| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306841.7923 | 236989.3806 | 69852.4117 | -449115.8544 | -91362.2648 | -357753.5897 |
| Total P&L (%) | 306.8418 | 236.9894 | 69.8524 | -449.1159 | -91.3623 | -357.7536 |
| Avg Daily Profit (%) | 0.1598 | 0.1234 | 0.0364 | 0 | -0.1275 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164372 | -142780 | -160025 | -468453 | -198023 | -350319 |
| Profit Factor | 1.6089 | 1.9199 | 1.2836 | 0.4263 | 0.7315 | 0.1916 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 49 | 23 | 26 | 33 | 19 | 14 |
| Losing Trades | 34 | 18 | 16 | 50 | 22 | 28 |
| Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 39.759 | 46.3415 | 33.3333 |
| Ratio Avg Win / Avg Loss | 1.1164 | 1.5025 | 0.7899 | 0.6459 | 0.847 | 0.3832 |
| Largest Winning Trade | 76782 | 76782 | 48101 | 46360 | 46360 | 21085 |
| Largest Losing Trade | -133500 | -68506 | -133500 | -121626 | -109821 | -121626 |
| Avg Bars in Trades | 62 | 93 | 32 | 62 | 93 | 32 |
| Avg Bars in Winners | 54 | 74 | 35 | 67 | 110 | 7 |
| Avg Bars in Losers | 74 | 116 | 26 | 59 | 78 | 44 |
| Bars Traded | 5182 | 3827 | 1354 | 5182 | 3827 | 1354 |
| Profit Streak | 0 | 13.7095 | 0 | 11.7095 | 0 | 12.0428 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337800 | -23186 | -144412 | -585409 | -582165 | -586593 |
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5761,
"evaluation_days": 1920.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1599120000000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758963697069,
"expiration_time": 1763908704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 211
}
}
} {
"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": [
[
306841.7922693276,
236989.3806168566,
69852.411652471,
-449115.8544340838,
-91362.2647711342,
-357753.5896629497
],
[
306.841792,
236.989381,
69.852412,
-449.115854,
-91.362265,
-357.75359
],
[
0.159786,
0.123411,
0.036375,
0,
-0.12745,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-164372,
-142780,
-160025,
-468453,
-198023,
-350319
],
[
1.608923,
1.91991,
1.283623,
0.42631,
0.731528,
0.191607
],
[
83,
41,
42,
83,
41,
42
],
[
49,
23,
26,
33,
19,
14
],
[
34,
18,
16,
50,
22,
28
],
[
59.036145,
56.097561,
61.904762,
39.759036,
46.341463,
33.333333
],
[
1.116396,
1.502538,
0.789922,
0.645924,
0.847033,
0.383214
],
[
76782,
76782,
48101,
46360,
46360,
21085
],
[
-133500,
-68506,
-133500,
-121626,
-109821,
-121626
],
[
62,
93,
32,
62,
93,
32
],
[
54,
74,
35,
67,
110,
7
],
[
74,
116,
26,
59,
78,
44
],
[
5182,
3827,
1354,
5182,
3827,
1354
],
[
0,
13.709457,
0,
11.709457,
0,
12.04279
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337800,
-23186,
-144412,
-585409,
-582165,
-586593
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5761,
"evaluation_days": 1920.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1599120000000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758963697069,
"expiration_time": 1763908704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 211
}
}
}
| # | 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) |
|---|