| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 502401.4194 | 512884.636 | -10483.2166 | 60527.9495 | 242240.8897 | -181712.9402 |
| Total P&L (%) | 502.4014 | 512.8846 | -10.4832 | 60.5279 | 242.2409 | -181.7129 |
| Avg Daily Profit (%) | 0.2412 | 0.2463 | -0.005 | 0.0227 | 0.0591 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140511 | -120464 | -24679 | -1846154 | -1630411 | -243601 |
| Profit Factor | 2.335 | 2.6372 | 0.8337 | 1.0191 | 1.0868 | 0.5193 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 44.4444 | 48.6486 |
| Ratio Avg Win / Avg Loss | 2.6784 | 3.2965 | 0.88 | 1.169 | 1.3585 | 0.5481 |
| Largest Winning Trade | 375239 | 375239 | 12222 | 1302370 | 1302370 | 46224 |
| Largest Losing Trade | -78875 | -78875 | -15472 | -1412051 | -1412051 | -187834 |
| Avg Bars in Trades | 316 | 630 | 11 | 316 | 630 | 11 |
| Avg Bars in Winners | 300 | 627 | 10 | 300 | 627 | 10 |
| Avg Bars in Losers | 330 | 633 | 12 | 330 | 633 | 12 |
| Bars Traded | 23129 | 22703 | 426 | 23129 | 22703 | 426 |
| Profit Streak | 88.7694 | 88.8527 | 88.7694 | 88.7694 | 88.8527 | 88.7694 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -63812 | 426926 | -580461 | -439299 | -240681 | -580461 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904073429,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 76,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 134,
"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": [
[
502401.4194106002,
512884.6360267592,
-10483.2166161587,
60527.9494756863,
242240.8896715574,
-181712.9401958712
],
[
502.401419,
512.884636,
-10.483217,
60.527949,
242.24089,
-181.71294
],
[
0.241249,
0.246283,
-0.005034,
0.02273,
0.059098,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140511,
-120464,
-24679,
-1846154,
-1630411,
-243601
],
[
2.335049,
2.637165,
0.833707,
1.019098,
1.086781,
0.519263
],
[
73,
36,
37,
73,
36,
37
],
[
34,
16,
18,
34,
16,
18
],
[
39,
20,
19,
39,
20,
19
],
[
46.575342,
44.444444,
48.648649,
46.575342,
44.444444,
48.648649
],
[
2.678439,
3.296457,
0.880024,
1.168965,
1.358476,
0.548111
],
[
375239,
375239,
12222,
1302370,
1302370,
46224
],
[
-78875,
-78875,
-15472,
-1412051,
-1412051,
-187834
],
[
316,
630,
11,
316,
630,
11
],
[
300,
627,
10,
300,
627,
10
],
[
330,
633,
12,
330,
633,
12
],
[
23129,
22703,
426,
23129,
22703,
426
],
[
88.769368,
88.852702,
88.769368,
88.769368,
88.852702,
88.769368
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-63812,
426926,
-580461,
-439299,
-240681,
-580461
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904073429,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 76,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 134,
"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) |
|---|