| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1052896.0012 | 894160.0374 | 158735.9638 | 1309516.4793 | 288170.4253 | 1021346.054 |
| Total P&L (%) | 1052.896 | 894.16 | 158.736 | 1309.5165 | 288.1704 | 1021.3461 |
| Avg Daily Profit (%) | 0.4546 | 0.3861 | 0.0685 | 0.1143 | 0.0586 | 0.1044 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141355 | -116583 | -257574 | -1144534 | -1396130 | -574495 |
| Profit Factor | 1.611 | 2.0082 | 1.1898 | 1.1928 | 1.0728 | 1.3605 |
| Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
| Winning Trades | 145 | 58 | 87 | 145 | 58 | 87 |
| Losing Trades | 294 | 161 | 133 | 294 | 161 | 133 |
| Profitability (%) | 33.0296 | 26.484 | 39.5455 | 33.0296 | 26.484 | 39.5455 |
| Ratio Avg Win / Avg Loss | 3.2664 | 5.5745 | 1.8189 | 2.4185 | 2.9779 | 2.0799 |
| Largest Winning Trade | 515300 | 515300 | 56300 | 1161169 | 1161169 | 275790 |
| Largest Losing Trade | -24431 | -21808 | -24431 | -311763 | -311763 | -217959 |
| Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
| Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
| Bars Traded | 6916 | 3231 | 3685 | 6916 | 3231 | 3685 |
| Profit Streak | 11.3526 | 0 | 12.0193 | 11.3526 | 0 | 12.0193 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355348 | -8961 | -114642 | -50727 | -276471 | -54166 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6948,
"evaluation_days": 2316,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451268439,
"expiration_time": 1765423872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
1052896.0012025144,
894160.0374248977,
158735.9637776169,
1309516.479323321,
288170.4253310722,
1021346.0539922484
],
[
1052.896001,
894.160037,
158.735964,
1309.516479,
288.170425,
1021.346054
],
[
0.454618,
0.386079,
0.068539,
0.114307,
0.058578,
0.10442
],
[
10,
10,
10,
10,
10,
10
],
[
-141355,
-116583,
-257574,
-1144534,
-1396130,
-574495
],
[
1.610982,
2.008202,
1.189785,
1.192783,
1.072775,
1.360525
],
[
439,
219,
220,
439,
219,
220
],
[
145,
58,
87,
145,
58,
87
],
[
294,
161,
133,
294,
161,
133
],
[
33.029613,
26.484018,
39.545455,
33.029613,
26.484018,
39.545455
],
[
3.266406,
5.574491,
1.818867,
2.418471,
2.977875,
2.079882
],
[
515300,
515300,
56300,
1161169,
1161169,
275790
],
[
-24431,
-21808,
-24431,
-311763,
-311763,
-217959
],
[
15,
14,
16,
15,
14,
16
],
[
31,
33,
29,
31,
33,
29
],
[
8,
7,
8,
8,
7,
8
],
[
6916,
3231,
3685,
6916,
3231,
3685
],
[
11.352644,
0,
12.01931,
11.352644,
0,
12.019311
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355348,
-8961,
-114642,
-50727,
-276471,
-54166
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6948,
"evaluation_days": 2316,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451268439,
"expiration_time": 1765423872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|