| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 548152.1322 | 341805.0919 | 206347.0402 | 714251.7737 | -194203.5216 | 908455.2953 |
| Total P&L (%) | 548.1521 | 341.8051 | 206.347 | 714.2518 | -194.2035 | 908.4553 |
| Avg Daily Profit (%) | 0.302 | 0.1883 | 0.1137 | 0.1156 | 0 | 0.1274 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76436 | -74163 | -42111 | -1396872 | -1399471 | -778716 |
| Profit Factor | 1.6847 | 1.7872 | 1.5632 | 1.0821 | 0.9581 | 1.2234 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 114 | 47 | 67 | 114 | 47 | 67 |
| Losing Trades | 164 | 92 | 72 | 164 | 92 | 72 |
| Profitability (%) | 41.0072 | 33.813 | 48.2014 | 41.0072 | 33.813 | 48.2014 |
| Ratio Avg Win / Avg Loss | 2.4236 | 3.4983 | 1.6798 | 1.5567 | 1.8754 | 1.3147 |
| Largest Winning Trade | 312474 | 312474 | 69212 | 866043 | 866043 | 480823 |
| Largest Losing Trade | -20330 | -20330 | -15314 | -281582 | -281582 | -270792 |
| Avg Bars in Trades | 77 | 53 | 101 | 77 | 53 | 101 |
| Avg Bars in Winners | 134 | 95 | 161 | 134 | 95 | 161 |
| Avg Bars in Losers | 37 | 31 | 45 | 37 | 31 | 45 |
| Bars Traded | 21487 | 7401 | 14086 | 21487 | 7401 | 14086 |
| Profit Streak | 13.572 | 0 | 17.072 | 13.572 | 0 | 17.072 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 383760 | 159484 | -38220 | -168771 | -584481 | -22696 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21778,
"evaluation_days": 1814.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604548800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759621417186,
"expiration_time": 1765260057600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 247,
"offset": 0,
"scalar": 4
}
},
"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": [
[
548152.1321601381,
341805.0919246017,
206347.0402355369,
714251.7737108986,
-194203.5216177639,
908455.2953286633
],
[
548.152132,
341.805092,
206.34704,
714.251774,
-194.203522,
908.455295
],
[
0.30204,
0.18834,
0.1137,
0.11562,
0,
0.127421
],
[
10,
10,
10,
10,
10,
10
],
[
-76436,
-74163,
-42111,
-1396872,
-1399471,
-778716
],
[
1.684663,
1.787163,
1.563187,
1.082105,
0.958077,
1.223381
],
[
278,
139,
139,
278,
139,
139
],
[
114,
47,
67,
114,
47,
67
],
[
164,
92,
72,
164,
92,
72
],
[
41.007194,
33.81295,
48.201439,
41.007194,
33.81295,
48.201439
],
[
2.42355,
3.498276,
1.679843,
1.556712,
1.875386,
1.314678
],
[
312474,
312474,
69212,
866043,
866043,
480823
],
[
-20330,
-20330,
-15314,
-281582,
-281582,
-270792
],
[
77,
53,
101,
77,
53,
101
],
[
134,
95,
161,
134,
95,
161
],
[
37,
31,
45,
37,
31,
45
],
[
21487,
7401,
14086,
21487,
7401,
14086
],
[
13.571958,
0,
17.071958,
13.571958,
0,
17.071958
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383760,
159484,
-38220,
-168771,
-584481,
-22696
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21778,
"evaluation_days": 1814.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604548800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759621417186,
"expiration_time": 1765260057600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 247,
"offset": 0,
"scalar": 4
}
},
"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) |
|---|