| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 213324.346 | -27042.5549 | 240366.901 | 30188.8445 | -79450.9428 | 109639.7873 |
| Total P&L (%) | 213.3243 | -27.0426 | 240.3669 | 30.1888 | -79.4509 | 109.6398 |
| Avg Daily Profit (%) | 0.1398 | -0.0177 | 0.1575 | 0.0173 | -0.1036 | 0.0485 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115075 | -103333 | -65955 | -574387 | -258787 | -469232 |
| Profit Factor | 1.4657 | 0.9001 | 2.2827 | 1.0179 | 0.8987 | 1.1214 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
| Profitability (%) | 65.5738 | 53.3333 | 77.4194 | 65.5738 | 53.3333 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.7695 | 0.7876 | 0.6658 | 0.5344 | 0.7864 | 0.3271 |
| Largest Winning Trade | 45083 | 28049 | 45083 | 157412 | 90529 | 157412 |
| Largest Losing Trade | -58987 | -58987 | -57075 | -281167 | -152523 | -281167 |
| Avg Bars in Trades | 70 | 81 | 59 | 70 | 81 | 59 |
| Avg Bars in Winners | 51 | 60 | 45 | 51 | 60 | 45 |
| Avg Bars in Losers | 105 | 105 | 104 | 105 | 105 | 104 |
| Bars Traded | 4284 | 2452 | 1832 | 4284 | 2452 | 1832 |
| Profit Streak | 77.5263 | 77.5263 | 128.1929 | 77.5263 | 77.5263 | 128.1929 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169596 | -579835 | 478782 | -537971 | -579835 | -212291 |
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4578,
"evaluation_days": 1526,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1633881600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758861469996,
"expiration_time": 1762800192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 239,
"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": [
[
213324.3460267795,
-27042.55494602,
240366.9009727995,
30188.8445063187,
-79450.9428378712,
109639.7873441898
],
[
213.324346,
-27.042555,
240.366901,
30.188845,
-79.450943,
109.639787
],
[
0.139793,
-0.017721,
0.157514,
0.01729,
-0.103639,
0.048519
],
[
10,
10,
10,
10,
10,
10
],
[
-115075,
-103333,
-65955,
-574387,
-258787,
-469232
],
[
1.465687,
0.900098,
2.282686,
1.017891,
0.898696,
1.121403
],
[
61,
30,
31,
61,
30,
31
],
[
40,
16,
24,
40,
16,
24
],
[
21,
14,
7,
21,
14,
7
],
[
65.57377,
53.333333,
77.419355,
65.57377,
53.333333,
77.419355
],
[
0.769486,
0.787586,
0.665783,
0.534393,
0.786359,
0.327076
],
[
45083,
28049,
45083,
157412,
90529,
157412
],
[
-58987,
-58987,
-57075,
-281167,
-152523,
-281167
],
[
70,
81,
59,
70,
81,
59
],
[
51,
60,
45,
51,
60,
45
],
[
105,
105,
104,
105,
105,
104
],
[
4284,
2452,
1832,
4284,
2452,
1832
],
[
77.526273,
77.526273,
128.19294,
77.526273,
77.526273,
128.19294
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169596,
-579835,
478782,
-537971,
-579835,
-212291
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4578,
"evaluation_days": 1526,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1633881600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758861469996,
"expiration_time": 1762800192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 239,
"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) |
|---|