| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1073425.5665 | 972340.8978 | 101084.6686 | 1405516.2623 | 871739.1565 | 533777.1057 |
| Total P&L (%) | 1073.4256 | 972.3409 | 101.0847 | 1405.5163 | 871.7392 | 533.7771 |
| Avg Daily Profit (%) | 0.4638 | 0.4201 | 0.0437 | 0.1172 | 0.0983 | 0.0798 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79167 | -91591 | -117862 | -2079383 | -1983242 | -1191168 |
| Profit Factor | 2.0313 | 2.875 | 1.1935 | 1.1225 | 1.148 | 1.0956 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
| Profitability (%) | 35.503 | 31.7647 | 39.2857 | 35.503 | 31.7647 | 39.2857 |
| Ratio Avg Win / Avg Loss | 3.6902 | 6.176 | 1.8446 | 2.0393 | 2.4662 | 1.6933 |
| Largest Winning Trade | 439507 | 439507 | 83350 | 1912451 | 1912451 | 713894 |
| Largest Losing Trade | -42516 | -42516 | -32795 | -961597 | -550916 | -961597 |
| Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
| Avg Bars in Winners | 141 | 137 | 144 | 141 | 137 | 144 |
| Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
| Bars Traded | 13415 | 6234 | 7181 | 13415 | 6234 | 7181 |
| 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 | 338426 | 287638 | -145580 | -125440 | -125313 | -204668 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13886,
"evaluation_days": 2314.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340066053,
"expiration_time": 1765333152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 54,
"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": [
[
1073425.5664759658,
972340.8978352649,
101084.668640701,
1405516.2622699337,
871739.156536866,
533777.1057330671
],
[
1073.425566,
972.340898,
101.084669,
1405.516262,
871.739157,
533.777106
],
[
0.463817,
0.420139,
0.043678,
0.11724,
0.098302,
0.079819
],
[
10,
10,
10,
10,
10,
10
],
[
-79167,
-91591,
-117862,
-2079383,
-1983242,
-1191168
],
[
2.031298,
2.875037,
1.193546,
1.122543,
1.148037,
1.095644
],
[
169,
85,
84,
169,
85,
84
],
[
60,
27,
33,
60,
27,
33
],
[
109,
58,
51,
109,
58,
51
],
[
35.502959,
31.764706,
39.285714,
35.502959,
31.764706,
39.285714
],
[
3.690191,
6.176006,
1.844571,
2.039287,
2.466154,
1.693268
],
[
439507,
439507,
83350,
1912451,
1912451,
713894
],
[
-42516,
-42516,
-32795,
-961597,
-550916,
-961597
],
[
79,
73,
85,
79,
73,
85
],
[
141,
137,
144,
141,
137,
144
],
[
45,
43,
47,
45,
43,
47
],
[
13415,
6234,
7181,
13415,
6234,
7181
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338426,
287638,
-145580,
-125440,
-125313,
-204668
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13886,
"evaluation_days": 2314.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340066053,
"expiration_time": 1765333152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 54,
"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) |
|---|