| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1410642.1297 | 1261062.5334 | 149579.5963 | 6587186.4044 | 3479910.3017 | 3107276.1027 |
| Total P&L (%) | 1410.6421 | 1261.0625 | 149.5796 | 6587.1864 | 3479.9103 | 3107.2761 |
| Avg Daily Profit (%) | 0.5627 | 0.503 | 0.0597 | 0.1678 | 0.1428 | 0.1384 |
| Buy And Hold Return (%) | 270.4068 | 270.4068 | 270.4068 | 270.4068 | 270.4068 | 270.4068 |
| Max Trade Drawdown | -83515 | -71088 | -46027 | -6305303 | -6261962 | -3121073 |
| Profit Factor | 4.2015 | 5.256 | 2.0365 | 1.2505 | 1.1871 | 1.4035 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 59.375 | 56.25 | 62.5 | 59.375 | 56.25 | 62.5 |
| Ratio Avg Win / Avg Loss | 2.8747 | 4.088 | 1.2219 | 0.8556 | 0.9233 | 0.8421 |
| Largest Winning Trade | 1030260 | 1030260 | 44301 | 8832900 | 8832900 | 1799088 |
| Largest Losing Trade | -37394 | -37394 | -24873 | -3806584 | -3806584 | -2145421 |
| Avg Bars in Trades | 112 | 169 | 55 | 112 | 169 | 55 |
| Avg Bars in Winners | 118 | 165 | 76 | 118 | 165 | 76 |
| Avg Bars in Losers | 103 | 173 | 20 | 103 | 173 | 20 |
| Bars Traded | 7179 | 5410 | 1769 | 7179 | 5410 | 1769 |
| Profit Streak | 0 | 0 | 335.9392 | 0 | 0 | 335.9392 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -125126 | 639207 | -273338 | -136407 | -17547 | -5835 |
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543593600000,
"first_datapoint_time": 1549987200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760193147970,
"expiration_time": 1766667744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 223,
"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": [
[
1410642.1296516112,
1261062.533386553,
149579.596265058,
6587186.404357443,
3479910.3016692963,
3107276.1026881463
],
[
1410.64213,
1261.062533,
149.579596,
6587.186404,
3479.910302,
3107.276103
],
[
0.562681,
0.503017,
0.059665,
0.167782,
0.142819,
0.138429
],
[
270.406784,
270.406784,
270.406784,
270.406784,
270.406784,
270.406784
],
[
-83515,
-71088,
-46027,
-6305303,
-6261962,
-3121073
],
[
4.2015,
5.255973,
2.036481,
1.250485,
1.187121,
1.403512
],
[
64,
32,
32,
64,
32,
32
],
[
38,
18,
20,
38,
18,
20
],
[
26,
14,
12,
26,
14,
12
],
[
59.375,
56.25,
62.5,
59.375,
56.25,
62.5
],
[
2.874711,
4.087979,
1.221888,
0.855595,
0.923316,
0.842107
],
[
1030260,
1030260,
44301,
8832900,
8832900,
1799088
],
[
-37394,
-37394,
-24873,
-3806584,
-3806584,
-2145421
],
[
112,
169,
55,
112,
169,
55
],
[
118,
165,
76,
118,
165,
76
],
[
103,
173,
20,
103,
173,
20
],
[
7179,
5410,
1769,
7179,
5410,
1769
],
[
0,
0,
335.939213,
0,
0,
335.939213
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-125126,
639207,
-273338,
-136407,
-17547,
-5835
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 2507,
"actual_first_datapoint_time": 1543593600000,
"first_datapoint_time": 1549987200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760193147970,
"expiration_time": 1766667744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 184,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 223,
"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) |
|---|