| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347098.1914 | 106395.4227 | 240702.7688 | 1261977.6604 | 525782.9298 | 736194.7306 |
| Total P&L (%) | 347.0982 | 106.3954 | 240.7028 | 1261.9777 | 525.7829 | 736.1947 |
| Avg Daily Profit (%) | 0.1459 | 0.0447 | 0.1012 | 0.1098 | 0.0771 | 0.0893 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89570 | -43708 | -68985 | -427830 | -182513 | -427830 |
| Profit Factor | 2.396 | 1.9807 | 2.7174 | 1.829 | 1.9735 | 1.7496 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
| Profitability (%) | 77.3196 | 75.5102 | 79.1667 | 77.3196 | 75.5102 | 79.1667 |
| Ratio Avg Win / Avg Loss | 0.7028 | 0.6424 | 0.7151 | 0.5365 | 0.6401 | 0.4604 |
| Largest Winning Trade | 26777 | 17176 | 26777 | 156805 | 156805 | 153415 |
| Largest Losing Trade | -50618 | -41833 | -50618 | -427830 | -176354 | -427830 |
| Avg Bars in Trades | 64 | 28 | 100 | 64 | 28 | 100 |
| Avg Bars in Winners | 34 | 15 | 53 | 34 | 15 | 53 |
| Avg Bars in Losers | 165 | 69 | 280 | 165 | 69 | 280 |
| Bars Traded | 6225 | 1397 | 4828 | 6225 | 1397 | 4828 |
| Profit Streak | 217.7959 | 217.7959 | 247.1293 | 217.7959 | 217.7959 | 247.1293 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309378 | -127910 | -50253 | -40179 | -84312 | -67534 |
{
"trading_pair": "EOS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7136,
"evaluation_days": 2378.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1548892800000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1760094367945,
"expiration_time": 1754383104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
347098.1914388972,
106395.422662555,
240702.7687763422,
1261977.6603738514,
525782.9298070931,
736194.730566758
],
[
347.098191,
106.395423,
240.702769,
1261.97766,
525.78293,
736.194731
],
[
0.145921,
0.044729,
0.101192,
0.109849,
0.077125,
0.08932
],
[
10,
10,
10,
10,
10,
10
],
[
-89570,
-43708,
-68985,
-427830,
-182513,
-427830
],
[
2.395952,
1.980652,
2.717445,
1.829029,
1.973501,
1.749582
],
[
97,
49,
48,
97,
49,
48
],
[
75,
37,
38,
75,
37,
38
],
[
22,
12,
10,
22,
12,
10
],
[
77.319588,
75.510204,
79.166667,
77.319588,
75.510204,
79.166667
],
[
0.702813,
0.642374,
0.715117,
0.536515,
0.640054,
0.460416
],
[
26777,
17176,
26777,
156805,
156805,
153415
],
[
-50618,
-41833,
-50618,
-427830,
-176354,
-427830
],
[
64,
28,
100,
64,
28,
100
],
[
34,
15,
53,
34,
15,
53
],
[
165,
69,
280,
165,
69,
280
],
[
6225,
1397,
4828,
6225,
1397,
4828
],
[
217.795925,
217.795925,
247.129259,
217.795925,
217.795925,
247.129259
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309378,
-127910,
-50253,
-40179,
-84312,
-67534
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7136,
"evaluation_days": 2378.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1548892800000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1760094367945,
"expiration_time": 1754383104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 215,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|