| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2546787.2913 | 2476274.3958 | 70512.8955 | 702997.0655 | 736441.1613 | -33444.0958 |
| Total P&L (%) | 2546.7873 | 2476.2744 | 70.5129 | 702.9971 | 736.4412 | -33.4441 |
| Avg Daily Profit (%) | 1.1012 | 1.0707 | 0.0305 | 0.0901 | 0.0919 | -0.0176 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167970 | -87377 | -133611 | -1785403 | -1208598 | -1098536 |
| Profit Factor | 4.0292 | 6.601 | 1.1769 | 1.1114 | 1.2104 | 0.9881 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 37.6471 | 30.2326 | 45.2381 | 37.6471 | 30.2326 | 45.2381 |
| Ratio Avg Win / Avg Loss | 6.6733 | 15.233 | 1.4247 | 1.8408 | 2.7932 | 1.1961 |
| Largest Winning Trade | 2174007 | 2174007 | 83496 | 1770055 | 1770055 | 577041 |
| Largest Losing Trade | -62037 | -41767 | -62037 | -979143 | -457807 | -979143 |
| Avg Bars in Trades | 157 | 140 | 175 | 157 | 140 | 175 |
| Avg Bars in Winners | 289 | 297 | 284 | 289 | 297 | 284 |
| Avg Bars in Losers | 77 | 72 | 84 | 77 | 72 | 84 |
| Bars Traded | 13391 | 6038 | 7353 | 13391 | 6038 | 7353 |
| 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 | 573613 | 514541 | -179914 | -173663 | -76868 | -580919 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13876,
"evaluation_days": 2312.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562155200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195107942,
"expiration_time": 1765184832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 91,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
2546787.2913310947,
2476274.3958317176,
70512.8954993773,
702997.0654760858,
736441.1613184494,
-33444.0958423639
],
[
2546.787291,
2476.274396,
70.512895,
702.997065,
736.441161,
-33.444096
],
[
1.101232,
1.070743,
0.03049,
0.090117,
0.091883,
-0.017603
],
[
10,
10,
10,
10,
10,
10
],
[
-167970,
-87377,
-133611,
-1785403,
-1208598,
-1098536
],
[
4.029186,
6.600975,
1.176886,
1.111421,
1.210382,
0.988093
],
[
85,
43,
42,
85,
43,
42
],
[
32,
13,
19,
32,
13,
19
],
[
53,
30,
23,
53,
30,
23
],
[
37.647059,
30.232558,
45.238095,
37.647059,
30.232558,
45.238095
],
[
6.673339,
15.233019,
1.424651,
1.840791,
2.793188,
1.196113
],
[
2174007,
2174007,
83496,
1770055,
1770055,
577041
],
[
-62037,
-41767,
-62037,
-979143,
-457807,
-979143
],
[
157,
140,
175,
157,
140,
175
],
[
289,
297,
284,
289,
297,
284
],
[
77,
72,
84,
77,
72,
84
],
[
13391,
6038,
7353,
13391,
6038,
7353
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
573613,
514541,
-179914,
-173663,
-76868,
-580919
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13876,
"evaluation_days": 2312.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562155200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759195107942,
"expiration_time": 1765184832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 91,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|