| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404870.9964 | 422407.9032 | -17536.9068 | 76459.6936 | 77233.247 | -773.5534 |
| Total P&L (%) | 404.871 | 422.4079 | -17.5369 | 76.4597 | 77.2332 | -0.7736 |
| Avg Daily Profit (%) | 0.1943 | 0.2028 | -0.0084 | 0.0273 | 0.0275 | -0.0004 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134977 | -128533 | -30414 | -284022 | -267877 | -51699 |
| Profit Factor | 2.0467 | 2.4076 | 0.7978 | 1.0998 | 1.1239 | 0.9946 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Profitability (%) | 50.6173 | 57.5 | 43.9024 | 50.6173 | 57.5 | 43.9024 |
| Ratio Avg Win / Avg Loss | 1.9968 | 1.7795 | 1.0194 | 1.073 | 0.8307 | 1.2708 |
| Largest Winning Trade | 210705 | 210705 | 11411 | 195979 | 195979 | 28448 |
| Largest Losing Trade | -68361 | -68361 | -11147 | -133304 | -133304 | -32072 |
| Avg Bars in Trades | 299 | 580 | 25 | 299 | 580 | 25 |
| Avg Bars in Winners | 312 | 534 | 29 | 312 | 534 | 29 |
| Avg Bars in Losers | 285 | 642 | 21 | 285 | 642 | 21 |
| Bars Traded | 24255 | 23218 | 1037 | 24255 | 23218 | 1037 |
| Profit Streak | 103.4514 | 250.9514 | 103.4514 | 103.4514 | 250.9514 | 103.4514 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3776 | 525866 | -580608 | -282424 | -239752 | -580608 |
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580162400000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760230197467,
"expiration_time": 1766707200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 210,
"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": [
[
404870.9964029673,
422407.9032183081,
-17536.9068153409,
76459.6936133594,
77233.2470264049,
-773.5534130456
],
[
404.870996,
422.407903,
-17.536907,
76.459694,
77.233247,
-0.773553
],
[
0.194338,
0.202756,
-0.008418,
0.027264,
0.027474,
-0.000373
],
[
10,
10,
10,
10,
10,
10
],
[
-134977,
-128533,
-30414,
-284022,
-267877,
-51699
],
[
2.046674,
2.407558,
0.797769,
1.099815,
1.123854,
0.994569
],
[
81,
40,
41,
81,
40,
41
],
[
41,
23,
18,
41,
23,
18
],
[
40,
17,
23,
40,
17,
23
],
[
50.617284,
57.5,
43.902439,
50.617284,
57.5,
43.902439
],
[
1.996755,
1.779499,
1.019371,
1.07299,
0.830675,
1.270838
],
[
210705,
210705,
11411,
195979,
195979,
28448
],
[
-68361,
-68361,
-11147,
-133304,
-133304,
-32072
],
[
299,
580,
25,
299,
580,
25
],
[
312,
534,
29,
312,
534,
29
],
[
285,
642,
21,
285,
642,
21
],
[
24255,
23218,
1037,
24255,
23218,
1037
],
[
103.451359,
250.951359,
103.451359,
103.45136,
250.95136,
103.45136
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3776,
525866,
-580608,
-282424,
-239752,
-580608
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580162400000,
"first_datapoint_time": 1581667200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760230197467,
"expiration_time": 1766707200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 210,
"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) |
|---|