| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3014569.9943 | 2962005.8953 | 52564.0991 | 53470698.5674 | 55179087.5587 | -1708388.9912 |
| Total P&L (%) | 3014.57 | 2962.0059 | 52.5641 | 53470.6986 | 55179.0876 | -1708.389 |
| Avg Daily Profit (%) | 1.6491 | 1.6204 | 0.0288 | 0.3443 | 0.3461 | 0 |
| Buy And Hold Return (%) | 7215.8996 | 7215.8996 | 7215.8996 | 7215.8996 | 7215.8996 | 7215.8996 |
| Max Trade Drawdown | -86562 | -51819 | -187287 | -25582753 | -20483569 | -21962026 |
| Profit Factor | 6.483 | 14.9096 | 1.156 | 1.6821 | 2.5324 | 0.9597 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 38.9831 | 33.3333 | 44.8276 | 38.9831 | 33.3333 | 44.8276 |
| Ratio Avg Win / Avg Loss | 10.1474 | 29.8191 | 1.4228 | 2.6329 | 5.0647 | 1.1812 |
| Largest Winning Trade | 1589408 | 1589408 | 74539 | 33173234 | 33173234 | 10640131 |
| Largest Losing Trade | -51457 | -21481 | -51457 | -13335058 | -9032440 | -13335058 |
| Avg Bars in Trades | 361 | 347 | 376 | 361 | 347 | 376 |
| Avg Bars in Winners | 687 | 694 | 681 | 687 | 694 | 681 |
| Avg Bars in Losers | 154 | 174 | 129 | 154 | 174 | 129 |
| Bars Traded | 21355 | 10428 | 10927 | 21355 | 10428 | 10927 |
| Profit Streak | 334.731 | 400.8144 | 0 | 334.731 | 400.8144 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -326821 | -148937 | -371187 | -171016 | 307715 | -581177 |
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580148000000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1760059960931,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 198,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 120,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
3014569.994348603,
2962005.895272534,
52564.0990760699,
53470698.5674112,
55179087.55865645,
-1708388.9912452549
],
[
3014.569994,
2962.005895,
52.564099,
53470.698567,
55179.087559,
-1708.388991
],
[
1.649108,
1.620353,
0.028755,
0.344333,
0.346056,
0
],
[
7215.899582,
7215.899582,
7215.899582,
7215.899582,
7215.899582,
7215.899582
],
[
-86562,
-51819,
-187287,
-25582753,
-20483569,
-21962026
],
[
6.483048,
14.909552,
1.156046,
1.682143,
2.532366,
0.959686
],
[
59,
30,
29,
59,
30,
29
],
[
23,
10,
13,
23,
10,
13
],
[
36,
20,
16,
36,
20,
16
],
[
38.983051,
33.333333,
44.827586,
38.983051,
33.333333,
44.827586
],
[
10.14738,
29.819103,
1.422826,
2.632919,
5.064732,
1.181152
],
[
1589408,
1589408,
74539,
33173234,
33173234,
10640131
],
[
-51457,
-21481,
-51457,
-13335058,
-9032440,
-13335058
],
[
361,
347,
376,
361,
347,
376
],
[
687,
694,
681,
687,
694,
681
],
[
154,
174,
129,
154,
174,
129
],
[
21355,
10428,
10927,
21355,
10428,
10927
],
[
334.731029,
400.814363,
0,
334.731029,
400.814363,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-326821,
-148937,
-371187,
-171016,
307715,
-581177
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580148000000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1760059960931,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 198,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 120,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|