| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 351011.2085 | 140056.1266 | 210955.0819 | 245713.9941 | -45344.7252 | 291058.7193 |
| Total P&L (%) | 351.0112 | 140.0561 | 210.9551 | 245.714 | -45.3447 | 291.0587 |
| Avg Daily Profit (%) | 0.2294 | 0.0915 | 0.1378 | 0.0811 | -0.0395 | 0.0892 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109295 | -132970 | -63928 | -352454 | -322751 | -169178 |
| Profit Factor | 1.516 | 1.3902 | 1.6565 | 1.1376 | 0.9509 | 1.3378 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
| Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
| Profitability (%) | 48.5549 | 44.8276 | 52.3256 | 48.5549 | 44.8276 | 52.3256 |
| Ratio Avg Win / Avg Loss | 1.6062 | 1.711 | 1.5093 | 1.2054 | 1.1703 | 1.2189 |
| Largest Winning Trade | 200189 | 200189 | 59193 | 200189 | 200189 | 96413 |
| Largest Losing Trade | -41848 | -20799 | -41848 | -166002 | -69286 | -166002 |
| Avg Bars in Trades | 26 | 20 | 31 | 26 | 20 | 31 |
| Avg Bars in Winners | 35 | 23 | 45 | 35 | 23 | 45 |
| Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
| Bars Traded | 4523 | 1812 | 2711 | 4523 | 1812 | 2711 |
| 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 | 396322 | -71088 | -5892 | -153179 | -581166 | -73647 |
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4591,
"evaluation_days": 1530.33,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1628323200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759235753345,
"expiration_time": 1763185824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 21,
"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": [
[
351011.2085288918,
140056.1266130431,
210955.0819158488,
245713.9941279109,
-45344.7252216599,
291058.7193495706
],
[
351.011209,
140.056127,
210.955082,
245.713994,
-45.344725,
291.058719
],
[
0.22937,
0.09152,
0.137849,
0.08109,
-0.039469,
0.08915
],
[
10,
10,
10,
10,
10,
10
],
[
-109295,
-132970,
-63928,
-352454,
-322751,
-169178
],
[
1.515986,
1.390186,
1.656515,
1.137647,
0.950903,
1.337838
],
[
173,
87,
86,
173,
87,
86
],
[
84,
39,
45,
84,
39,
45
],
[
89,
48,
41,
89,
48,
41
],
[
48.554913,
44.827586,
52.325581,
48.554913,
44.827586,
52.325581
],
[
1.606223,
1.710998,
1.509269,
1.205364,
1.170342,
1.218919
],
[
200189,
200189,
59193,
200189,
200189,
96413
],
[
-41848,
-20799,
-41848,
-166002,
-69286,
-166002
],
[
26,
20,
31,
26,
20,
31
],
[
35,
23,
45,
35,
23,
45
],
[
17,
18,
16,
17,
18,
16
],
[
4523,
1812,
2711,
4523,
1812,
2711
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396322,
-71088,
-5892,
-153179,
-581166,
-73647
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4591,
"evaluation_days": 1530.33,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1628323200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759235753345,
"expiration_time": 1763185824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 21,
"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) |
|---|