| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 369771.4272 | 58598.2104 | 311173.2168 | 386887.3593 | -148912.7275 | 535800.0869 |
| Total P&L (%) | 369.7714 | 58.5982 | 311.1732 | 386.8874 | -148.9127 | 535.8001 |
| Avg Daily Profit (%) | 0.2426 | 0.0384 | 0.2041 | 0.1039 | 0 | 0.1214 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87056 | -83155 | -91919 | -259889 | -308412 | -278572 |
| Profit Factor | 1.5094 | 1.124 | 2.2293 | 1.1916 | 0.8858 | 1.7489 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
| Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
| Profitability (%) | 61.7021 | 55.3191 | 68.0851 | 61.7021 | 55.3191 | 68.0851 |
| Ratio Avg Win / Avg Loss | 0.9369 | 0.9078 | 1.045 | 0.7396 | 0.7155 | 0.8198 |
| Largest Winning Trade | 33576 | 33576 | 30391 | 77044 | 77044 | 67416 |
| Largest Losing Trade | -64680 | -64680 | -37476 | -169735 | -169735 | -124776 |
| Avg Bars in Trades | 15 | 19 | 11 | 15 | 19 | 11 |
| Avg Bars in Winners | 11 | 14 | 9 | 11 | 14 | 9 |
| Avg Bars in Losers | 22 | 27 | 15 | 22 | 27 | 15 |
| Bars Traded | 2969 | 1867 | 1101 | 2969 | 1867 | 1101 |
| Profit Streak | 26.1164 | 27.6164 | 26.1164 | 26.1164 | 27.6164 | 26.1164 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430700 | -226478 | 518517 | -61475 | -579102 | -26361 |
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628856000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759027660063,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "alma",
"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": [
[
369771.4272326222,
58598.2104349788,
311173.2167976433,
386887.3593416883,
-148912.727525322,
535800.0868670101
],
[
369.771427,
58.59821,
311.173217,
386.887359,
-148.912728,
535.800087
],
[
0.242553,
0.038438,
0.204115,
0.103882,
0,
0.121406
],
[
10,
10,
10,
10,
10,
10
],
[
-87056,
-83155,
-91919,
-259889,
-308412,
-278572
],
[
1.509435,
1.123959,
2.229335,
1.191576,
0.885809,
1.748918
],
[
188,
94,
94,
188,
94,
94
],
[
116,
52,
64,
116,
52,
64
],
[
72,
42,
30,
72,
42,
30
],
[
61.702128,
55.319149,
68.085106,
61.702128,
55.319149,
68.085106
],
[
0.936891,
0.907813,
1.045001,
0.739599,
0.715461,
0.819805
],
[
33576,
33576,
30391,
77044,
77044,
67416
],
[
-64680,
-64680,
-37476,
-169735,
-169735,
-124776
],
[
15,
19,
11,
15,
19,
11
],
[
11,
14,
9,
11,
14,
9
],
[
22,
27,
15,
22,
27,
15
],
[
2969,
1867,
1101,
2969,
1867,
1101
],
[
26.116436,
27.616436,
26.116436,
26.116436,
27.616436,
26.116436
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430700,
-226478,
518517,
-61475,
-579102,
-26361
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628856000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759027660063,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "alma",
"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) |
|---|