| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873321.9258 | 806067.5458 | 67254.38 | 1449581.1102 | 4083765.2279 | -2634184.1176 |
| Total P&L (%) | 873.3219 | 806.0675 | 67.2544 | 1449.5811 | 4083.7652 | -2634.1841 |
| Avg Daily Profit (%) | 0.3784 | 0.3493 | 0.0291 | 0.1188 | 0.1619 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131913 | -89954 | -176862 | -8006698 | -5115137 | -4692563 |
| Profit Factor | 1.9568 | 2.7752 | 1.1466 | 1.062 | 1.3032 | 0.7344 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 54.0541 | 55.3571 | 52.7273 | 54.0541 | 55.3571 | 52.7273 |
| Ratio Avg Win / Avg Loss | 1.6633 | 2.2381 | 1.028 | 0.9027 | 1.051 | 0.6584 |
| Largest Winning Trade | 208473 | 208473 | 81194 | 4133108 | 4133108 | 996864 |
| Largest Losing Trade | -54225 | -37862 | -54225 | -1957671 | -1957671 | -1634195 |
| Avg Bars in Trades | 76 | 59 | 94 | 76 | 59 | 94 |
| Avg Bars in Winners | 99 | 66 | 134 | 99 | 66 | 134 |
| Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
| Bars Traded | 8528 | 3351 | 5177 | 8528 | 3351 | 5177 |
| Profit Streak | 56.0447 | 56.0447 | 301.5447 | 56.0447 | 56.0447 | 301.5447 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 542945 | -164189 | -391715 | -186156 | -170983 | -759132 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562565600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848661308,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 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": [
[
873321.9258474808,
806067.5458135777,
67254.380033903,
1449581.1102223943,
4083765.2278608964,
-2634184.117638506
],
[
873.321926,
806.067546,
67.25438,
1449.58111,
4083.765228,
-2634.184118
],
[
0.37843,
0.349287,
0.029143,
0.118826,
0.161925,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131913,
-89954,
-176862,
-8006698,
-5115137,
-4692563
],
[
1.956845,
2.775249,
1.146635,
1.061991,
1.303237,
0.734361
],
[
111,
56,
55,
111,
56,
55
],
[
60,
31,
29,
60,
31,
29
],
[
51,
25,
26,
51,
25,
26
],
[
54.054054,
55.357143,
52.727273,
54.054054,
55.357143,
52.727273
],
[
1.663318,
2.238104,
1.028018,
0.902693,
1.050998,
0.658392
],
[
208473,
208473,
81194,
4133108,
4133108,
996864
],
[
-54225,
-37862,
-54225,
-1957671,
-1957671,
-1634195
],
[
76,
59,
94,
76,
59,
94
],
[
99,
66,
134,
99,
66,
134
],
[
50,
52,
49,
50,
52,
49
],
[
8528,
3351,
5177,
8528,
3351,
5177
],
[
56.044691,
56.044691,
301.544691,
56.044691,
56.044691,
301.544691
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
542945,
-164189,
-391715,
-186156,
-170983,
-759132
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562565600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848661308,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 43,
"offset": 0,
"scalar": 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) |
|---|