| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2309511.1257 | 2219767.468 | 89743.6577 | 2298518.4955 | 3442721.0875 | -1144202.592 |
| Total P&L (%) | 2309.5111 | 2219.7675 | 89.7437 | 2298.5185 | 3442.7211 | -1144.2026 |
| Avg Daily Profit (%) | 1.0007 | 0.9618 | 0.0389 | 0.1378 | 0.1547 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123235 | -89325 | -116211 | -6744508 | -4505258 | -4115813 |
| Profit Factor | 4.288 | 6.9742 | 1.2713 | 1.1078 | 1.3045 | 0.8858 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
| Profitability (%) | 36.4706 | 27.907 | 45.2381 | 36.4706 | 27.907 | 45.2381 |
| Ratio Avg Win / Avg Loss | 7.4694 | 18.0167 | 1.5389 | 1.9297 | 3.3699 | 1.0723 |
| Largest Winning Trade | 1905174 | 1905174 | 80800 | 5136864 | 5136864 | 1692899 |
| Largest Losing Trade | -37121 | -33642 | -37121 | -2006969 | -1558419 | -2006969 |
| Avg Bars in Trades | 51 | 44 | 57 | 51 | 44 | 57 |
| Avg Bars in Winners | 106 | 107 | 105 | 106 | 107 | 105 |
| Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
| Bars Traded | 4336 | 1915 | 2421 | 4336 | 1915 | 2421 |
| Profit Streak | 0 | 0 | 44.7678 | 0 | 0 | 44.7678 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 560830 | 175786 | -141195 | -114585 | -8078 | -580364 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911138558,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 52,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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": [
[
2309511.125708007,
2219767.4679820645,
89743.6577259415,
2298518.4954945967,
3442721.087468425,
-1144202.5919738272
],
[
2309.511126,
2219.767468,
89.743658,
2298.518495,
3442.721087,
-1144.202592
],
[
1.000655,
0.961771,
0.038884,
0.137765,
0.15469,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-123235,
-89325,
-116211,
-6744508,
-4505258,
-4115813
],
[
4.288004,
6.974203,
1.271255,
1.107789,
1.304483,
0.88578
],
[
85,
43,
42,
85,
43,
42
],
[
31,
12,
19,
31,
12,
19
],
[
54,
31,
23,
54,
31,
23
],
[
36.470588,
27.906977,
45.238095,
36.470588,
27.906977,
45.238095
],
[
7.469426,
18.016692,
1.538887,
1.929696,
3.369915,
1.07226
],
[
1905174,
1905174,
80800,
5136864,
5136864,
1692899
],
[
-37121,
-33642,
-37121,
-2006969,
-1558419,
-2006969
],
[
51,
44,
57,
51,
44,
57
],
[
106,
107,
105,
106,
107,
105
],
[
19,
20,
18,
19,
20,
18
],
[
4336,
1915,
2421,
4336,
1915,
2421
],
[
0,
0,
44.767807,
0,
0,
44.767807
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
560830,
175786,
-141195,
-114585,
-8078,
-580364
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911138558,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 52,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 15,
"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) |
|---|