| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2178136.1253 | -58203.8243 | -2119932.301 | -207121.6911 | 8443439.8867 | -8650561.5778 |
| Total P&L (%) | -2178.1361 | -58.2038 | -2119.9323 | -207.1217 | 8443.4399 | -8650.5616 |
| Avg Daily Profit (%) | -1.0458 | -0.0279 | -1.0179 | 0 | 0.2138 | 0 |
| Buy And Hold Return (%) | 33.1825 | 33.1825 | 33.1825 | 33.1825 | 33.1825 | 33.1825 |
| Max Trade Drawdown | -2232237 | -180666 | -2182540 | -13068290 | -1366475 | -13792992 |
| Profit Factor | 0.2272 | 0.8313 | 0.143 | 0.9876 | 4.3689 | 0.3933 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 46 | 20 | 26 | 26 | 16 | 10 |
| Losing Trades | 20 | 13 | 7 | 40 | 17 | 23 |
| Profitability (%) | 69.697 | 60.6061 | 78.7879 | 39.3939 | 48.4848 | 30.303 |
| Ratio Avg Win / Avg Loss | 0.0988 | 0.5403 | 0.0385 | 1.5195 | 4.6419 | 0.9045 |
| Largest Winning Trade | 41947 | 41520 | 41947 | 6049270 | 6049270 | 1368920 |
| Largest Losing Trade | -1861300 | -80781 | -1861300 | -9762349 | -1321505 | -9762349 |
| Avg Bars in Trades | 370 | 435 | 305 | 370 | 435 | 305 |
| Avg Bars in Winners | 132 | 144 | 122 | 573 | 654 | 443 |
| Avg Bars in Losers | 918 | 883 | 984 | 238 | 229 | 245 |
| Bars Traded | 24451 | 14374 | 10077 | 24451 | 14374 | 10077 |
| Profit Streak | 89.9753 | 89.9753 | 274.892 | 0 | 0 | 0 |
| Trades During Streak | 9 | 4 | 6 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -705106 | -578024 | -575655 | -710902 | 535450 | -588462 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1580104800000,
"first_datapoint_time": 1581573600000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760124267798,
"expiration_time": 1766597385600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 205,
"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": [
[
-2178136.1252978714,
-58203.8243354112,
-2119932.300962461,
-207121.6910853521,
8443439.886743732,
-8650561.577829085
],
[
-2178.136125,
-58.203824,
-2119.932301,
-207.121691,
8443.439887,
-8650.561578
],
[
-1.045798,
-0.027946,
-1.017853,
0,
0.21378,
0
],
[
33.182504,
33.182504,
33.182504,
33.182504,
33.182504,
33.182504
],
[
-2232237,
-180666,
-2182540,
-13068290,
-1366475,
-13792992
],
[
0.227204,
0.831254,
0.142975,
0.987645,
4.368868,
0.393266
],
[
66,
33,
33,
66,
33,
33
],
[
46,
20,
26,
26,
16,
10
],
[
20,
13,
7,
40,
17,
23
],
[
69.69697,
60.606061,
78.787879,
39.393939,
48.484848,
30.30303
],
[
0.098784,
0.540315,
0.038493,
1.519454,
4.641922,
0.904512
],
[
41947,
41520,
41947,
6049270,
6049270,
1368920
],
[
-1861300,
-80781,
-1861300,
-9762349,
-1321505,
-9762349
],
[
370,
435,
305,
370,
435,
305
],
[
132,
144,
122,
573,
654,
443
],
[
918,
883,
984,
238,
229,
245
],
[
24451,
14374,
10077,
24451,
14374,
10077
],
[
89.975322,
89.975322,
274.891988,
0,
0,
0
],
[
9,
4,
6,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-705106,
-578024,
-575655,
-710902,
535450,
-588462
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1580104800000,
"first_datapoint_time": 1581573600000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760124267798,
"expiration_time": 1766597385600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 110,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 205,
"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) |
|---|