| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1692017.2395 | 1627892.3764 | 64124.8632 | 2804754.3533 | 5310534.6728 | -2505780.3195 |
| Total P&L (%) | 1692.0172 | 1627.8924 | 64.1249 | 2804.7544 | 5310.5347 | -2505.7803 |
| Avg Daily Profit (%) | 0.7296 | 0.702 | 0.0277 | 0.1454 | 0.1722 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101938 | -38922 | -88740 | -6606357 | -1437334 | -5864625 |
| Profit Factor | 4.9977 | 11.8164 | 1.2351 | 1.1859 | 2.2078 | 0.7656 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 43.4783 | 48.5714 | 38.2353 | 43.4783 | 48.5714 | 38.2353 |
| Ratio Avg Win / Avg Loss | 6.497 | 12.5115 | 1.9952 | 1.5417 | 2.3376 | 1.2368 |
| Largest Winning Trade | 1476065 | 1476065 | 92558 | 2640796 | 2405722 | 2640796 |
| Largest Losing Trade | -57476 | -38922 | -57476 | -4265799 | -1191024 | -4265799 |
| Avg Bars in Trades | 89 | 41 | 138 | 89 | 41 | 138 |
| Avg Bars in Winners | 168 | 73 | 292 | 168 | 73 | 292 |
| Avg Bars in Losers | 28 | 12 | 42 | 28 | 12 | 42 |
| Bars Traded | 6163 | 1465 | 4698 | 6163 | 1465 | 4698 |
| Profit Streak | 0 | 0 | 134.1947 | 0 | 0 | 134.1947 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -88456 | 730484 | -159553 | -122303 | 411712 | -583134 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564876800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759696823704,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 193,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1692017.239536825,
1627892.3763688419,
64124.8631679831,
2804754.3532871297,
5310534.672797062,
-2505780.319509933
],
[
1692.01724,
1627.892376,
64.124863,
2804.754353,
5310.534673,
-2505.78032
],
[
0.729632,
0.70198,
0.027652,
0.145381,
0.172245,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-101938,
-38922,
-88740,
-6606357,
-1437334,
-5864625
],
[
4.997684,
11.816427,
1.235107,
1.185886,
2.207752,
0.765629
],
[
69,
35,
34,
69,
35,
34
],
[
30,
17,
13,
30,
17,
13
],
[
39,
18,
21,
39,
18,
21
],
[
43.478261,
48.571429,
38.235294,
43.478261,
48.571429,
38.235294
],
[
6.496989,
12.511511,
1.995173,
1.541652,
2.337619,
1.236786
],
[
1476065,
1476065,
92558,
2640796,
2405722,
2640796
],
[
-57476,
-38922,
-57476,
-4265799,
-1191024,
-4265799
],
[
89,
41,
138,
89,
41,
138
],
[
168,
73,
292,
168,
73,
292
],
[
28,
12,
42,
28,
12,
42
],
[
6163,
1465,
4698,
6163,
1465,
4698
],
[
0,
0,
134.194719,
0,
0,
134.194719
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-88456,
730484,
-159553,
-122303,
411712,
-583134
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564876800000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759696823704,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 193,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|