| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 575690.6575 | 574267.7041 | 1422.9534 | -42024.432 | 131550.1719 | -173574.6038 |
| Total P&L (%) | 575.6907 | 574.2677 | 1.423 | -42.0244 | 131.5502 | -173.5746 |
| Avg Daily Profit (%) | 0.2478 | 0.2472 | 0.0006 | -0.0235 | 0.0362 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191177 | -131506 | -281853 | -449301 | -298486 | -401942 |
| Profit Factor | 1.3216 | 1.7062 | 1.0015 | 0.9841 | 1.1053 | 0.8751 |
| Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
| Winning Trades | 188 | 77 | 111 | 188 | 77 | 111 |
| Losing Trades | 240 | 137 | 103 | 240 | 137 | 103 |
| Profitability (%) | 43.9252 | 35.9813 | 51.8692 | 43.9252 | 35.9813 | 51.8692 |
| Ratio Avg Win / Avg Loss | 1.6871 | 3.0356 | 0.9293 | 1.2563 | 1.9666 | 0.812 |
| Largest Winning Trade | 303775 | 303775 | 62438 | 352676 | 352676 | 91328 |
| Largest Losing Trade | -42997 | -29389 | -42997 | -129489 | -83262 | -129489 |
| Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
| Avg Bars in Winners | 46 | 37 | 53 | 46 | 37 | 53 |
| Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
| Bars Traded | 13861 | 5243 | 8619 | 13861 | 5243 | 8619 |
| 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 | 347322 | 254341 | -577552 | -579236 | -252780 | -579971 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13938,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560312000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760093439797,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
575690.6575382274,
574267.7041374532,
1422.9534007731,
-42024.4319562439,
131550.1718715523,
-173574.603827796
],
[
575.690658,
574.267704,
1.422953,
-42.024432,
131.550172,
-173.574604
],
[
0.247822,
0.24721,
0.000613,
-0.023465,
0.036151,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191177,
-131506,
-281853,
-449301,
-298486,
-401942
],
[
1.321565,
1.706155,
1.001456,
0.984073,
1.105318,
0.875078
],
[
428,
214,
214,
428,
214,
214
],
[
188,
77,
111,
188,
77,
111
],
[
240,
137,
103,
240,
137,
103
],
[
43.925234,
35.981308,
51.869159,
43.925234,
35.981308,
51.869159
],
[
1.687105,
3.035626,
0.929279,
1.256263,
1.966604,
0.812009
],
[
303775,
303775,
62438,
352676,
352676,
91328
],
[
-42997,
-29389,
-42997,
-129489,
-83262,
-129489
],
[
32,
24,
40,
32,
24,
40
],
[
46,
37,
53,
46,
37,
53
],
[
21,
17,
26,
21,
17,
26
],
[
13861,
5243,
8619,
13861,
5243,
8619
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347322,
254341,
-577552,
-579236,
-252780,
-579971
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13938,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560312000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760093439797,
"expiration_time": 1766104416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|