| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745917.502 | 475907.5569 | 270009.9451 | 2805010.006 | 444981.2962 | 2360028.7098 |
| Total P&L (%) | 745.9175 | 475.9076 | 270.0099 | 2805.01 | 444.9813 | 2360.0287 |
| Avg Daily Profit (%) | 0.4125 | 0.2632 | 0.1493 | 0.1865 | 0.0938 | 0.1773 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83602 | -71807 | -84685 | -2905139 | -1932771 | -2752563 |
| Profit Factor | 1.8882 | 2.1205 | 1.6504 | 1.1708 | 1.0564 | 1.2765 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
| Losing Trades | 130 | 73 | 57 | 130 | 73 | 57 |
| Profitability (%) | 39.2523 | 31.7757 | 46.729 | 39.2523 | 31.7757 | 46.729 |
| Ratio Avg Win / Avg Loss | 2.9222 | 4.5529 | 1.8815 | 1.8119 | 2.2681 | 1.4552 |
| Largest Winning Trade | 330922 | 330922 | 57369 | 1272829 | 1272829 | 1159775 |
| Largest Losing Trade | -49473 | -20071 | -49473 | -1207375 | -606239 | -1207375 |
| Avg Bars in Trades | 100 | 99 | 100 | 100 | 99 | 100 |
| Avg Bars in Winners | 159 | 169 | 152 | 159 | 169 | 152 |
| Avg Bars in Losers | 62 | 67 | 55 | 62 | 67 | 55 |
| Bars Traded | 21441 | 10660 | 10781 | 21441 | 10660 | 10781 |
| Profit Streak | 25.0914 | 26.0914 | 0 | 25.0914 | 26.0914 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393175 | 193644 | 282408 | -26182 | -231955 | 224725 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21702,
"evaluation_days": 1808.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759075898626,
"expiration_time": 1764693158400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 86,
"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": [
[
745917.5019700136,
475907.5569122003,
270009.9450578131,
2805010.006022652,
444981.296223362,
2360028.709799291
],
[
745.917502,
475.907557,
270.009945,
2805.010006,
444.981296,
2360.02871
],
[
0.412451,
0.26315,
0.1493,
0.186462,
0.0938,
0.177252
],
[
10,
10,
10,
10,
10,
10
],
[
-83602,
-71807,
-84685,
-2905139,
-1932771,
-2752563
],
[
1.888176,
2.120531,
1.650447,
1.170753,
1.056377,
1.276533
],
[
214,
107,
107,
214,
107,
107
],
[
84,
34,
50,
84,
34,
50
],
[
130,
73,
57,
130,
73,
57
],
[
39.252336,
31.775701,
46.728972,
39.252336,
31.775701,
46.728972
],
[
2.922177,
4.552904,
1.881509,
1.811879,
2.268103,
1.455247
],
[
330922,
330922,
57369,
1272829,
1272829,
1159775
],
[
-49473,
-20071,
-49473,
-1207375,
-606239,
-1207375
],
[
100,
99,
100,
100,
99,
100
],
[
159,
169,
152,
159,
169,
152
],
[
62,
67,
55,
62,
67,
55
],
[
21441,
10660,
10781,
21441,
10660,
10781
],
[
25.091419,
26.091419,
0,
25.091419,
26.091419,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393175,
193644,
282408,
-26182,
-231955,
224725
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21702,
"evaluation_days": 1808.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603389600000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759075898626,
"expiration_time": 1764693158400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 86,
"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) |
|---|