| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 475621.2322 | 108176.6285 | 367444.6037 | 2864791.4433 | 1132328.1386 | 1732463.3047 |
| Total P&L (%) | 475.6212 | 108.1766 | 367.4446 | 2864.7914 | 1132.3281 | 1732.4633 |
| Avg Daily Profit (%) | 0.3101 | 0.0705 | 0.2396 | 0.2212 | 0.1639 | 0.1898 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79513 | -40245 | -69942 | -3523504 | -952434 | -3245005 |
| Profit Factor | 3.3183 | 2.2919 | 4.026 | 1.4877 | 1.7234 | 1.402 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
| Profitability (%) | 65.5738 | 58.0645 | 73.3333 | 65.5738 | 58.0645 | 73.3333 |
| Ratio Avg Win / Avg Loss | 1.7421 | 1.6553 | 1.464 | 0.781 | 1.2447 | 0.5098 |
| Largest Winning Trade | 53542 | 37082 | 53542 | 999509 | 877572 | 999509 |
| Largest Losing Trade | -69348 | -36180 | -69348 | -3222479 | -731751 | -3222479 |
| Avg Bars in Trades | 127 | 36 | 221 | 127 | 36 | 221 |
| Avg Bars in Winners | 101 | 33 | 156 | 101 | 33 | 156 |
| Avg Bars in Losers | 178 | 41 | 400 | 178 | 41 | 400 |
| Bars Traded | 7788 | 1135 | 6653 | 7788 | 1135 | 6653 |
| Profit Streak | 168.4346 | 172.4346 | 168.4346 | 168.4346 | 172.4346 | 168.4346 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147720 | -92432 | 629516 | -154843 | 426901 | 379758 |
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9203,
"evaluation_days": 1533.83,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630137600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759559145683,
"expiration_time": 1763526096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 216,
"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": [
[
475621.2322003837,
108176.6285282373,
367444.6036721464,
2864791.4433378982,
1132328.1385962602,
1732463.3047416385
],
[
475.621232,
108.176629,
367.444604,
2864.791443,
1132.328139,
1732.463305
],
[
0.310087,
0.070527,
0.23956,
0.22122,
0.163874,
0.189787
],
[
10,
10,
10,
10,
10,
10
],
[
-79513,
-40245,
-69942,
-3523504,
-952434,
-3245005
],
[
3.318257,
2.291903,
4.026006,
1.487655,
1.723443,
1.402017
],
[
61,
31,
30,
61,
31,
30
],
[
40,
18,
22,
40,
18,
22
],
[
21,
13,
8,
21,
13,
8
],
[
65.57377,
58.064516,
73.333333,
65.57377,
58.064516,
73.333333
],
[
1.742085,
1.655263,
1.464002,
0.781019,
1.244709,
0.509824
],
[
53542,
37082,
53542,
999509,
877572,
999509
],
[
-69348,
-36180,
-69348,
-3222479,
-731751,
-3222479
],
[
127,
36,
221,
127,
36,
221
],
[
101,
33,
156,
101,
33,
156
],
[
178,
41,
400,
178,
41,
400
],
[
7788,
1135,
6653,
7788,
1135,
6653
],
[
168.434556,
172.434556,
168.434556,
168.434556,
172.434557,
168.434556
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147720,
-92432,
629516,
-154843,
426901,
379758
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9203,
"evaluation_days": 1533.83,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630137600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759559145683,
"expiration_time": 1763526096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 216,
"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) |
|---|