| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249420.7002 | -4121.7476 | 253542.4478 | 68889.108 | -55624.8779 | 124513.9858 |
| Total P&L (%) | 249.4207 | -4.1217 | 253.5424 | 68.8891 | -55.6249 | 124.514 |
| Avg Daily Profit (%) | 0.1628 | -0.0027 | 0.1655 | 0.0342 | -0.053 | 0.0528 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129681 | -114623 | -76689 | -835711 | -318981 | -666464 |
| Profit Factor | 1.3527 | 0.9895 | 1.8043 | 1.0282 | 0.9501 | 1.0935 |
| Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
| Winning Trades | 223 | 103 | 120 | 223 | 103 | 120 |
| Losing Trades | 74 | 46 | 28 | 74 | 46 | 28 |
| Profitability (%) | 75.0842 | 69.1275 | 81.0811 | 75.0842 | 69.1275 | 81.0811 |
| Ratio Avg Win / Avg Loss | 0.4489 | 0.4419 | 0.421 | 0.3412 | 0.4243 | 0.2552 |
| Largest Winning Trade | 35594 | 35594 | 19862 | 136843 | 121075 | 136843 |
| Largest Losing Trade | -59380 | -54913 | -59380 | -370610 | -159244 | -370610 |
| Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
| Avg Bars in Winners | 11 | 6 | 14 | 11 | 6 | 14 |
| Avg Bars in Losers | 46 | 41 | 54 | 46 | 41 | 54 |
| Bars Traded | 5885 | 2586 | 3300 | 5885 | 2586 | 3300 |
| Profit Streak | 23.5972 | 23.5972 | 48.0972 | 23.5972 | 23.5972 | 48.0972 |
| Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 461802 | -576632 | 504427 | -331705 | -576632 | -235686 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6129,
"evaluation_days": 1532.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631340000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759414794437,
"expiration_time": 1763377992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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": [
[
249420.7001693727,
-4121.7476218575,
253542.4477912302,
68889.1079533226,
-55624.877855921,
124513.9858092435
],
[
249.4207,
-4.121748,
253.542448,
68.889108,
-55.624878,
124.513986
],
[
0.162781,
-0.00269,
0.165471,
0.034209,
-0.053012,
0.052797
],
[
10,
10,
10,
10,
10,
10
],
[
-129681,
-114623,
-76689,
-835711,
-318981,
-666464
],
[
1.352698,
0.989484,
1.80433,
1.028156,
0.950126,
1.093524
],
[
297,
149,
148,
297,
149,
148
],
[
223,
103,
120,
223,
103,
120
],
[
74,
46,
28,
74,
46,
28
],
[
75.084175,
69.127517,
81.081081,
75.084175,
69.127517,
81.081081
],
[
0.448877,
0.441906,
0.42101,
0.341182,
0.424328,
0.255156
],
[
35594,
35594,
19862,
136843,
121075,
136843
],
[
-59380,
-54913,
-59380,
-370610,
-159244,
-370610
],
[
19,
17,
22,
19,
17,
22
],
[
11,
6,
14,
11,
6,
14
],
[
46,
41,
54,
46,
41,
54
],
[
5885,
2586,
3300,
5885,
2586,
3300
],
[
23.597158,
23.597158,
48.097158,
23.597158,
23.597158,
48.097158
],
[
10,
5,
9,
10,
5,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461802,
-576632,
504427,
-331705,
-576632,
-235686
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6129,
"evaluation_days": 1532.25,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631340000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759414794437,
"expiration_time": 1763377992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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) |
|---|