| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 946026.8806 | 938640.94 | 7385.9406 | 416827.3116 | 1943301.1285 | -1526473.8169 |
| Total P&L (%) | 946.0269 | 938.6409 | 7.3859 | 416.8273 | 1943.3011 | -1526.4738 |
| Avg Daily Profit (%) | 0.4543 | 0.4507 | 0.0035 | 0.0789 | 0.145 | 0 |
| Buy And Hold Return (%) | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 |
| Max Trade Drawdown | -206851 | -130209 | -207692 | -4820553 | -2715120 | -2706324 |
| Profit Factor | 1.5166 | 2.0252 | 1.0081 | 1.0196 | 1.1734 | 0.849 |
| Total Trades | 639 | 320 | 319 | 639 | 320 | 319 |
| Winning Trades | 291 | 143 | 148 | 291 | 143 | 148 |
| Losing Trades | 348 | 177 | 171 | 348 | 177 | 171 |
| Profitability (%) | 45.5399 | 44.6875 | 46.395 | 45.5399 | 44.6875 | 46.395 |
| Ratio Avg Win / Avg Loss | 1.8137 | 2.5067 | 1.1647 | 1.2193 | 1.4524 | 0.981 |
| Largest Winning Trade | 496730 | 496730 | 81106 | 3590615 | 3590615 | 513367 |
| Largest Losing Trade | -32056 | -32056 | -24795 | -702139 | -651956 | -702139 |
| Avg Bars in Trades | 38 | 34 | 43 | 38 | 34 | 43 |
| Avg Bars in Winners | 57 | 50 | 64 | 57 | 50 | 64 |
| Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
| Bars Traded | 24724 | 11000 | 13724 | 24724 | 11000 | 13724 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 516008 | 470930 | -565797 | -286420 | -29827 | -581067 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758848273548,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 233,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
946026.8805875264,
938640.9399742344,
7385.9406132923,
416827.3116127911,
1943301.1285040793,
-1526473.816891284
],
[
946.026881,
938.64094,
7.385941,
416.827312,
1943.301129,
-1526.473817
],
[
0.454275,
0.450728,
0.003547,
0.078905,
0.144986,
0
],
[
84.719536,
84.719536,
84.719536,
84.719536,
84.719536,
84.719536
],
[
-206851,
-130209,
-207692,
-4820553,
-2715120,
-2706324
],
[
1.516615,
2.025176,
1.008067,
1.019552,
1.173384,
0.849033
],
[
639,
320,
319,
639,
320,
319
],
[
291,
143,
148,
291,
143,
148
],
[
348,
177,
171,
348,
177,
171
],
[
45.539906,
44.6875,
46.394984,
45.539906,
44.6875,
46.394984
],
[
1.813684,
2.506687,
1.164726,
1.219258,
1.45237,
0.980977
],
[
496730,
496730,
81106,
3590615,
3590615,
513367
],
[
-32056,
-32056,
-24795,
-702139,
-651956,
-702139
],
[
38,
34,
43,
38,
34,
43
],
[
57,
50,
64,
57,
50,
64
],
[
23,
21,
24,
23,
21,
24
],
[
24724,
11000,
13724,
24724,
11000,
13724
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516008,
470930,
-565797,
-286420,
-29827,
-581067
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758848273548,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 233,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|