| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 282791.758 | 16148.1267 | 266643.6313 | 156038.9137 | -31798.2468 | 187837.1605 |
| Total P&L (%) | 282.7918 | 16.1481 | 266.6436 | 156.0389 | -31.7982 | 187.8372 |
| Avg Daily Profit (%) | 0.1855 | 0.0106 | 0.1749 | 0.0617 | -0.0251 | 0.0694 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101907 | -95927 | -97250 | -1324132 | -410134 | -1046629 |
| Profit Factor | 1.5693 | 1.0622 | 2.1252 | 1.0544 | 0.9707 | 1.1053 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 68.4685 | 64.2857 | 72.7273 | 68.4685 | 64.2857 | 72.7273 |
| Ratio Avg Win / Avg Loss | 0.7227 | 0.5901 | 0.7969 | 0.4856 | 0.5393 | 0.4145 |
| Largest Winning Trade | 59106 | 59106 | 37379 | 343237 | 343237 | 253600 |
| Largest Losing Trade | -54995 | -52897 | -54995 | -567740 | -176460 | -567740 |
| Avg Bars in Trades | 51 | 38 | 64 | 51 | 38 | 64 |
| Avg Bars in Winners | 32 | 20 | 42 | 32 | 20 | 42 |
| Avg Bars in Losers | 93 | 71 | 121 | 93 | 71 | 121 |
| Bars Traded | 5703 | 2166 | 3537 | 5703 | 2166 | 3537 |
| Profit Streak | 56.0657 | 87.8157 | 0 | 56.0657 | 87.8157 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389186 | -519199 | -168438 | -269637 | -758021 | -383809 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6097,
"evaluation_days": 1524.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629266400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893677100,
"expiration_time": 1762666056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 17,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 104,
"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": [
[
282791.7579871275,
16148.1267314174,
266643.6312557102,
156038.9136558896,
-31798.2468091157,
187837.1604650055
],
[
282.791758,
16.148127,
266.643631,
156.038914,
-31.798247,
187.83716
],
[
0.185528,
0.010594,
0.174934,
0.061699,
-0.025104,
0.069384
],
[
10,
10,
10,
10,
10,
10
],
[
-101907,
-95927,
-97250,
-1324132,
-410134,
-1046629
],
[
1.569262,
1.062159,
2.125161,
1.054406,
0.970655,
1.105262
],
[
111,
56,
55,
111,
56,
55
],
[
76,
36,
40,
76,
36,
40
],
[
35,
20,
15,
35,
20,
15
],
[
68.468468,
64.285714,
72.727273,
68.468468,
64.285714,
72.727273
],
[
0.722686,
0.590088,
0.796935,
0.485582,
0.539253,
0.414473
],
[
59106,
59106,
37379,
343237,
343237,
253600
],
[
-54995,
-52897,
-54995,
-567740,
-176460,
-567740
],
[
51,
38,
64,
51,
38,
64
],
[
32,
20,
42,
32,
20,
42
],
[
93,
71,
121,
93,
71,
121
],
[
5703,
2166,
3537,
5703,
2166,
3537
],
[
56.065707,
87.815707,
0,
56.065707,
87.815707,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389186,
-519199,
-168438,
-269637,
-758021,
-383809
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6097,
"evaluation_days": 1524.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1629266400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893677100,
"expiration_time": 1762666056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 17,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 104,
"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) |
|---|