| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 227051.6927 | -15346.9722 | 242398.6649 | -33972.6839 | -142811.56 | 108838.8761 |
| Total P&L (%) | 227.0517 | -15.347 | 242.3987 | -33.9727 | -142.8116 | 108.8389 |
| Avg Daily Profit (%) | 0.1485 | -0.01 | 0.1586 | -0.0272 | 0 | 0.0482 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104755 | -118283 | -77833 | -329050 | -192883 | -256536 |
| Profit Factor | 1.2614 | 0.9711 | 1.7183 | 0.9776 | 0.828 | 1.1583 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
| Losing Trades | 61 | 38 | 23 | 61 | 38 | 23 |
| Profitability (%) | 69.1919 | 61.6162 | 76.7677 | 69.1919 | 61.6162 | 76.7677 |
| Ratio Avg Win / Avg Loss | 0.5616 | 0.605 | 0.52 | 0.4353 | 0.5158 | 0.3506 |
| Largest Winning Trade | 35403 | 35403 | 25305 | 59027 | 30576 | 59027 |
| Largest Losing Trade | -77833 | -59300 | -77833 | -189115 | -98157 | -189115 |
| Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
| Bars Traded | 2957 | 1555 | 1402 | 2957 | 1555 | 1402 |
| Profit Streak | 21.7313 | 21.7313 | 41.7313 | 21.7313 | 21.7313 | 41.7313 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313344 | -578734 | 464595 | -575508 | -578734 | -171415 |
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3057,
"evaluation_days": 1528.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630238400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080781656,
"expiration_time": 1763022672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
227051.6927231532,
-15346.9721632213,
242398.6648863744,
-33972.6839216181,
-142811.5600291964,
108838.8761075782
],
[
227.051693,
-15.346972,
242.398665,
-33.972684,
-142.81156,
108.838876
],
[
0.148545,
-0.010041,
0.158586,
-0.027154,
0,
0.048189
],
[
10,
10,
10,
10,
10,
10
],
[
-104755,
-118283,
-77833,
-329050,
-192883,
-256536
],
[
1.261367,
0.971113,
1.718345,
0.977614,
0.827974,
1.158339
],
[
198,
99,
99,
198,
99,
99
],
[
137,
61,
76,
137,
61,
76
],
[
61,
38,
23,
61,
38,
23
],
[
69.191919,
61.616162,
76.767677,
69.191919,
61.616162,
76.767677
],
[
0.56163,
0.604955,
0.520026,
0.435288,
0.515787,
0.35055
],
[
35403,
35403,
25305,
59027,
30576,
59027
],
[
-77833,
-59300,
-77833,
-189115,
-98157,
-189115
],
[
14,
15,
14,
14,
15,
14
],
[
8,
8,
8,
8,
8,
8
],
[
29,
27,
31,
29,
27,
31
],
[
2957,
1555,
1402,
2957,
1555,
1402
],
[
21.731269,
21.731269,
41.731269,
21.731269,
21.731269,
41.731269
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313344,
-578734,
464595,
-575508,
-578734,
-171415
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3057,
"evaluation_days": 1528.5,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630238400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080781656,
"expiration_time": 1763022672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|