| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2910367.776 | 2904364.2614 | 6003.5146 | 142557.4455 | -515458.4727 | 658015.9182 |
| Total P&L (%) | 2910.3678 | 2904.3643 | 6.0035 | 142.5574 | -515.4585 | 658.0159 |
| Avg Daily Profit (%) | 1.3973 | 1.3944 | 0.0029 | 0.0425 | 0 | 0.0973 |
| Buy And Hold Return (%) | 85.2227 | 85.2227 | 85.2227 | 85.2227 | 85.2227 | 85.2227 |
| Max Trade Drawdown | -239620 | -180373 | -102308 | -4201045 | -4656930 | -1225749 |
| Profit Factor | 3.1976 | 4.1484 | 1.0149 | 1.0068 | 0.9653 | 1.11 |
| Total Trades | 463 | 231 | 232 | 463 | 231 | 232 |
| Winning Trades | 157 | 63 | 94 | 157 | 63 | 94 |
| Losing Trades | 306 | 168 | 138 | 306 | 168 | 138 |
| Profitability (%) | 33.9093 | 27.2727 | 40.5172 | 33.9093 | 27.2727 | 40.5172 |
| Ratio Avg Win / Avg Loss | 6.2323 | 11.0624 | 1.49 | 1.9624 | 2.5741 | 1.6295 |
| Largest Winning Trade | 2806238 | 2806238 | 46000 | 3083240 | 3083240 | 813660 |
| Largest Losing Trade | -31234 | -31234 | -30397 | -821632 | -821632 | -549859 |
| Avg Bars in Trades | 52 | 94 | 11 | 52 | 94 | 11 |
| Avg Bars in Winners | 101 | 225 | 18 | 101 | 225 | 18 |
| Avg Bars in Losers | 27 | 45 | 6 | 27 | 45 | 6 |
| Bars Traded | 24471 | 21822 | 2649 | 24471 | 21822 | 2649 |
| 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 | 574490 | 61476 | -561586 | -360869 | -597144 | -163874 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579852800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759081791030,
"expiration_time": 1765553904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 113,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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": [
[
2910367.776011184,
2904364.2613825225,
6003.5146286619,
142557.4455219073,
-515458.4726996682,
658015.918221578
],
[
2910.367776,
2904.364261,
6.003515,
142.557446,
-515.458473,
658.015918
],
[
1.397254,
1.394371,
0.002882,
0.042549,
0,
0.097292
],
[
85.222672,
85.222672,
85.222672,
85.222672,
85.222672,
85.222672
],
[
-239620,
-180373,
-102308,
-4201045,
-4656930,
-1225749
],
[
3.197637,
4.148412,
1.01494,
1.006845,
0.965273,
1.109964
],
[
463,
231,
232,
463,
231,
232
],
[
157,
63,
94,
157,
63,
94
],
[
306,
168,
138,
306,
168,
138
],
[
33.909287,
27.272727,
40.517241,
33.909287,
27.272727,
40.517241
],
[
6.232338,
11.062431,
1.490019,
1.962386,
2.57406,
1.629522
],
[
2806238,
2806238,
46000,
3083240,
3083240,
813660
],
[
-31234,
-31234,
-30397,
-821632,
-821632,
-549859
],
[
52,
94,
11,
52,
94,
11
],
[
101,
225,
18,
101,
225,
18
],
[
27,
45,
6,
27,
45,
6
],
[
24471,
21822,
2649,
24471,
21822,
2649
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
574490,
61476,
-561586,
-360869,
-597144,
-163874
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1579852800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759081791030,
"expiration_time": 1765553904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 113,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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) |
|---|