,
-1148246,
-2906266
],
[
1.630293,
1.936492,
1.366785,
1.022846,
1.148886,
0.941211
],
[
183,
92,
91,
183,
92,
91
],
[
75,
29,
46,
75,
29,
46
],
[
108,
63,
45,
108,
63,
45
],
[
40.983607,
31.521739,
50.549451,
40.983607,
31.521739,
50.549451
],
[
2.347622,
4.206862,
1.337072,
1.472898,
2.495857,
0.92075
],
[
255790,
255790,
75029,
1409886,
958561,
1409886
],
[
-65774,
-23361,
-65774,
-1743402,
-341663,
-1743402
],
[
115,
44,
186,
115,
44,
186
],
[
213,
84,
294,
213,
84,
294
],
[
47,
25,
76,
47,
25,
76
],
[
21055,
4074,
16981,
21055,
4074,
16981
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315372,
132564,
-79847,
-308374,
-120289,
-581017
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21789,
"evaluation_days": 1815.75,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604253600000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759696872585,
"expiration_time": 1765342108800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 206,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 37,
"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) |
|---|