| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 617513.4252 | 629824.4512 | -12311.0259 | -50107.0065 | 125797.4706 | -175904.4771 |
| Total P&L (%) | 617.5134 | 629.8245 | -12.311 | -50.107 | 125.7975 | -175.9045 |
| Avg Daily Profit (%) | 0.266 | 0.2713 | -0.0053 | -0.03 | 0.0351 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154365 | -169046 | -221983 | -351122 | -212742 | -311950 |
| Profit Factor | 1.3377 | 1.6808 | 0.9864 | 0.9669 | 1.1641 | 0.7652 |
| Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
| Winning Trades | 181 | 87 | 94 | 181 | 87 | 94 |
| Losing Trades | 227 | 117 | 110 | 227 | 117 | 110 |
| Profitability (%) | 44.3627 | 42.6471 | 46.0784 | 44.3627 | 42.6471 | 46.0784 |
| Ratio Avg Win / Avg Loss | 1.6776 | 2.2604 | 1.1543 | 1.2127 | 1.5656 | 0.8955 |
| Largest Winning Trade | 355081 | 355081 | 64951 | 280287 | 280287 | 37241 |
| Largest Losing Trade | -48771 | -37875 | -48771 | -132956 | -73468 | -132956 |
| Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
| Avg Bars in Winners | 41 | 46 | 37 | 41 | 46 | 37 |
| Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
| Bars Traded | 13777 | 7661 | 6116 | 13777 | 7661 | 6116 |
| 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 | 358838 | 341446 | -579846 | -579170 | -187220 | -581512 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13927,
"evaluation_days": 2321.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560657600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759925886529,
"expiration_time": 1765941264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 72,
"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": [
[
617513.4252440091,
629824.451156877,
-12311.0259128675,
-50107.0064684653,
125797.4706014859,
-175904.4770699512
],
[
617.513425,
629.824451,
-12.311026,
-50.107006,
125.797471,
-175.904477
],
[
0.266035,
0.271339,
-0.005304,
-0.02995,
0.035095,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-154365,
-169046,
-221983,
-351122,
-212742,
-311950
],
[
1.337679,
1.680809,
0.986375,
0.966941,
1.164142,
0.765236
],
[
408,
204,
204,
408,
204,
204
],
[
181,
87,
94,
181,
87,
94
],
[
227,
117,
110,
227,
117,
110
],
[
44.362745,
42.647059,
46.078431,
44.362745,
42.647059,
46.078431
],
[
1.677642,
2.260399,
1.154269,
1.212683,
1.56557,
0.895489
],
[
355081,
355081,
64951,
280287,
280287,
37241
],
[
-48771,
-37875,
-48771,
-132956,
-73468,
-132956
],
[
33,
37,
29,
33,
37,
29
],
[
41,
46,
37,
41,
46,
37
],
[
27,
30,
23,
27,
30,
23
],
[
13777,
7661,
6116,
13777,
7661,
6116
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358838,
341446,
-579846,
-579170,
-187220,
-581512
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13927,
"evaluation_days": 2321.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560657600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759925886529,
"expiration_time": 1765941264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 72,
"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) |
|---|