| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2255836.2786 | 2166700.5637 | 89135.7149 | 1628533.0875 | 4271020.7189 | -2642487.6315 |
| Total P&L (%) | 2255.8363 | 2166.7006 | 89.1357 | 1628.5331 | 4271.0207 | -2642.4876 |
| Avg Daily Profit (%) | 0.9732 | 0.9347 | 0.0385 | 0.123 | 0.1631 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109530 | -100724 | -130870 | -5023491 | -3901900 | -4091315 |
| Profit Factor | 3.7661 | 6.2374 | 1.2218 | 1.0783 | 1.427 | 0.755 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
| Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
| Profitability (%) | 44.3609 | 37.3134 | 51.5152 | 44.3609 | 37.3134 | 51.5152 |
| Ratio Avg Win / Avg Loss | 4.7236 | 10.4789 | 1.15 | 1.3525 | 2.3973 | 0.7106 |
| Largest Winning Trade | 1931137 | 1931137 | 80134 | 4770089 | 4770089 | 1022427 |
| Largest Losing Trade | -65295 | -32144 | -65295 | -2790394 | -1224897 | -2790394 |
| Avg Bars in Trades | 64 | 50 | 79 | 64 | 50 | 79 |
| Avg Bars in Winners | 110 | 98 | 119 | 110 | 98 | 119 |
| Avg Bars in Losers | 27 | 21 | 36 | 27 | 21 | 36 |
| Bars Traded | 8578 | 3355 | 5223 | 8578 | 3355 | 5223 |
| Profit Streak | 0 | 0 | 21.093 | 0 | 0 | 21.093 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 661168 | -100080 | -265360 | -164557 | -112198 | -704210 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9272,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562565600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759608831710,
"expiration_time": 1765609056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 150,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
2255836.278591182,
2166700.563709075,
89135.7148821065,
1628533.087468682,
4271020.718940373,
-2642487.6314716907
],
[
2255.836279,
2166.700564,
89.135715,
1628.533087,
4271.020719,
-2642.487631
],
[
0.973182,
0.934728,
0.038454,
0.12302,
0.1631,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-109530,
-100724,
-130870,
-5023491,
-3901900,
-4091315
],
[
3.766114,
6.237414,
1.221825,
1.078339,
1.426983,
0.754996
],
[
133,
67,
66,
133,
67,
66
],
[
59,
25,
34,
59,
25,
34
],
[
74,
42,
32,
74,
42,
32
],
[
44.360902,
37.313433,
51.515152,
44.360902,
37.313433,
51.515152
],
[
4.7236,
10.478855,
1.149953,
1.352493,
2.397331,
0.710584
],
[
1931137,
1931137,
80134,
4770089,
4770089,
1022427
],
[
-65295,
-32144,
-65295,
-2790394,
-1224897,
-2790394
],
[
64,
50,
79,
64,
50,
79
],
[
110,
98,
119,
110,
98,
119
],
[
27,
21,
36,
27,
21,
36
],
[
8578,
3355,
5223,
8578,
3355,
5223
],
[
0,
0,
21.09296,
0,
0,
21.09296
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
661168,
-100080,
-265360,
-164557,
-112198,
-704210
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9272,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562565600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759608831710,
"expiration_time": 1765609056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 150,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|