| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 949873.6926 | 788342.9363 | 161530.7563 | 4377148.2175 | 6439321.4552 | -2062173.2377 |
| Total P&L (%) | 949.8737 | 788.3429 | 161.5308 | 4377.1482 | 6439.3215 | -2062.1732 |
| Avg Daily Profit (%) | 0.4106 | 0.3408 | 0.0698 | 0.1645 | 0.1809 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162545 | -113692 | -106009 | -24078217 | -18504256 | -7230838 |
| Profit Factor | 2.1339 | 2.8772 | 1.3867 | 1.0654 | 1.1584 | 0.9215 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Profitability (%) | 48.3871 | 50 | 46.7742 | 48.3871 | 50 | 46.7742 |
| Ratio Avg Win / Avg Loss | 2.2761 | 2.8772 | 1.5779 | 1.1364 | 1.1584 | 1.0486 |
| Largest Winning Trade | 205638 | 205638 | 85723 | 6191567 | 6191567 | 4526788 |
| Largest Losing Trade | -56651 | -41319 | -56651 | -5552461 | -5552461 | -3750107 |
| Avg Bars in Trades | 109 | 68 | 151 | 109 | 68 | 151 |
| Avg Bars in Winners | 141 | 71 | 216 | 141 | 71 | 216 |
| Avg Bars in Losers | 79 | 64 | 94 | 79 | 64 | 94 |
| Bars Traded | 13627 | 4223 | 9404 | 13627 | 4223 | 9404 |
| Profit Streak | 0 | 0 | 71.521 | 0 | 0 | 71.521 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 489530 | -139446 | -252857 | -141152 | -192608 | -733988 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13880,
"evaluation_days": 2313.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562270400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759264216162,
"expiration_time": 1765244160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 203,
"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": [
[
949873.692597731,
788342.936299264,
161530.7562984668,
4377148.217505467,
6439321.455249703,
-2062173.237744244
],
[
949.873693,
788.342936,
161.530756,
4377.148218,
6439.321455,
-2062.173238
],
[
0.410609,
0.340783,
0.069826,
0.164468,
0.180873,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162545,
-113692,
-106009,
-24078217,
-18504256,
-7230838
],
[
2.13388,
2.877203,
1.386656,
1.065399,
1.158386,
0.921512
],
[
124,
62,
62,
124,
62,
62
],
[
60,
31,
29,
60,
31,
29
],
[
64,
31,
33,
64,
31,
33
],
[
48.387097,
50,
46.774194,
48.387097,
50,
46.774194
],
[
2.276138,
2.877203,
1.577918,
1.136426,
1.158386,
1.048617
],
[
205638,
205638,
85723,
6191567,
6191567,
4526788
],
[
-56651,
-41319,
-56651,
-5552461,
-5552461,
-3750107
],
[
109,
68,
151,
109,
68,
151
],
[
141,
71,
216,
141,
71,
216
],
[
79,
64,
94,
79,
64,
94
],
[
13627,
4223,
9404,
13627,
4223,
9404
],
[
0,
0,
71.52102,
0,
0,
71.52102
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
489530,
-139446,
-252857,
-141152,
-192608,
-733988
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13880,
"evaluation_days": 2313.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562270400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759264216162,
"expiration_time": 1765244160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 203,
"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) |
|---|