| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 400872.4821 | 302982.4941 | 97889.988 | 163536.3097 | 31540.8973 | 131995.4124 |
| Total P&L (%) | 400.8725 | 302.9825 | 97.89 | 163.5363 | 31.5409 | 131.9954 |
| Avg Daily Profit (%) | 0.2085 | 0.1576 | 0.0509 | 0.0504 | 0.0143 | 0.0438 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130054 | -91576 | -128798 | -223852 | -158385 | -94771 |
| Profit Factor | 1.4358 | 1.603 | 1.2345 | 1.1444 | 1.0485 | 1.2737 |
| Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
| Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
| Profitability (%) | 44.8485 | 39.759 | 50 | 44.8485 | 39.759 | 50 |
| Ratio Avg Win / Avg Loss | 1.7657 | 2.4288 | 1.2345 | 1.4073 | 1.5886 | 1.2737 |
| Largest Winning Trade | 113038 | 113038 | 51991 | 120345 | 120345 | 70975 |
| Largest Losing Trade | -39389 | -32951 | -39389 | -69118 | -60769 | -69118 |
| Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
| Avg Bars in Winners | 63 | 67 | 60 | 63 | 67 | 60 |
| Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
| Bars Traded | 7487 | 3877 | 3610 | 7487 | 3877 | 3610 |
| Profit Streak | 44.6227 | 44.6227 | 118.1227 | 44.6227 | 44.6227 | 118.1227 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344408 | 235181 | -128355 | -187445 | -346600 | -137626 |
{
"trading_pair": "COMP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7692,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1596283200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759201001489,
"expiration_time": 1764174816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 44,
"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": [
[
400872.4820983011,
302982.4940961066,
97889.9880021943,
163536.3097321367,
31540.8973193513,
131995.4124127852
],
[
400.872482,
302.982494,
97.889988,
163.53631,
31.540897,
131.995412
],
[
0.208462,
0.157557,
0.050905,
0.050404,
0.014257,
0.043772
],
[
10,
10,
10,
10,
10,
10
],
[
-130054,
-91576,
-128798,
-223852,
-158385,
-94771
],
[
1.435808,
1.603025,
1.234523,
1.144395,
1.048497,
1.273742
],
[
165,
83,
82,
165,
83,
82
],
[
74,
33,
41,
74,
33,
41
],
[
91,
50,
41,
91,
50,
41
],
[
44.848485,
39.759036,
50,
44.848485,
39.759036,
50
],
[
1.765655,
2.428825,
1.234523,
1.407296,
1.588631,
1.273742
],
[
113038,
113038,
51991,
120345,
120345,
70975
],
[
-39389,
-32951,
-39389,
-69118,
-60769,
-69118
],
[
45,
46,
44,
45,
46,
44
],
[
63,
67,
60,
63,
67,
60
],
[
30,
33,
27,
30,
33,
27
],
[
7487,
3877,
3610,
7487,
3877,
3610
],
[
44.622702,
44.622702,
118.122702,
44.622702,
44.622702,
118.122702
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344408,
235181,
-128355,
-187445,
-346600,
-137626
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7692,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1596283200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759201001489,
"expiration_time": 1764174816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 44,
"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) |
|---|