| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1938585.9656 | 1988513.0699 | -49927.1043 | -11854.5179 | 899456.6241 | -911311.142 |
| Total P&L (%) | 1938.586 | 1988.5131 | -49.9271 | -11.8545 | 899.4566 | -911.3111 |
| Avg Daily Profit (%) | 0.9307 | 0.9547 | -0.024 | -0.0061 | 0.1106 | 0 |
| Buy And Hold Return (%) | 52.7027 | 52.7027 | 52.7027 | 52.7027 | 52.7027 | 52.7027 |
| Max Trade Drawdown | -201905 | -210516 | -94929 | -2551816 | -1730905 | -1110246 |
| Profit Factor | 2.8704 | 3.6699 | 0.8288 | 0.9982 | 1.2016 | 0.5352 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
| Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
| Profitability (%) | 38.4615 | 34.5238 | 42.3529 | 38.4615 | 34.5238 | 42.3529 |
| Ratio Avg Win / Avg Loss | 4.5927 | 6.9601 | 1.1281 | 1.597 | 2.279 | 0.7284 |
| Largest Winning Trade | 1860034 | 1860034 | 21858 | 2505272 | 2505272 | 218681 |
| Largest Losing Trade | -55386 | -55386 | -34403 | -1260987 | -1260987 | -363251 |
| Avg Bars in Trades | 138 | 252 | 25 | 138 | 252 | 25 |
| Avg Bars in Winners | 209 | 422 | 37 | 209 | 422 | 37 |
| Avg Bars in Losers | 93 | 161 | 16 | 93 | 161 | 16 |
| Bars Traded | 23324 | 21171 | 2153 | 23324 | 21171 | 2153 |
| 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 | 545672 | 495788 | -582134 | -581602 | -50702 | -583800 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579788000000,
"first_datapoint_time": 1581105600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759820064490,
"expiration_time": 1766295504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 184,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 123,
"offset": 0,
"multiplier": 3.2132
}
}
} {
"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": [
[
1938585.9655635348,
1988513.0698973432,
-49927.1043338106,
-11854.517889834,
899456.6240898265,
-911311.1419796626
],
[
1938.585966,
1988.51307,
-49.927104,
-11.854518,
899.456624,
-911.311142
],
[
0.930706,
0.954676,
-0.02397,
-0.006058,
0.110581,
0
],
[
52.702703,
52.702703,
52.702703,
52.702703,
52.702703,
52.702703
],
[
-201905,
-210516,
-94929,
-2551816,
-1730905,
-1110246
],
[
2.870449,
3.669875,
0.828801,
0.998154,
1.201645,
0.535151
],
[
169,
84,
85,
169,
84,
85
],
[
65,
29,
36,
65,
29,
36
],
[
104,
55,
49,
104,
55,
49
],
[
38.461538,
34.52381,
42.352941,
38.461538,
34.52381,
42.352941
],
[
4.592718,
6.960107,
1.12809,
1.597046,
2.278981,
0.7284
],
[
1860034,
1860034,
21858,
2505272,
2505272,
218681
],
[
-55386,
-55386,
-34403,
-1260987,
-1260987,
-363251
],
[
138,
252,
25,
138,
252,
25
],
[
209,
422,
37,
209,
422,
37
],
[
93,
161,
16,
93,
161,
16
],
[
23324,
21171,
2153,
23324,
21171,
2153
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
545672,
495788,
-582134,
-581602,
-50702,
-583800
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579788000000,
"first_datapoint_time": 1581105600000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759820064490,
"expiration_time": 1766295504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 184,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 123,
"offset": 0,
"multiplier": 3.2132
}
}
}
| # | 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) |
|---|