| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 368765.1107 | 41631.8667 | 327133.244 | -1361360.178 | 634789.8161 | -1996149.9941 |
| Total P&L (%) | 368.7651 | 41.6319 | 327.1332 | -1361.3602 | 634.7898 | -1996.15 |
| Avg Daily Profit (%) | 0.2397 | 0.0271 | 0.2127 | 0 | 0.1297 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119747 | -64117 | -118339 | -3644181 | -246426 | -3778024 |
| Profit Factor | 2.1276 | 1.2469 | 3.0649 | 0.7358 | 1.6441 | 0.521 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 85 | 37 | 48 | 58 | 30 | 28 |
| Losing Trades | 18 | 15 | 3 | 45 | 22 | 23 |
| Profitability (%) | 82.5243 | 71.1538 | 94.1176 | 56.3107 | 57.6923 | 54.902 |
| Ratio Avg Win / Avg Loss | 0.4505 | 0.5055 | 0.1916 | 0.5709 | 1.2057 | 0.4279 |
| Largest Winning Trade | 32769 | 32769 | 28512 | 261947 | 233436 | 261947 |
| Largest Losing Trade | -118339 | -34885 | -118339 | -2819830 | -196615 | -2819830 |
| Avg Bars in Trades | 38 | 21 | 54 | 38 | 21 | 54 |
| Avg Bars in Winners | 23 | 8 | 34 | 33 | 22 | 45 |
| Avg Bars in Losers | 107 | 52 | 385 | 43 | 20 | 66 |
| Bars Traded | 3919 | 1117 | 2802 | 3919 | 1117 | 2802 |
| Profit Streak | 100.7792 | 100.7792 | 267.4459 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 12 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535452 | -337181 | -162446 | -579685 | -196191 | -760197 |
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4615,
"evaluation_days": 1538.33,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1632268800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759920123165,
"expiration_time": 1763897760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 122,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
368765.1107071511,
41631.866686237,
327133.2440209144,
-1361360.1780130982,
634789.8161029982,
-1996149.9941160963
],
[
368.765111,
41.631867,
327.133244,
-1361.360178,
634.789816,
-1996.149994
],
[
0.239718,
0.027063,
0.212655,
0,
0.129732,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119747,
-64117,
-118339,
-3644181,
-246426,
-3778024
],
[
2.127581,
1.246903,
3.064917,
0.735788,
1.644133,
0.520966
],
[
103,
52,
51,
103,
52,
51
],
[
85,
37,
48,
58,
30,
28
],
[
18,
15,
3,
45,
22,
23
],
[
82.524272,
71.153846,
94.117647,
56.31068,
57.692308,
54.901961
],
[
0.450547,
0.505501,
0.191557,
0.57087,
1.205697,
0.427936
],
[
32769,
32769,
28512,
261947,
233436,
261947
],
[
-118339,
-34885,
-118339,
-2819830,
-196615,
-2819830
],
[
38,
21,
54,
38,
21,
54
],
[
23,
8,
34,
33,
22,
45
],
[
107,
52,
385,
43,
20,
66
],
[
3919,
1117,
2802,
3919,
1117,
2802
],
[
100.779203,
100.779203,
267.44587,
0,
0,
0
],
[
2,
1,
12,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535452,
-337181,
-162446,
-579685,
-196191,
-760197
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4615,
"evaluation_days": 1538.33,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1632268800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759920123165,
"expiration_time": 1763897760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 122,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|