| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 401033.5611 | 309843.5106 | 91190.0505 | 55140.7817 | -51607.9316 | 106748.7134 |
| Total P&L (%) | 401.0336 | 309.8435 | 91.1901 | 55.1408 | -51.6079 | 106.7487 |
| Avg Daily Profit (%) | 0.2084 | 0.161 | 0.0474 | 0.0228 | -0.0377 | 0.0378 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111018 | -123560 | -70783 | -252949 | -309313 | -119480 |
| Profit Factor | 1.423 | 1.5377 | 1.2453 | 1.0345 | 0.9492 | 1.1825 |
| Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
| Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
| Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
| Profitability (%) | 44.6352 | 39.6552 | 49.5727 | 44.6352 | 39.6552 | 49.5727 |
| Ratio Avg Win / Avg Loss | 1.7651 | 2.3399 | 1.2668 | 1.2831 | 1.4444 | 1.2029 |
| Largest Winning Trade | 311682 | 311682 | 32813 | 137434 | 137434 | 57337 |
| Largest Losing Trade | -42654 | -38795 | -42654 | -118777 | -118777 | -71730 |
| Avg Bars in Trades | 97 | 143 | 52 | 97 | 143 | 52 |
| Avg Bars in Winners | 142 | 241 | 62 | 142 | 241 | 62 |
| Avg Bars in Losers | 61 | 78 | 41 | 61 | 78 | 41 |
| Bars Traded | 22750 | 16650 | 6100 | 22750 | 16650 | 6100 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315823 | 203996 | -130271 | -346841 | -583380 | -162646 |
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23088,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594555200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759345532547,
"expiration_time": 1765326009600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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": [
[
401033.5610773595,
309843.510589018,
91190.0504883416,
55140.7817499408,
-51607.9316379061,
106748.713387847
],
[
401.033561,
309.843511,
91.19005,
55.140782,
-51.607932,
106.748713
],
[
0.208437,
0.161041,
0.047396,
0.022828,
-0.037718,
0.037758
],
[
10,
10,
10,
10,
10,
10
],
[
-111018,
-123560,
-70783,
-252949,
-309313,
-119480
],
[
1.423009,
1.537661,
1.245287,
1.034466,
0.949152,
1.182502
],
[
233,
116,
117,
233,
116,
117
],
[
104,
46,
58,
104,
46,
58
],
[
129,
70,
59,
129,
70,
59
],
[
44.635193,
39.655172,
49.57265,
44.635193,
39.655172,
49.57265
],
[
1.765079,
2.33992,
1.266757,
1.283136,
1.444361,
1.20289
],
[
311682,
311682,
32813,
137434,
137434,
57337
],
[
-42654,
-38795,
-42654,
-118777,
-118777,
-71730
],
[
97,
143,
52,
97,
143,
52
],
[
142,
241,
62,
142,
241,
62
],
[
61,
78,
41,
61,
78,
41
],
[
22750,
16650,
6100,
22750,
16650,
6100
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315823,
203996,
-130271,
-346841,
-583380,
-162646
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23088,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594555200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759345532547,
"expiration_time": 1765326009600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 166,
"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) |
|---|