| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364212.0748 | 270955.4482 | 93256.6266 | 169061.9581 | 33998.12 | 135063.8381 |
| Total P&L (%) | 364.2121 | 270.9554 | 93.2566 | 169.062 | 33.9981 | 135.0638 |
| Avg Daily Profit (%) | 0.1887 | 0.1404 | 0.0483 | 0.0513 | 0.0152 | 0.0443 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89718 | -109348 | -93338 | -407444 | -336928 | -99144 |
| Profit Factor | 1.6606 | 1.8049 | 1.4344 | 1.1337 | 1.0395 | 1.335 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 48.1928 | 46.3415 | 50 | 48.1928 | 46.3415 | 50 |
| Ratio Avg Win / Avg Loss | 1.7852 | 2.0899 | 1.4344 | 1.2188 | 1.2036 | 1.335 |
| Largest Winning Trade | 131779 | 131779 | 47744 | 295106 | 295106 | 128750 |
| Largest Losing Trade | -60164 | -38403 | -60164 | -225076 | -225076 | -58198 |
| Avg Bars in Trades | 123 | 167 | 81 | 123 | 167 | 81 |
| Avg Bars in Winners | 143 | 189 | 101 | 143 | 189 | 101 |
| Avg Bars in Losers | 105 | 148 | 61 | 105 | 148 | 61 |
| Bars Traded | 10287 | 6867 | 3420 | 10287 | 6867 | 3420 |
| Profit Streak | 0 | 135.7202 | 0 | 0 | 135.7202 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312817 | -3028 | -127438 | -199820 | -353253 | -133412 |
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11581,
"evaluation_days": 1930.17,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1596139200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759814228212,
"expiration_time": 1764812592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 130,
"offset": 0,
"a": 0.78824
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 210,
"offset": 5
}
}
} {
"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": [
[
364212.0748054709,
270955.448173941,
93256.62663153,
169061.9580922842,
33998.1199639709,
135063.8381283133
],
[
364.212075,
270.955448,
93.256627,
169.061958,
33.99812,
135.063838
],
[
0.188694,
0.140379,
0.048315,
0.051292,
0.015163,
0.04429
],
[
10,
10,
10,
10,
10,
10
],
[
-89718,
-109348,
-93338,
-407444,
-336928,
-99144
],
[
1.660629,
1.804947,
1.43436,
1.133731,
1.039487,
1.334981
],
[
83,
41,
42,
83,
41,
42
],
[
40,
19,
21,
40,
19,
21
],
[
43,
22,
21,
43,
22,
21
],
[
48.192771,
46.341463,
50,
48.192771,
46.341463,
50
],
[
1.785176,
2.089939,
1.43436,
1.218761,
1.203617,
1.334981
],
[
131779,
131779,
47744,
295106,
295106,
128750
],
[
-60164,
-38403,
-60164,
-225076,
-225076,
-58198
],
[
123,
167,
81,
123,
167,
81
],
[
143,
189,
101,
143,
189,
101
],
[
105,
148,
61,
105,
148,
61
],
[
10287,
6867,
3420,
10287,
6867,
3420
],
[
0,
135.720234,
0,
0,
135.720234,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312817,
-3028,
-127438,
-199820,
-353253,
-133412
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11581,
"evaluation_days": 1930.17,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1596139200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759814228212,
"expiration_time": 1764812592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 130,
"offset": 0,
"a": 0.78824
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 210,
"offset": 5
}
}
}
| # | 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) |
|---|