| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1516229.0379 | 1525378.4762 | -9149.4383 | 38961.707 | 358895.4389 | -319933.7319 |
| Total P&L (%) | 1516.229 | 1525.3785 | -9.1494 | 38.9617 | 358.8954 | -319.9337 |
| Avg Daily Profit (%) | 0.655 | 0.6589 | -0.004 | 0.0142 | 0.0658 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -313593 | -252452 | -82147 | -6001429 | -5555034 | -855434 |
| Profit Factor | 3.375 | 4.4442 | 0.9532 | 1.0054 | 1.0609 | 0.749 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 55.4622 | 50.8475 | 60 | 55.4622 | 50.8475 | 60 |
| Ratio Avg Win / Avg Loss | 2.7102 | 4.2961 | 0.6355 | 0.8074 | 1.0255 | 0.4993 |
| Largest Winning Trade | 1431513 | 1431513 | 29182 | 4082438 | 4082438 | 281662 |
| Largest Losing Trade | -70745 | -70745 | -43515 | -2194953 | -2194953 | -444543 |
| Avg Bars in Trades | 70 | 130 | 11 | 70 | 130 | 11 |
| Avg Bars in Winners | 75 | 151 | 11 | 75 | 151 | 11 |
| Avg Bars in Losers | 65 | 110 | 10 | 65 | 110 | 10 |
| Bars Traded | 8408 | 7725 | 683 | 8408 | 7725 | 683 |
| Profit Streak | 79.1039 | 0 | 79.8539 | 79.1039 | 0 | 79.8539 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 718624 | -157223 | -747421 | -390805 | -435181 | -747421 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9260,
"evaluation_days": 2315,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562889600000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759350577617,
"expiration_time": 1765342080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 10,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 165,
"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": [
[
1516229.0378722532,
1525378.4762033308,
-9149.4383310773,
38961.7069783361,
358895.4388686253,
-319933.7318902894
],
[
1516.229038,
1525.378476,
-9.149438,
38.961707,
358.895439,
-319.933732
],
[
0.654959,
0.658911,
-0.003952,
0.014214,
0.065838,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-313593,
-252452,
-82147,
-6001429,
-5555034,
-855434
],
[
3.375017,
4.444213,
0.953206,
1.005432,
1.060853,
0.749006
],
[
119,
59,
60,
119,
59,
60
],
[
66,
30,
36,
66,
30,
36
],
[
53,
29,
24,
53,
29,
24
],
[
55.462185,
50.847458,
60,
55.462185,
50.847458,
60
],
[
2.710241,
4.296072,
0.635471,
0.807393,
1.025491,
0.499337
],
[
1431513,
1431513,
29182,
4082438,
4082438,
281662
],
[
-70745,
-70745,
-43515,
-2194953,
-2194953,
-444543
],
[
70,
130,
11,
70,
130,
11
],
[
75,
151,
11,
75,
151,
11
],
[
65,
110,
10,
65,
110,
10
],
[
8408,
7725,
683,
8408,
7725,
683
],
[
79.103908,
0,
79.853908,
79.103908,
0,
79.853908
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
718624,
-157223,
-747421,
-390805,
-435181,
-747421
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9260,
"evaluation_days": 2315,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562889600000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759350577617,
"expiration_time": 1765342080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 10,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 165,
"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) |
|---|