| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501099.4909 | 326865.054 | 174234.4369 | 194219.1864 | -735847.5211 | 930066.7075 |
| Total P&L (%) | 501.0995 | 326.8651 | 174.2344 | 194.2192 | -735.8475 | 930.0667 |
| Avg Daily Profit (%) | 0.2757 | 0.1798 | 0.0958 | 0.0594 | 0 | 0.1284 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117920 | -132078 | -40711 | -1673666 | -1431628 | -624007 |
| Profit Factor | 1.9704 | 2.0128 | 1.8998 | 1.0472 | 0.6988 | 1.5555 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
| Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
| Profitability (%) | 56.1905 | 48.0769 | 64.1509 | 56.1905 | 48.0769 | 64.1509 |
| Ratio Avg Win / Avg Loss | 1.5363 | 2.1739 | 1.0616 | 0.8164 | 0.7547 | 0.8693 |
| Largest Winning Trade | 438419 | 438419 | 48329 | 620684 | 564997 | 620684 |
| Largest Losing Trade | -40010 | -40010 | -33098 | -624007 | -504641 | -624007 |
| Avg Bars in Trades | 101 | 101 | 100 | 101 | 101 | 100 |
| Avg Bars in Winners | 117 | 128 | 108 | 117 | 128 | 108 |
| Avg Bars in Losers | 80 | 76 | 86 | 80 | 76 | 86 |
| Bars Traded | 10618 | 5287 | 5331 | 10618 | 5287 | 5331 |
| Profit Streak | 47.1598 | 48.4931 | 47.1598 | 47.1598 | 48.4931 | 47.1598 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 539931 | -168540 | -239746 | -281362 | -760591 | -198471 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837802437,
"expiration_time": 1764535824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 235,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"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": [
[
501099.4908973641,
326865.0539658091,
174234.436931555,
194219.1863570276,
-735847.5210938291,
930066.7074508568
],
[
501.099491,
326.865054,
174.234437,
194.219186,
-735.847521,
930.066707
],
[
0.275658,
0.179811,
0.095847,
0.059383,
0,
0.128379
],
[
10,
10,
10,
10,
10,
10
],
[
-117920,
-132078,
-40711,
-1673666,
-1431628,
-624007
],
[
1.970432,
2.012844,
1.89975,
1.047173,
0.698784,
1.555519
],
[
105,
52,
53,
105,
52,
53
],
[
59,
25,
34,
59,
25,
34
],
[
46,
27,
19,
46,
27,
19
],
[
56.190476,
48.076923,
64.150943,
56.190476,
48.076923,
64.150943
],
[
1.536269,
2.173872,
1.061625,
0.81644,
0.754687,
0.86926
],
[
438419,
438419,
48329,
620684,
564997,
620684
],
[
-40010,
-40010,
-33098,
-624007,
-504641,
-624007
],
[
101,
101,
100,
101,
101,
100
],
[
117,
128,
108,
117,
128,
108
],
[
80,
76,
86,
80,
76,
86
],
[
10618,
5287,
5331,
10618,
5287,
5331
],
[
47.15975,
48.493084,
47.15975,
47.15975,
48.493084,
47.15975
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
539931,
-168540,
-239746,
-281362,
-760591,
-198471
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10907,
"evaluation_days": 1817.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759837802437,
"expiration_time": 1764535824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 235,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dcm",
"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) |
|---|