| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3850682.7762 | 3518088.5087 | 332594.2675 | 64895043.7372 | 49023896.0852 | 15871147.652 |
| Total P&L (%) | 3850.6828 | 3518.0885 | 332.5943 | 64895.0437 | 49023.8961 | 15871.1477 |
| Avg Daily Profit (%) | 1.6641 | 1.5203 | 0.1437 | 0.2803 | 0.2682 | 0.2195 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164435 | -136689 | -118670 | -86426135 | -63486937 | -85454979 |
| Profit Factor | 5.4267 | 8.1393 | 1.882 | 1.1875 | 1.2631 | 1.0993 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
| Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
| Profitability (%) | 50 | 41.3333 | 58.6667 | 50 | 41.3333 | 58.6667 |
| Ratio Avg Win / Avg Loss | 5.4267 | 11.5525 | 1.3259 | 1.1875 | 1.7927 | 0.7745 |
| Largest Winning Trade | 3003925 | 3003925 | 63878 | 66653264 | 66653264 | 36738270 |
| Largest Losing Trade | -44600 | -44600 | -36276 | -34753456 | -24858395 | -34753456 |
| Avg Bars in Trades | 91 | 106 | 76 | 91 | 106 | 76 |
| Avg Bars in Winners | 115 | 139 | 99 | 115 | 139 | 99 |
| Avg Bars in Losers | 67 | 82 | 44 | 67 | 82 | 44 |
| Bars Traded | 13725 | 7961 | 5764 | 13725 | 7961 | 5764 |
| 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 | 821160 | -38008 | -54260 | -4804 | -50738 | -160306 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13884,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561089600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310418110,
"expiration_time": 1765303488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 27,
"offset": 0,
"std": 1.87538
}
}
} {
"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": [
[
3850682.776228922,
3518088.5086852983,
332594.2675436243,
64895043.73723926,
49023896.08523857,
15871147.65200067
],
[
3850.682776,
3518.088509,
332.594268,
64895.043737,
49023.896085,
15871.147652
],
[
1.664081,
1.520349,
0.143731,
0.280293,
0.268161,
0.219487
],
[
10,
10,
10,
10,
10,
10
],
[
-164435,
-136689,
-118670,
-86426135,
-63486937,
-85454979
],
[
5.42669,
8.139281,
1.88198,
1.187466,
1.263069,
1.099309
],
[
150,
75,
75,
150,
75,
75
],
[
75,
31,
44,
75,
31,
44
],
[
75,
44,
31,
75,
44,
31
],
[
50,
41.333333,
58.666667,
50,
41.333333,
58.666667
],
[
5.42669,
11.552528,
1.325941,
1.187466,
1.792742,
0.774513
],
[
3003925,
3003925,
63878,
66653264,
66653264,
36738270
],
[
-44600,
-44600,
-36276,
-34753456,
-24858395,
-34753456
],
[
91,
106,
76,
91,
106,
76
],
[
115,
139,
99,
115,
139,
99
],
[
67,
82,
44,
67,
82,
44
],
[
13725,
7961,
5764,
13725,
7961,
5764
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
821160,
-38008,
-54260,
-4804,
-50738,
-160306
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13884,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561089600000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310418110,
"expiration_time": 1765303488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 27,
"offset": 0,
"std": 1.87538
}
}
}
| # | 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) |
|---|