| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 301234.154 | 260634.7015 | 40599.4525 | -161584.5871 | -13667.2412 | -147917.3459 |
| Total P&L (%) | 301.2342 | 260.6347 | 40.5995 | -161.5846 | -13.6672 | -147.9173 |
| Avg Daily Profit (%) | 0.1571 | 0.1359 | 0.0212 | 0 | -0.0077 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -222791 | -116106 | -235323 | -184246 | -47175 | -153844 |
| Profit Factor | 1.3535 | 1.6617 | 1.0886 | 0.5599 | 0.9017 | 0.3515 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 75 | 38 | 37 | 55 | 28 | 27 |
| Losing Trades | 57 | 28 | 29 | 77 | 38 | 39 |
| Profitability (%) | 56.8182 | 57.5758 | 56.0606 | 41.6667 | 42.4242 | 40.9091 |
| Ratio Avg Win / Avg Loss | 1.0287 | 1.2244 | 0.8532 | 0.7839 | 1.2238 | 0.5077 |
| Largest Winning Trade | 132549 | 132549 | 47798 | 21225 | 21225 | 15499 |
| Largest Losing Trade | -118938 | -59619 | -118938 | -89168 | -27553 | -89168 |
| Avg Bars in Trades | 85 | 120 | 50 | 85 | 120 | 50 |
| Avg Bars in Winners | 73 | 82 | 63 | 96 | 152 | 38 |
| Avg Bars in Losers | 101 | 170 | 35 | 77 | 96 | 59 |
| Bars Traded | 11281 | 7920 | 3361 | 11281 | 7920 | 3361 |
| Profit Streak | 5.393 | 0 | 234.5597 | 0 | 45.393 | 0 |
| Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345871 | -132736 | -413478 | -583668 | -705959 | -708771 |
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11505,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1595880000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758979558950,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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": [
[
301234.1539928032,
260634.7014816977,
40599.4525111055,
-161584.587100261,
-13667.2411887108,
-147917.3459115502
],
[
301.234154,
260.634701,
40.599453,
-161.584587,
-13.667241,
-147.917346
],
[
0.157097,
0.135924,
0.021173,
0,
-0.007664,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-222791,
-116106,
-235323,
-184246,
-47175,
-153844
],
[
1.353504,
1.661734,
1.088593,
0.559937,
0.901744,
0.351487
],
[
132,
66,
66,
132,
66,
66
],
[
75,
38,
37,
55,
28,
27
],
[
57,
28,
29,
77,
38,
39
],
[
56.818182,
57.575758,
56.060606,
41.666667,
42.424242,
40.909091
],
[
1.028663,
1.224435,
0.853221,
0.783912,
1.223796,
0.507703
],
[
132549,
132549,
47798,
21225,
21225,
15499
],
[
-118938,
-59619,
-118938,
-89168,
-27553,
-89168
],
[
85,
120,
50,
85,
120,
50
],
[
73,
82,
63,
96,
152,
38
],
[
101,
170,
35,
77,
96,
59
],
[
11281,
7920,
3361,
11281,
7920,
3361
],
[
5.393043,
0,
234.55971,
0,
45.393043,
0
],
[
1,
0,
5,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345871,
-132736,
-413478,
-583668,
-705959,
-708771
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11505,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1595880000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758979558950,
"expiration_time": 1763685360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 159,
"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) |
|---|