| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 281046.4548 | 6087.3983 | 274959.0565 | 274381.9522 | -454736.4416 | 729118.3938 |
| Total P&L (%) | 281.0465 | 6.0874 | 274.9591 | 274.382 | -454.7364 | 729.1184 |
| Avg Daily Profit (%) | 0.1825 | 0.004 | 0.1786 | 0.0858 | 0 | 0.1375 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98673 | -105009 | -31567 | -678413 | -947650 | -124617 |
| Profit Factor | 1.6067 | 1.0167 | 3.8022 | 1.1372 | 0.7199 | 2.934 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
| Losing Trades | 30 | 21 | 9 | 30 | 21 | 9 |
| Profitability (%) | 58.9041 | 41.6667 | 75.6757 | 58.9041 | 41.6667 | 75.6757 |
| Ratio Avg Win / Avg Loss | 1.1209 | 1.4233 | 1.2221 | 0.7934 | 1.0078 | 0.9431 |
| Largest Winning Trade | 63426 | 63426 | 36979 | 347634 | 347634 | 134533 |
| Largest Losing Trade | -39931 | -39931 | -24253 | -177469 | -177469 | -98150 |
| Avg Bars in Trades | 116 | 125 | 107 | 116 | 125 | 107 |
| Avg Bars in Winners | 119 | 128 | 115 | 119 | 128 | 115 |
| Avg Bars in Losers | 111 | 123 | 83 | 111 | 123 | 83 |
| Bars Traded | 8503 | 4517 | 3986 | 8503 | 4517 | 3986 |
| 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 | -65443 | -558745 | 596775 | -224603 | -582354 | -2950 |
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9239,
"evaluation_days": 1539.83,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1632859200000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760077057075,
"expiration_time": 1764060048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 157
}
}
} {
"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": [
[
281046.4547842637,
6087.3982648829,
274959.0565193808,
274381.9522334947,
-454736.4415853014,
729118.3938187963
],
[
281.046455,
6.087398,
274.959057,
274.381952,
-454.736442,
729.118394
],
[
0.182518,
0.003953,
0.178565,
0.085767,
0,
0.13746
],
[
10,
10,
10,
10,
10,
10
],
[
-98673,
-105009,
-31567,
-678413,
-947650,
-124617
],
[
1.606658,
1.016671,
3.802155,
1.137169,
0.719874,
2.933999
],
[
73,
36,
37,
73,
36,
37
],
[
43,
15,
28,
43,
15,
28
],
[
30,
21,
9,
30,
21,
9
],
[
58.90411,
41.666667,
75.675676,
58.90411,
41.666667,
75.675676
],
[
1.120924,
1.42334,
1.222121,
0.793373,
1.007823,
0.943071
],
[
63426,
63426,
36979,
347634,
347634,
134533
],
[
-39931,
-39931,
-24253,
-177469,
-177469,
-98150
],
[
116,
125,
107,
116,
125,
107
],
[
119,
128,
115,
119,
128,
115
],
[
111,
123,
83,
111,
123,
83
],
[
8503,
4517,
3986,
8503,
4517,
3986
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65443,
-558745,
596775,
-224603,
-582354,
-2950
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9239,
"evaluation_days": 1539.83,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1632859200000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760077057075,
"expiration_time": 1764060048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 248,
"offset": 157
}
}
}
| # | 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) |
|---|