| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 818148.2913 | 769756.6441 | 48391.6472 | 239102.6048 | 229582.5353 | 9520.0695 |
| Total P&L (%) | 818.1483 | 769.7566 | 48.3916 | 239.1026 | 229.5825 | 9.5201 |
| Avg Daily Profit (%) | 0.3537 | 0.3328 | 0.0209 | 0.0528 | 0.0516 | 0.0039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -225141 | -135174 | -317466 | -536542 | -327225 | -282930 |
| Profit Factor | 1.4875 | 1.9379 | 1.0564 | 1.0829 | 1.1571 | 1.0067 |
| Total Trades | 515 | 258 | 257 | 515 | 258 | 257 |
| Winning Trades | 176 | 83 | 93 | 176 | 83 | 93 |
| Losing Trades | 339 | 175 | 164 | 339 | 175 | 164 |
| Profitability (%) | 34.1748 | 32.1705 | 36.1868 | 34.1748 | 32.1705 | 36.1868 |
| Ratio Avg Win / Avg Loss | 2.8652 | 4.0859 | 1.863 | 2.0859 | 2.4397 | 1.7752 |
| Largest Winning Trade | 382054 | 382054 | 66711 | 305306 | 305306 | 156301 |
| Largest Losing Trade | -35791 | -19940 | -35791 | -101503 | -101503 | -63857 |
| Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Winners | 55 | 53 | 56 | 55 | 53 | 56 |
| Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
| Bars Traded | 13665 | 6245 | 7420 | 13665 | 6245 | 7420 |
| 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 | 306248 | 251683 | -328029 | -253786 | -176489 | -569700 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13879,
"evaluation_days": 2313.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561449600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759242684463,
"expiration_time": 1765229328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.97093,
"nc": 0.23816
}
}
} {
"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": [
[
818148.2913496533,
769756.6441362893,
48391.647213364,
239102.6048220122,
229582.5353160978,
9520.069505914
],
[
818.148291,
769.756644,
48.391647,
239.102605,
229.582535,
9.52007
],
[
0.353691,
0.332771,
0.02092,
0.052804,
0.051573,
0.003931
],
[
10,
10,
10,
10,
10,
10
],
[
-225141,
-135174,
-317466,
-536542,
-327225,
-282930
],
[
1.487518,
1.937873,
1.056437,
1.082924,
1.157119,
1.006694
],
[
515,
258,
257,
515,
258,
257
],
[
176,
83,
93,
176,
83,
93
],
[
339,
175,
164,
339,
175,
164
],
[
34.174757,
32.170543,
36.18677,
34.174757,
32.170543,
36.18677
],
[
2.865162,
4.085877,
1.862964,
2.08586,
2.439709,
1.775245
],
[
382054,
382054,
66711,
305306,
305306,
156301
],
[
-35791,
-19940,
-35791,
-101503,
-101503,
-63857
],
[
26,
24,
28,
26,
24,
28
],
[
55,
53,
56,
55,
53,
56
],
[
11,
10,
12,
11,
10,
12
],
[
13665,
6245,
7420,
13665,
6245,
7420
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306248,
251683,
-328029,
-253786,
-176489,
-569700
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13879,
"evaluation_days": 2313.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561449600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759242684463,
"expiration_time": 1765229328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.97093,
"nc": 0.23816
}
}
}
| # | 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) |
|---|