| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 82826.0109 | 19118.8459 | 63707.165 | 52333.2515 | 20347.948 | 31985.3035 |
| Total P&L (%) | 82.826 | 19.1188 | 63.7072 | 52.3333 | 20.3479 | 31.9853 |
| Avg Daily Profit (%) | 0.318 | 0.0734 | 0.2446 | 0.1618 | 0.0711 | 0.1066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61156 | -10589 | -62491 | -88340 | -14814 | -92727 |
| Profit Factor | 1.5541 | 1.4742 | 1.5836 | 1.2616 | 1.4148 | 1.2118 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
| Profitability (%) | 72.2222 | 66.6667 | 77.7778 | 72.2222 | 66.6667 | 77.7778 |
| Ratio Avg Win / Avg Loss | 0.5977 | 0.7371 | 0.4524 | 0.4852 | 0.7074 | 0.3462 |
| Largest Winning Trade | 27243 | 24799 | 27243 | 28617 | 28617 | 24707 |
| Largest Losing Trade | -53163 | -10328 | -53163 | -75780 | -11243 | -75780 |
| Avg Bars in Trades | 342 | 62 | 623 | 342 | 62 | 623 |
| Avg Bars in Winners | 250 | 32 | 437 | 250 | 32 | 437 |
| Avg Bars in Losers | 583 | 123 | 1273 | 583 | 123 | 1273 |
| Bars Traded | 24690 | 2250 | 22440 | 24690 | 2250 | 22440 |
| Profit Streak | 18.9221 | 18.9221 | 58.5054 | 18.9221 | 18.9221 | 58.5054 |
| Trades During Streak | 6 | 3 | 9 | 6 | 3 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -71803 | -100678 | 416766 | -76104 | -103244 | -51855 |
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737770400000,
"first_datapoint_time": 1737991800000,
"last_datapoint_time": 1760269500000,
"evaluation_time": 1760269969369,
"expiration_time": 1766749500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 41,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
82826.0108854983,
19118.8459047103,
63707.1649807881,
52333.2514746573,
20347.9480216295,
31985.3034530278
],
[
82.826011,
19.118846,
63.707165,
52.333251,
20.347948,
31.985303
],
[
0.318048,
0.073415,
0.244632,
0.161754,
0.071148,
0.106623
],
[
10,
10,
10,
10,
10,
10
],
[
-61156,
-10589,
-62491,
-88340,
-14814,
-92727
],
[
1.554061,
1.474179,
1.583563,
1.261575,
1.414842,
1.211795
],
[
72,
36,
36,
72,
36,
36
],
[
52,
24,
28,
52,
24,
28
],
[
20,
12,
8,
20,
12,
8
],
[
72.222222,
66.666667,
77.777778,
72.222222,
66.666667,
77.777778
],
[
0.597716,
0.73709,
0.452447,
0.485221,
0.707421,
0.346227
],
[
27243,
24799,
27243,
28617,
28617,
24707
],
[
-53163,
-10328,
-53163,
-75780,
-11243,
-75780
],
[
342,
62,
623,
342,
62,
623
],
[
250,
32,
437,
250,
32,
437
],
[
583,
123,
1273,
583,
123,
1273
],
[
24690,
2250,
22440,
24690,
2250,
22440
],
[
18.922099,
18.922099,
58.505432,
18.922099,
18.922099,
58.505432
],
[
6,
3,
9,
6,
3,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-71803,
-100678,
416766,
-76104,
-103244,
-51855
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737770400000,
"first_datapoint_time": 1737991800000,
"last_datapoint_time": 1760269500000,
"evaluation_time": 1760269969369,
"expiration_time": 1766749500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 41,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 247,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|