| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323176.6777 | 10953.8709 | 312222.8068 | -204125.4149 | 188239.3233 | -392364.7382 |
| Total P&L (%) | 323.1767 | 10.9539 | 312.2228 | -204.1254 | 188.2393 | -392.3647 |
| Avg Daily Profit (%) | 0.212 | 0.0072 | 0.2048 | 0 | 0.0695 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107505 | -48256 | -103241 | -1237293 | -91914 | -1248206 |
| Profit Factor | 2.0242 | 1.059 | 3.4017 | 0.8756 | 1.633 | 0.708 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 60 | 25 | 35 | 43 | 21 | 22 |
| Losing Trades | 17 | 14 | 3 | 34 | 18 | 16 |
| Profitability (%) | 77.9221 | 64.1026 | 92.1053 | 55.8442 | 53.8462 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.5735 | 0.5931 | 0.2916 | 0.6924 | 1.3997 | 0.5149 |
| Largest Winning Trade | 44988 | 34891 | 44988 | 119045 | 107441 | 119045 |
| Largest Losing Trade | -103241 | -42915 | -103241 | -1169904 | -91914 | -1169904 |
| Avg Bars in Trades | 34 | 18 | 50 | 34 | 18 | 50 |
| Avg Bars in Winners | 23 | 9 | 34 | 30 | 18 | 41 |
| Avg Bars in Losers | 70 | 35 | 237 | 39 | 19 | 62 |
| Bars Traded | 2643 | 735 | 1908 | 2643 | 735 | 1908 |
| Profit Streak | 89.8932 | 89.8932 | 256.8932 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 10 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -32627 | -473894 | 647255 | -626020 | -97408 | -579741 |
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631491200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758921974824,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 214,
"offset": 0,
"std": 1.23555
}
}
}
{
"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": [
[
323176.6776730029,
10953.8708544656,
312222.8068185374,
-204125.4148729997,
188239.3232984073,
-392364.7381714071
],
[
323.176678,
10.953871,
312.222807,
-204.125415,
188.239323,
-392.364738
],
[
0.211989,
0.007185,
0.204803,
0,
0.069465,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-107505,
-48256,
-103241,
-1237293,
-91914,
-1248206
],
[
2.024214,
1.059039,
3.401699,
0.875632,
1.63302,
0.708047
],
[
77,
39,
38,
77,
39,
38
],
[
60,
25,
35,
43,
21,
22
],
[
17,
14,
3,
34,
18,
16
],
[
77.922078,
64.102564,
92.105263,
55.844156,
53.846154,
57.894737
],
[
0.573527,
0.593062,
0.291574,
0.69236,
1.399732,
0.514943
],
[
44988,
34891,
44988,
119045,
107441,
119045
],
[
-103241,
-42915,
-103241,
-1169904,
-91914,
-1169904
],
[
34,
18,
50,
34,
18,
50
],
[
23,
9,
34,
30,
18,
41
],
[
70,
35,
237,
39,
19,
62
],
[
2643,
735,
1908,
2643,
735,
1908
],
[
89.893227,
89.893227,
256.893227,
0,
0,
0
],
[
2,
1,
10,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32627,
-473894,
647255,
-626020,
-97408,
-579741
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3049,
"evaluation_days": 1524.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631491200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758921974824,
"expiration_time": 1762666704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 214,
"offset": 0,
"std": 1.23555
}
}
}
| # | 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) |
|---|