| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783127.4441 | 752425.5365 | 30701.9076 | 7762.7307 | -7728.56 | 15491.2906 |
| Total P&L (%) | 783.1274 | 752.4255 | 30.7019 | 7.7627 | -7.7286 | 15.4913 |
| Avg Daily Profit (%) | 0.3372 | 0.3239 | 0.0132 | 0.0032 | -0.0035 | 0.0062 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164519 | -107508 | -307288 | -395328 | -316384 | -154285 |
| Profit Factor | 1.3542 | 1.703 | 1.0269 | 1.0033 | 0.9937 | 1.0139 |
| Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
| Winning Trades | 190 | 87 | 103 | 190 | 87 | 103 |
| Losing Trades | 310 | 163 | 147 | 310 | 163 | 147 |
| Profitability (%) | 38 | 34.8 | 41.2 | 38 | 34.8 | 41.2 |
| Ratio Avg Win / Avg Loss | 2.2095 | 3.1907 | 1.4656 | 1.637 | 1.8617 | 1.4471 |
| Largest Winning Trade | 551494 | 551494 | 56967 | 132626 | 132626 | 86162 |
| Largest Losing Trade | -30339 | -21808 | -30339 | -72562 | -72562 | -44547 |
| Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
| Avg Bars in Winners | 44 | 46 | 43 | 44 | 46 | 43 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 13868 | 6857 | 7011 | 13868 | 6857 | 7011 |
| Profit Streak | 18.7879 | 18.7879 | 21.4545 | 18.7879 | 18.7879 | 21.4545 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360931 | 288147 | -370989 | -570753 | -582320 | -401462 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13936,
"evaluation_days": 2322.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559764800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760064871927,
"expiration_time": 1766074752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 29,
"offset": 0,
"std": 3.34068
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
783127.444061607,
752425.5365064488,
30701.9075551583,
7762.7306601418,
-7728.5599658845,
15491.2906260262
],
[
783.127444,
752.425537,
30.701908,
7.762731,
-7.72856,
15.491291
],
[
0.337167,
0.323949,
0.013218,
0.003219,
-0.003463,
0.006201
],
[
10,
10,
10,
10,
10,
10
],
[
-164519,
-107508,
-307288,
-395328,
-316384,
-154285
],
[
1.354213,
1.702995,
1.026918,
1.003332,
0.99366,
1.013945
],
[
500,
250,
250,
500,
250,
250
],
[
190,
87,
103,
190,
87,
103
],
[
310,
163,
147,
310,
163,
147
],
[
38,
34.8,
41.2,
38,
34.8,
41.2
],
[
2.209505,
3.190668,
1.465601,
1.637015,
1.861684,
1.447087
],
[
551494,
551494,
56967,
132626,
132626,
86162
],
[
-30339,
-21808,
-30339,
-72562,
-72562,
-44547
],
[
27,
27,
28,
27,
27,
28
],
[
44,
46,
43,
44,
46,
43
],
[
17,
17,
17,
17,
17,
17
],
[
13868,
6857,
7011,
13868,
6857,
7011
],
[
18.787869,
18.787869,
21.454536,
18.787869,
18.78787,
21.454536
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360931,
288147,
-370989,
-570753,
-582320,
-401462
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13936,
"evaluation_days": 2322.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559764800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760064871927,
"expiration_time": 1766074752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 29,
"offset": 0,
"std": 3.34068
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|