| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 875370.5427 | 809057.0101 | 66313.5326 | 162965.8893 | 2898916.9292 | -2735951.0399 |
| Total P&L (%) | 875.3705 | 809.057 | 66.3135 | 162.9659 | 2898.9169 | -2735.951 |
| Avg Daily Profit (%) | 0.3794 | 0.3507 | 0.0287 | 0.0419 | 0.1475 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130384 | -141229 | -126867 | -9132674 | -4520245 | -5177523 |
| Profit Factor | 1.4774 | 1.7699 | 1.0847 | 1.0065 | 1.2073 | 0.7567 |
| Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
| Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
| Losing Trades | 193 | 103 | 90 | 193 | 103 | 90 |
| Profitability (%) | 43.0678 | 39.4118 | 46.7456 | 43.0678 | 39.4118 | 46.7456 |
| Ratio Avg Win / Avg Loss | 1.953 | 2.7208 | 1.2358 | 1.3305 | 1.856 | 0.8621 |
| Largest Winning Trade | 354156 | 354156 | 64464 | 5801767 | 5801767 | 1861021 |
| Largest Losing Trade | -47141 | -47141 | -37466 | -2670086 | -2670086 | -1119040 |
| Avg Bars in Trades | 40 | 42 | 37 | 40 | 42 | 37 |
| Avg Bars in Winners | 56 | 63 | 51 | 56 | 63 | 51 |
| Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
| Bars Traded | 13632 | 7249 | 6382 | 13632 | 7249 | 6382 |
| Profit Streak | 0 | 0 | 52.9517 | 0 | 0 | 52.9517 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393369 | 320360 | -281590 | -351265 | 40999 | -580305 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561521600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811828030,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 111,
"offset": 200,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 157,
"offset": 0,
"multiplier": 3.46885
}
}
}
{
"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": [
[
875370.5427010031,
809057.0101176979,
66313.5325833054,
162965.8892729727,
2898916.9291568557,
-2735951.0398838846
],
[
875.370543,
809.05701,
66.313533,
162.965889,
2898.916929,
-2735.95104
],
[
0.379413,
0.350671,
0.028742,
0.041915,
0.147512,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130384,
-141229,
-126867,
-9132674,
-4520245,
-5177523
],
[
1.477392,
1.769852,
1.084721,
1.006459,
1.207307,
0.756729
],
[
339,
170,
169,
339,
170,
169
],
[
146,
67,
79,
146,
67,
79
],
[
193,
103,
90,
193,
103,
90
],
[
43.067847,
39.411765,
46.745562,
43.067847,
39.411765,
46.745562
],
[
1.952991,
2.720817,
1.235758,
1.330456,
1.856009,
0.862096
],
[
354156,
354156,
64464,
5801767,
5801767,
1861021
],
[
-47141,
-47141,
-37466,
-2670086,
-2670086,
-1119040
],
[
40,
42,
37,
40,
42,
37
],
[
56,
63,
51,
56,
63,
51
],
[
27,
29,
26,
27,
29,
26
],
[
13632,
7249,
6382,
13632,
7249,
6382
],
[
0,
0,
52.951713,
0,
0,
52.951713
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393369,
320360,
-281590,
-351265,
40999,
-580305
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561521600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758811828030,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 111,
"offset": 200,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 157,
"offset": 0,
"multiplier": 3.46885
}
}
}
| # | 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) |
|---|