| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 477912.8797 | 235389.9219 | 242522.9578 | 678454.4268 | -452045.5064 | 1130499.9332 |
| Total P&L (%) | 477.9129 | 235.3899 | 242.523 | 678.4544 | -452.0455 | 1130.4999 |
| Avg Daily Profit (%) | 0.3136 | 0.1544 | 0.1591 | 0.1347 | 0 | 0.1648 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106022 | -95737 | -49512 | -1493348 | -1221448 | -653146 |
| Profit Factor | 1.8431 | 1.7356 | 1.9824 | 1.1486 | 0.8239 | 1.5652 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 50.4673 | 49.0566 | 51.8519 | 50.4673 | 49.0566 | 51.8519 |
| Ratio Avg Win / Avg Loss | 1.8089 | 1.8023 | 1.8408 | 1.1273 | 0.8556 | 1.4534 |
| Largest Winning Trade | 249178 | 249178 | 56063 | 551485 | 302743 | 551485 |
| Largest Losing Trade | -39896 | -32753 | -39896 | -443329 | -371407 | -443329 |
| Avg Bars in Trades | 83 | 63 | 103 | 83 | 63 | 103 |
| Avg Bars in Winners | 105 | 69 | 138 | 105 | 69 | 138 |
| Avg Bars in Losers | 62 | 57 | 66 | 62 | 57 | 66 |
| Bars Traded | 8975 | 3381 | 5594 | 8975 | 3381 | 5594 |
| Profit Streak | 12.9045 | 31.9045 | 12.9045 | 12.9045 | 31.9045 | 12.9045 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 486549 | -169360 | -168167 | -68423 | -760659 | -169763 |
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9145,
"evaluation_days": 1524.17,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628726400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879747579,
"expiration_time": 1762665840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 107,
"offset": 0,
"a": 0.64985
}
}
}
{
"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": [
[
477912.8797385173,
235389.9219394641,
242522.9577990531,
678454.4267599387,
-452045.506397481,
1130499.9331574193
],
[
477.91288,
235.389922,
242.522958,
678.454427,
-452.045506,
1130.499933
],
[
0.313556,
0.154438,
0.159118,
0.134731,
0,
0.164816
],
[
10,
10,
10,
10,
10,
10
],
[
-106022,
-95737,
-49512,
-1493348,
-1221448,
-653146
],
[
1.843075,
1.735595,
1.982395,
1.148569,
0.823862,
1.565203
],
[
107,
53,
54,
107,
53,
54
],
[
54,
26,
28,
54,
26,
28
],
[
53,
27,
26,
53,
27,
26
],
[
50.46729,
49.056604,
51.851852,
50.46729,
49.056604,
51.851852
],
[
1.808944,
1.802348,
1.840796,
1.127299,
0.85555,
1.453403
],
[
249178,
249178,
56063,
551485,
302743,
551485
],
[
-39896,
-32753,
-39896,
-443329,
-371407,
-443329
],
[
83,
63,
103,
83,
63,
103
],
[
105,
69,
138,
105,
69,
138
],
[
62,
57,
66,
62,
57,
66
],
[
8975,
3381,
5594,
8975,
3381,
5594
],
[
12.904486,
31.904486,
12.904486,
12.904486,
31.904486,
12.904486
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
486549,
-169360,
-168167,
-68423,
-760659,
-169763
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9145,
"evaluation_days": 1524.17,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1628726400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879747579,
"expiration_time": 1762665840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 107,
"offset": 0,
"a": 0.64985
}
}
}
| # | 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) |
|---|