| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568339.2557 | 337453.455 | 230885.8007 | 831777.314 | -789900.7127 | 1621678.0267 |
| Total P&L (%) | 568.3393 | 337.4535 | 230.8858 | 831.7773 | -789.9007 | 1621.678 |
| Avg Daily Profit (%) | 0.3119 | 0.1852 | 0.1267 | 0.1226 | 0 | 0.1563 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135257 | -111386 | -58326 | -1470739 | -1854938 | -669231 |
| Profit Factor | 1.7229 | 1.6977 | 1.7633 | 1.0877 | 0.8713 | 1.4844 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 86 | 34 | 52 | 86 | 34 | 52 |
| Losing Trades | 103 | 61 | 42 | 103 | 61 | 42 |
| Profitability (%) | 45.5026 | 35.7895 | 55.3191 | 45.5026 | 35.7895 | 55.3191 |
| Ratio Avg Win / Avg Loss | 2.0635 | 3.0458 | 1.4242 | 1.3027 | 1.5631 | 1.1989 |
| Largest Winning Trade | 250429 | 250429 | 70143 | 994326 | 994326 | 568610 |
| Largest Losing Trade | -25984 | -25984 | -22908 | -465732 | -465732 | -391398 |
| Avg Bars in Trades | 19 | 17 | 20 | 19 | 17 | 20 |
| Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
| Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
| Bars Traded | 3607 | 1661 | 1946 | 3607 | 1661 | 1946 |
| 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 | 424023 | 185843 | -20948 | -153489 | -583549 | 343406 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604059200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760178693443,
"expiration_time": 1764863424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 31,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"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": [
[
568339.2556856829,
337453.4550087313,
230885.8006769518,
831777.3140350631,
-789900.7126670049,
1621678.0267020683
],
[
568.339256,
337.453455,
230.885801,
831.777314,
-789.900713,
1621.678027
],
[
0.311932,
0.18521,
0.126721,
0.122574,
0,
0.156318
],
[
10,
10,
10,
10,
10,
10
],
[
-135257,
-111386,
-58326,
-1470739,
-1854938,
-669231
],
[
1.722935,
1.697684,
1.763313,
1.087706,
0.871263,
1.484377
],
[
189,
95,
94,
189,
95,
94
],
[
86,
34,
52,
86,
34,
52
],
[
103,
61,
42,
103,
61,
42
],
[
45.502646,
35.789474,
55.319149,
45.502646,
35.789474,
55.319149
],
[
2.063515,
3.045844,
1.424214,
1.302717,
1.563148,
1.19892
],
[
250429,
250429,
70143,
994326,
994326,
568610
],
[
-25984,
-25984,
-22908,
-465732,
-465732,
-391398
],
[
19,
17,
20,
19,
17,
20
],
[
26,
28,
25,
26,
28,
25
],
[
12,
11,
14,
12,
11,
14
],
[
3607,
1661,
1946,
3607,
1661,
1946
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424023,
185843,
-20948,
-153489,
-583549,
343406
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604059200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760178693443,
"expiration_time": 1764863424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 31,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 16,
"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) |
|---|