| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 124602.7924 | 35233.9861 | 89368.8063 | 129328.4777 | 31007.4698 | 98321.0079 |
| Total P&L (%) | 124.6028 | 35.234 | 89.3688 | 129.3285 | 31.0075 | 98.321 |
| Avg Daily Profit (%) | 0.2392 | 0.0677 | 0.1716 | 0.1595 | 0.0519 | 0.1316 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80545 | -59887 | -36067 | -69361 | -49350 | -43795 |
| Profit Factor | 1.3052 | 1.1743 | 1.4336 | 1.247 | 1.1283 | 1.3487 |
| Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
| Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
| Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
| Profitability (%) | 49.7512 | 48 | 51.4851 | 49.7512 | 48 | 51.4851 |
| Ratio Avg Win / Avg Loss | 1.3183 | 1.2722 | 1.3509 | 1.2595 | 1.2224 | 1.2709 |
| Largest Winning Trade | 31546 | 31546 | 29859 | 29957 | 22299 | 29957 |
| Largest Losing Trade | -19150 | -13916 | -19150 | -25440 | -22713 | -25440 |
| Avg Bars in Trades | 123 | 129 | 116 | 123 | 129 | 116 |
| Avg Bars in Winners | 135 | 141 | 128 | 135 | 141 | 128 |
| Avg Bars in Losers | 111 | 117 | 104 | 111 | 117 | 104 |
| Bars Traded | 24729 | 12934 | 11795 | 24729 | 12934 | 11795 |
| 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 | 304517 | -135685 | 274217 | 267180 | -207650 | -17681 |
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714314600000,
"first_datapoint_time": 1714543200000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759314417897,
"expiration_time": 1765792800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 74,
"offset": 0,
"a": 0.70601
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 128,
"offset": 161,
"scalar": 5
}
}
} {
"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": [
[
124602.7924093749,
35233.9861296415,
89368.8062797334,
129328.4777027268,
31007.4698312963,
98321.0078714304
],
[
124.602792,
35.233986,
89.368806,
129.328478,
31.00747,
98.321008
],
[
0.239239,
0.06765,
0.171589,
0.159485,
0.05187,
0.131553
],
[
10,
10,
10,
10,
10,
10
],
[
-80545,
-59887,
-36067,
-69361,
-49350,
-43795
],
[
1.305198,
1.174298,
1.433576,
1.247033,
1.128344,
1.348743
],
[
201,
100,
101,
201,
100,
101
],
[
100,
48,
52,
100,
48,
52
],
[
101,
52,
49,
101,
52,
49
],
[
49.751244,
48,
51.485149,
49.751244,
48,
51.485149
],
[
1.31825,
1.272156,
1.350869,
1.259504,
1.222372,
1.270931
],
[
31546,
31546,
29859,
29957,
22299,
29957
],
[
-19150,
-13916,
-19150,
-25440,
-22713,
-25440
],
[
123,
129,
116,
123,
129,
116
],
[
135,
141,
128,
135,
141,
128
],
[
111,
117,
104,
111,
117,
104
],
[
24729,
12934,
11795,
24729,
12934,
11795
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304517,
-135685,
274217,
267180,
-207650,
-17681
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714314600000,
"first_datapoint_time": 1714543200000,
"last_datapoint_time": 1759312800000,
"evaluation_time": 1759314417897,
"expiration_time": 1765792800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 74,
"offset": 0,
"a": 0.70601
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 128,
"offset": 161,
"scalar": 5
}
}
}
| # | 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) |
|---|