| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 804949.8272 | 710511.0794 | 94438.7478 | 3757783.5496 | 14129962.5376 | -10372178.9881 |
| Total P&L (%) | 804.9498 | 710.5111 | 94.4387 | 3757.7836 | 14129.9625 | -10372.179 |
| Avg Daily Profit (%) | 0.3484 | 0.3075 | 0.0409 | 0.1582 | 0.2148 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126590 | -69738 | -136378 | -24000514 | -6492897 | -20759153 |
| Profit Factor | 2.4078 | 4.0916 | 1.2762 | 1.0756 | 1.879 | 0.6915 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Profitability (%) | 56.701 | 61.2245 | 52.0833 | 56.701 | 61.2245 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.8387 | 2.5913 | 1.1741 | 0.8214 | 1.1901 | 0.6362 |
| Largest Winning Trade | 129302 | 129302 | 94480 | 8423218 | 5672640 | 8423218 |
| Largest Losing Trade | -86209 | -44793 | -86209 | -20091218 | -3046478 | -20091218 |
| Avg Bars in Trades | 59 | 25 | 94 | 59 | 25 | 94 |
| Avg Bars in Winners | 79 | 23 | 146 | 79 | 23 | 146 |
| Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
| Bars Traded | 5768 | 1254 | 4514 | 5768 | 1254 | 4514 |
| Profit Streak | 0 | 0 | 269.2672 | 0 | 0 | 269.2672 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 540722 | 644915 | -137425 | -130208 | 448162 | -579830 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6932,
"evaluation_days": 2310.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758983087443,
"expiration_time": 1764949248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 168,
"offset": 0,
"std": 2.55501
}
}
} {
"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": [
[
804949.8272258701,
710511.0794029097,
94438.7478229606,
3757783.549552382,
14129962.537617998,
-10372178.988065619
],
[
804.949827,
710.511079,
94.438748,
3757.78355,
14129.962538,
-10372.178988
],
[
0.348362,
0.307491,
0.040871,
0.158204,
0.214797,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-126590,
-69738,
-136378,
-24000514,
-6492897,
-20759153
],
[
2.407806,
4.091566,
1.276174,
1.075616,
1.87903,
0.691496
],
[
97,
49,
48,
97,
49,
48
],
[
55,
30,
25,
55,
30,
25
],
[
42,
19,
23,
42,
19,
23
],
[
56.701031,
61.22449,
52.083333,
56.701031,
61.22449,
52.083333
],
[
1.838688,
2.591325,
1.17408,
0.82138,
1.190052,
0.636176
],
[
129302,
129302,
94480,
8423218,
5672640,
8423218
],
[
-86209,
-44793,
-86209,
-20091218,
-3046478,
-20091218
],
[
59,
25,
94,
59,
25,
94
],
[
79,
23,
146,
79,
23,
146
],
[
33,
28,
37,
33,
28,
37
],
[
5768,
1254,
4514,
5768,
1254,
4514
],
[
0,
0,
269.267216,
0,
0,
269.267216
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
540722,
644915,
-137425,
-130208,
448162,
-579830
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6932,
"evaluation_days": 2310.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758983087443,
"expiration_time": 1764949248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 168,
"offset": 0,
"std": 2.55501
}
}
}
| # | 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) |
|---|