| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2262200.9332 | 2071291.9145 | 190909.0187 | 18526119.602 | 2973716.3096 | 15552403.2925 |
| Total P&L (%) | 2262.2009 | 2071.2919 | 190.909 | 18526.1196 | 2973.7163 | 15552.4033 |
| Avg Daily Profit (%) | 0.9778 | 0.8953 | 0.0825 | 0.2262 | 0.1482 | 0.2187 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81507 | -92058 | -63999 | -6774049 | -10429760 | -2447874 |
| Profit Factor | 5.7314 | 8.1647 | 2.0099 | 1.6977 | 1.1461 | 3.5076 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
| Profitability (%) | 46.4789 | 36.1111 | 57.1429 | 46.4789 | 36.1111 | 57.1429 |
| Ratio Avg Win / Avg Loss | 6.5998 | 14.4453 | 1.5075 | 1.9549 | 2.0277 | 2.6307 |
| Largest Winning Trade | 1624075 | 1624075 | 83644 | 10509159 | 10509159 | 7629301 |
| Largest Losing Trade | -35603 | -33373 | -35603 | -3415880 | -3415880 | -1168120 |
| Avg Bars in Trades | 181 | 154 | 209 | 181 | 154 | 209 |
| Avg Bars in Winners | 277 | 278 | 276 | 277 | 278 | 276 |
| Avg Bars in Losers | 97 | 84 | 119 | 97 | 84 | 119 |
| Bars Traded | 12863 | 5548 | 7316 | 12863 | 5548 | 7316 |
| Profit Streak | 0 | 0 | 43.9992 | 0 | 0 | 43.9992 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70995 | 589450 | -77490 | -81168 | -58915 | 589244 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13881,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561953600000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759276732258,
"expiration_time": 1765258992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 140,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
2262200.93320286,
2071291.9144719462,
190909.0187309133,
18526119.60204376,
2973716.309587952,
15552403.292455817
],
[
2262.200933,
2071.291914,
190.909019,
18526.119602,
2973.71631,
15552.403292
],
[
0.977826,
0.895307,
0.08252,
0.226197,
0.148174,
0.218661
],
[
10,
10,
10,
10,
10,
10
],
[
-81507,
-92058,
-63999,
-6774049,
-10429760,
-2447874
],
[
5.7314,
8.16471,
2.009947,
1.697688,
1.146117,
3.507641
],
[
71,
36,
35,
71,
36,
35
],
[
33,
13,
20,
33,
13,
20
],
[
38,
23,
15,
38,
23,
15
],
[
46.478873,
36.111111,
57.142857,
46.478873,
36.111111,
57.142857
],
[
6.599793,
14.445256,
1.50746,
1.954914,
2.027746,
2.630731
],
[
1624075,
1624075,
83644,
10509159,
10509159,
7629301
],
[
-35603,
-33373,
-35603,
-3415880,
-3415880,
-1168120
],
[
181,
154,
209,
181,
154,
209
],
[
277,
278,
276,
277,
278,
276
],
[
97,
84,
119,
97,
84,
119
],
[
12863,
5548,
7316,
12863,
5548,
7316
],
[
0,
0,
43.999216,
0,
0,
43.999216
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70995,
589450,
-77490,
-81168,
-58915,
589244
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13881,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561953600000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759276732258,
"expiration_time": 1765258992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 181,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 140,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|