| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2489342.3286 | 2425777.0581 | 63565.2705 | 1229800.0326 | 5382753.3541 | -4152953.3214 |
| Total P&L (%) | 2489.3423 | 2425.7771 | 63.5653 | 1229.8 | 5382.7534 | -4152.9533 |
| Avg Daily Profit (%) | 1.1952 | 1.1647 | 0.0305 | 0.1243 | 0.1924 | 0 |
| Buy And Hold Return (%) | 67.0841 | 67.0841 | 67.0841 | 67.0841 | 67.0841 | 67.0841 |
| Max Trade Drawdown | -203151 | -123428 | -144417 | -7859585 | -4878546 | -4840394 |
| Profit Factor | 4.0705 | 6.1403 | 1.1876 | 1.0449 | 1.3603 | 0.6664 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 44 | 14 | 30 | 44 | 14 | 30 |
| Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
| Profitability (%) | 38.5965 | 24.5614 | 52.6316 | 38.5965 | 24.5614 | 52.6316 |
| Ratio Avg Win / Avg Loss | 6.4757 | 18.8596 | 1.0688 | 1.6624 | 4.1782 | 0.5997 |
| Largest Winning Trade | 2103643 | 2103643 | 84256 | 8110820 | 8110820 | 1670012 |
| Largest Losing Trade | -56648 | -56648 | -45122 | -2246830 | -2246830 | -2058608 |
| Avg Bars in Trades | 214 | 233 | 195 | 214 | 233 | 195 |
| Avg Bars in Winners | 392 | 611 | 291 | 392 | 611 | 291 |
| Avg Bars in Losers | 102 | 111 | 89 | 102 | 111 | 89 |
| Bars Traded | 24483 | 13336 | 11147 | 24483 | 13336 | 11147 |
| 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 | 593654 | -190070 | -511771 | -200789 | -202544 | -760492 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580817600000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759179525753,
"expiration_time": 1765654444800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 58,
"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": [
[
2489342.3286458757,
2425777.05814685,
63565.2704990254,
1229800.0326484598,
5382753.3540668925,
-4152953.3214184353
],
[
2489.342329,
2425.777058,
63.56527,
1229.800033,
5382.753354,
-4152.953321
],
[
1.195173,
1.164654,
0.030519,
0.124313,
0.192433,
0
],
[
67.084079,
67.084079,
67.084079,
67.084079,
67.084079,
67.084079
],
[
-203151,
-123428,
-144417,
-7859585,
-4878546,
-4840394
],
[
4.070456,
6.140339,
1.187602,
1.044907,
1.360344,
0.666371
],
[
114,
57,
57,
114,
57,
57
],
[
44,
14,
30,
44,
14,
30
],
[
70,
43,
27,
70,
43,
27
],
[
38.596491,
24.561404,
52.631579,
38.596491,
24.561404,
52.631579
],
[
6.475726,
18.859613,
1.068842,
1.662352,
4.178199,
0.599734
],
[
2103643,
2103643,
84256,
8110820,
8110820,
1670012
],
[
-56648,
-56648,
-45122,
-2246830,
-2246830,
-2058608
],
[
214,
233,
195,
214,
233,
195
],
[
392,
611,
291,
392,
611,
291
],
[
102,
111,
89,
102,
111,
89
],
[
24483,
13336,
11147,
24483,
13336,
11147
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
593654,
-190070,
-511771,
-200789,
-202544,
-760492
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580817600000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759179525753,
"expiration_time": 1765654444800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 58,
"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) |
|---|