| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380447.227 | 282954.5714 | 97492.6556 | 24572.2852 | 239437.4686 | -214865.1834 |
| Total P&L (%) | 380.4472 | 282.9546 | 97.4927 | 24.5723 | 239.4375 | -214.8652 |
| Avg Daily Profit (%) | 0.16 | 0.119 | 0.041 | 0.0092 | 0.0514 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119320 | -81651 | -123003 | -593040 | -237947 | -486430 |
| Profit Factor | 1.3363 | 1.6519 | 1.1398 | 1.009 | 1.2439 | 0.8771 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
| Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
| Profitability (%) | 54.6218 | 50.4202 | 58.8235 | 54.6218 | 50.4202 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.1102 | 1.6244 | 0.7979 | 0.8382 | 1.2231 | 0.614 |
| Largest Winning Trade | 111635 | 111635 | 51764 | 152110 | 116181 | 152110 |
| Largest Losing Trade | -66046 | -26223 | -66046 | -320445 | -95232 | -320445 |
| Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
| Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
| Avg Bars in Losers | 53 | 47 | 61 | 53 | 47 | 61 |
| Bars Traded | 13935 | 6244 | 7691 | 13935 | 6244 | 7691 |
| Profit Streak | 141.521 | 0 | 142.6876 | 141.521 | 0 | 142.6876 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360031 | -31188 | -205022 | -394202 | -124698 | -579300 |
{
"trading_pair": "EOS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14266,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1546027200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759192211322,
"expiration_time": 1754380512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 63,
"offset": 19
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 230,
"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": [
[
380447.227037686,
282954.5714061309,
97492.6556315549,
24572.2852332449,
239437.4686295486,
-214865.1833963031
],
[
380.447227,
282.954571,
97.492656,
24.572285,
239.437469,
-214.865183
],
[
0.160008,
0.119005,
0.041003,
0.009241,
0.051413,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119320,
-81651,
-123003,
-593040,
-237947,
-486430
],
[
1.336321,
1.651887,
1.139845,
1.009001,
1.243872,
0.877087
],
[
238,
119,
119,
238,
119,
119
],
[
130,
60,
70,
130,
60,
70
],
[
108,
59,
49,
108,
59,
49
],
[
54.621849,
50.420168,
58.823529,
54.621849,
50.420168,
58.823529
],
[
1.110174,
1.624355,
0.797891,
0.838247,
1.22314,
0.613961
],
[
111635,
111635,
51764,
152110,
116181,
152110
],
[
-66046,
-26223,
-66046,
-320445,
-95232,
-320445
],
[
58,
52,
64,
58,
52,
64
],
[
62,
57,
66,
62,
57,
66
],
[
53,
47,
61,
53,
47,
61
],
[
13935,
6244,
7691,
13935,
6244,
7691
],
[
141.520964,
0,
142.687631,
141.520964,
0,
142.687631
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360031,
-31188,
-205022,
-394202,
-124698,
-579300
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14266,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1546027200000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1759192211322,
"expiration_time": 1754380512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 63,
"offset": 19
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 230,
"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) |
|---|