| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557577.1033 | 401430.9526 | 156146.1507 | 737704.27 | 334473.1733 | 403231.0968 |
| Total P&L (%) | 557.5771 | 401.431 | 156.1462 | 737.7043 | 334.4732 | 403.2311 |
| Avg Daily Profit (%) | 0.2908 | 0.2094 | 0.0814 | 0.1109 | 0.0766 | 0.0843 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117152 | -77840 | -83908 | -2255536 | -1498737 | -1482331 |
| Profit Factor | 1.7271 | 2.1163 | 1.3834 | 1.1135 | 1.1108 | 1.1159 |
| Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
| Profitability (%) | 42.8571 | 39.1892 | 46.5753 | 42.8571 | 39.1892 | 46.5753 |
| Ratio Avg Win / Avg Loss | 2.3028 | 3.2839 | 1.5869 | 1.4847 | 1.7236 | 1.2801 |
| Largest Winning Trade | 197783 | 197783 | 59783 | 1401922 | 1401922 | 587140 |
| Largest Losing Trade | -39225 | -31396 | -39225 | -505877 | -381224 | -505877 |
| Avg Bars in Trades | 76 | 62 | 90 | 76 | 62 | 90 |
| Avg Bars in Winners | 98 | 77 | 116 | 98 | 77 | 116 |
| Avg Bars in Losers | 59 | 52 | 68 | 59 | 52 | 68 |
| Bars Traded | 11226 | 4603 | 6622 | 11226 | 4603 | 6622 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349141 | -56936 | -155815 | -142538 | -256863 | -246677 |
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11505,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1594857600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758906699219,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 87,
"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": [
[
557577.103281934,
401430.9525738141,
156146.1507081199,
737704.2700442924,
334473.1732795824,
403231.0967647099
],
[
557.577103,
401.430953,
156.146151,
737.70427,
334.473173,
403.231097
],
[
0.290783,
0.209351,
0.081432,
0.110909,
0.076638,
0.084306
],
[
10,
10,
10,
10,
10,
10
],
[
-117152,
-77840,
-83908,
-2255536,
-1498737,
-1482331
],
[
1.727077,
2.116261,
1.383412,
1.113535,
1.110761,
1.115944
],
[
147,
74,
73,
147,
74,
73
],
[
63,
29,
34,
63,
29,
34
],
[
84,
45,
39,
84,
45,
39
],
[
42.857143,
39.189189,
46.575342,
42.857143,
39.189189,
46.575342
],
[
2.302769,
3.283853,
1.586855,
1.484714,
1.723594,
1.280054
],
[
197783,
197783,
59783,
1401922,
1401922,
587140
],
[
-39225,
-31396,
-39225,
-505877,
-381224,
-505877
],
[
76,
62,
90,
76,
62,
90
],
[
98,
77,
116,
98,
77,
116
],
[
59,
52,
68,
59,
52,
68
],
[
11226,
4603,
6622,
11226,
4603,
6622
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349141,
-56936,
-155815,
-142538,
-256863,
-246677
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11505,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1594857600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758906699219,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 87,
"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) |
|---|