| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1078040.6295 | 923647.5108 | 154393.1186 | 1419209.3477 | 521163.7492 | 898045.5985 |
| Total P&L (%) | 1078.0406 | 923.6475 | 154.3931 | 1419.2093 | 521.1637 | 898.0456 |
| Avg Daily Profit (%) | 0.4655 | 0.3988 | 0.0667 | 0.1176 | 0.0789 | 0.0994 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -194014 | -114533 | -276446 | -857733 | -964067 | -396074 |
| Profit Factor | 1.6552 | 2.1437 | 1.1843 | 1.2392 | 1.1727 | 1.3079 |
| Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
| Winning Trades | 130 | 57 | 73 | 130 | 57 | 73 |
| Losing Trades | 299 | 157 | 142 | 299 | 157 | 142 |
| Profitability (%) | 30.303 | 26.6355 | 33.9535 | 30.303 | 26.6355 | 33.9535 |
| Ratio Avg Win / Avg Loss | 3.807 | 5.9045 | 2.3037 | 2.8501 | 3.2301 | 2.5441 |
| Largest Winning Trade | 533228 | 533228 | 60996 | 1032125 | 1032125 | 290492 |
| Largest Losing Trade | -30430 | -30430 | -27640 | -253367 | -213769 | -253367 |
| Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
| Avg Bars in Winners | 71 | 68 | 73 | 71 | 68 | 73 |
| Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
| Bars Traded | 13826 | 6194 | 7632 | 13826 | 6194 | 7632 |
| Profit Streak | 13.984 | 0 | 14.984 | 13.984 | 0 | 14.984 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310353 | -7949 | -125687 | -39647 | -138377 | -63706 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13895,
"evaluation_days": 2315.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560182400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759477021257,
"expiration_time": 1765466640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 18,
"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": [
[
1078040.6294650035,
923647.5108154371,
154393.1186495665,
1419209.3476813468,
521163.7491630843,
898045.5985182618
],
[
1078.040629,
923.647511,
154.393119,
1419.209348,
521.163749,
898.045599
],
[
0.465509,
0.398841,
0.066669,
0.117555,
0.078898,
0.099393
],
[
10,
10,
10,
10,
10,
10
],
[
-194014,
-114533,
-276446,
-857733,
-964067,
-396074
],
[
1.6552,
2.143662,
1.184297,
1.239158,
1.172723,
1.307881
],
[
429,
214,
215,
429,
214,
215
],
[
130,
57,
73,
130,
57,
73
],
[
299,
157,
142,
299,
157,
142
],
[
30.30303,
26.635514,
33.953488,
30.30303,
26.635514,
33.953488
],
[
3.806959,
5.904473,
2.303702,
2.850064,
3.230133,
2.544097
],
[
533228,
533228,
60996,
1032125,
1032125,
290492
],
[
-30430,
-30430,
-27640,
-253367,
-213769,
-253367
],
[
32,
28,
35,
32,
28,
35
],
[
71,
68,
73,
71,
68,
73
],
[
15,
14,
16,
15,
14,
16
],
[
13826,
6194,
7632,
13826,
6194,
7632
],
[
13.984042,
0,
14.984042,
13.984042,
0,
14.984042
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310353,
-7949,
-125687,
-39647,
-138377,
-63706
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13895,
"evaluation_days": 2315.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560182400000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759477021257,
"expiration_time": 1765466640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 18,
"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) |
|---|