| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3120545.2688 | -232930.9002 | -2887614.3686 | -107276.018 | 10935762.0467 | -11043038.0647 |
| Total P&L (%) | -3120.5453 | -232.9309 | -2887.6144 | -107.276 | 10935.762 | -11043.0381 |
| Avg Daily Profit (%) | -1.3455 | -0.1004 | -1.2451 | 0 | 0.203 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -3245425 | -255337 | -2990087 | -15298603 | -466533 | -17226640 |
| Profit Factor | 0.1539 | 0.4912 | 0.1061 | 0.9942 | 13.3196 | 0.3742 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 42 | 17 | 25 | 32 | 19 | 13 |
| Losing Trades | 27 | 17 | 10 | 37 | 15 | 22 |
| Profitability (%) | 60.8696 | 50 | 71.4286 | 46.3768 | 55.8824 | 37.1429 |
| Ratio Avg Win / Avg Loss | 0.0989 | 0.4912 | 0.0424 | 1.1496 | 10.5154 | 0.6332 |
| Largest Winning Trade | 36555 | 36555 | 34234 | 6882472 | 6882472 | 2783020 |
| Largest Losing Trade | -2367885 | -79425 | -2367885 | -13576159 | -466533 | -13576159 |
| Avg Bars in Trades | 193 | 217 | 170 | 193 | 217 | 170 |
| Avg Bars in Winners | 84 | 84 | 85 | 249 | 291 | 187 |
| Avg Bars in Losers | 361 | 349 | 382 | 144 | 122 | 160 |
| Bars Traded | 13333 | 7378 | 5956 | 13333 | 7378 | 5956 |
| Profit Streak | 86.9309 | 86.9309 | 129.2642 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -683918 | -579834 | -576658 | -686797 | 624138 | -585787 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13915,
"evaluation_days": 2319.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562889600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760429527,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 246,
"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": [
[
-3120545.268776002,
-232930.9002258804,
-2887614.368550121,
-107276.0179743892,
10935762.046691904,
-11043038.064666297
],
[
-3120.545269,
-232.9309,
-2887.614369,
-107.276018,
10935.762047,
-11043.038065
],
[
-1.345544,
-0.100437,
-1.245107,
0,
0.203025,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-3245425,
-255337,
-2990087,
-15298603,
-466533,
-17226640
],
[
0.153919,
0.491219,
0.106116,
0.994212,
13.319564,
0.374187
],
[
69,
34,
35,
69,
34,
35
],
[
42,
17,
25,
32,
19,
13
],
[
27,
17,
10,
37,
15,
22
],
[
60.869565,
50,
71.428571,
46.376812,
55.882353,
37.142857
],
[
0.098948,
0.491219,
0.042446,
1.149557,
10.515445,
0.63324
],
[
36555,
36555,
34234,
6882472,
6882472,
2783020
],
[
-2367885,
-79425,
-2367885,
-13576159,
-466533,
-13576159
],
[
193,
217,
170,
193,
217,
170
],
[
84,
84,
85,
249,
291,
187
],
[
361,
349,
382,
144,
122,
160
],
[
13333,
7378,
5956,
13333,
7378,
5956
],
[
86.930897,
86.930897,
129.264231,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-683918,
-579834,
-576658,
-686797,
624138,
-585787
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13915,
"evaluation_days": 2319.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562889600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760429527,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 246,
"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) |
|---|