| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2513727.7644 | 2369857.1947 | 143870.5697 | 1825349.5878 | 3720617.8224 | -1895268.2346 |
| Total P&L (%) | 2513.7278 | 2369.8572 | 143.8706 | 1825.3496 | 3720.6178 | -1895.2682 |
| Avg Daily Profit (%) | 1.0865 | 1.0243 | 0.0622 | 0.1279 | 0.1576 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204235 | -161390 | -129605 | -6340823 | -3149344 | -3850554 |
| Profit Factor | 4.7387 | 7.258 | 1.4899 | 1.1816 | 1.6925 | 0.5949 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 46.2687 | 41.1765 | 51.5152 | 46.2687 | 41.1765 | 51.5152 |
| Ratio Avg Win / Avg Loss | 5.503 | 10.3685 | 1.4023 | 1.3722 | 2.4178 | 0.5599 |
| Largest Winning Trade | 2162617 | 2162617 | 62466 | 6243371 | 6243371 | 523973 |
| Largest Losing Trade | -59514 | -59514 | -57513 | -2672747 | -2672747 | -2041152 |
| Avg Bars in Trades | 200 | 226 | 173 | 200 | 226 | 173 |
| Avg Bars in Winners | 266 | 324 | 218 | 266 | 324 | 218 |
| Avg Bars in Losers | 143 | 158 | 125 | 143 | 158 | 125 |
| Bars Traded | 13427 | 7713 | 5714 | 13427 | 7713 | 5714 |
| 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 | -101710 | 663852 | -108479 | -165328 | 267601 | -580606 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13882,
"evaluation_days": 2313.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562616000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759287122887,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 111,
"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": [
[
2513727.7644460034,
2369857.1947265593,
143870.5697194437,
1825349.5878026546,
3720617.8224200057,
-1895268.2346173497
],
[
2513.727764,
2369.857195,
143.87057,
1825.349588,
3720.617822,
-1895.268235
],
[
1.086468,
1.024285,
0.062183,
0.127917,
0.157579,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-204235,
-161390,
-129605,
-6340823,
-3149344,
-3850554
],
[
4.738715,
7.257977,
1.489927,
1.181601,
1.692492,
0.59491
],
[
67,
34,
33,
67,
34,
33
],
[
31,
14,
17,
31,
14,
17
],
[
36,
20,
16,
36,
20,
16
],
[
46.268657,
41.176471,
51.515152,
46.268657,
41.176471,
51.515152
],
[
5.503023,
10.368539,
1.402284,
1.372182,
2.417846,
0.559915
],
[
2162617,
2162617,
62466,
6243371,
6243371,
523973
],
[
-59514,
-59514,
-57513,
-2672747,
-2672747,
-2041152
],
[
200,
226,
173,
200,
226,
173
],
[
266,
324,
218,
266,
324,
218
],
[
143,
158,
125,
143,
158,
125
],
[
13427,
7713,
5714,
13427,
7713,
5714
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-101710,
663852,
-108479,
-165328,
267601,
-580606
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13882,
"evaluation_days": 2313.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562616000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759287122887,
"expiration_time": 1765273824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 111,
"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) |
|---|