| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2450478.925 | 2606524.5673 | -156045.6423 | -100427.4648 | -67231.0335 | -33196.4313 |
| Total P&L (%) | 2450.4789 | 2606.5246 | -156.0456 | -100.4275 | -67.231 | -33.1964 |
| Avg Daily Profit (%) | 1.0555 | 1.1227 | -0.0672 | 0 | -0.048 | -0.0174 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -311689 | -142659 | -270509 | -164980 | -88883 | -77976 |
| Profit Factor | 4.205 | 9.5804 | 0.6614 | 0.4283 | 0.2869 | 0.5921 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 35 | 17 | 18 | 25 | 14 | 11 |
| Losing Trades | 26 | 13 | 13 | 36 | 16 | 20 |
| Profitability (%) | 57.377 | 56.6667 | 58.0645 | 40.9836 | 46.6667 | 35.4839 |
| Ratio Avg Win / Avg Loss | 3.1237 | 7.3262 | 0.4777 | 0.6168 | 0.3279 | 1.0766 |
| Largest Winning Trade | 2659641 | 2659641 | 60979 | 26050 | 16430 | 26050 |
| Largest Losing Trade | -105818 | -81234 | -105818 | -80943 | -80943 | -41377 |
| Avg Bars in Trades | 210 | 248 | 174 | 210 | 248 | 174 |
| Avg Bars in Winners | 158 | 156 | 161 | 230 | 300 | 141 |
| Avg Bars in Losers | 280 | 368 | 193 | 197 | 202 | 193 |
| Bars Traded | 12865 | 7444 | 5421 | 12865 | 7444 | 5421 |
| Profit Streak | 0 | 45.7964 | 0 | 22.963 | 0 | 40.463 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144443 | 840527 | -579772 | -750015 | -582121 | -584248 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13930,
"evaluation_days": 2321.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759979206662,
"expiration_time": 1765985760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 192,
"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": [
[
2450478.924956691,
2606524.567277294,
-156045.6423206029,
-100427.4648385565,
-67231.0334975821,
-33196.4313409745
],
[
2450.478925,
2606.524567,
-156.045642,
-100.427465,
-67.231033,
-33.196431
],
[
1.055481,
1.122694,
-0.067213,
0,
-0.048044,
-0.017375
],
[
10,
10,
10,
10,
10,
10
],
[
-311689,
-142659,
-270509,
-164980,
-88883,
-77976
],
[
4.204993,
9.580408,
0.661363,
0.428313,
0.286881,
0.592137
],
[
61,
30,
31,
61,
30,
31
],
[
35,
17,
18,
25,
14,
11
],
[
26,
13,
13,
36,
16,
20
],
[
57.377049,
56.666667,
58.064516,
40.983607,
46.666667,
35.483871
],
[
3.123709,
7.326195,
0.477651,
0.61677,
0.327864,
1.076613
],
[
2659641,
2659641,
60979,
26050,
16430,
26050
],
[
-105818,
-81234,
-105818,
-80943,
-80943,
-41377
],
[
210,
248,
174,
210,
248,
174
],
[
158,
156,
161,
230,
300,
141
],
[
280,
368,
193,
197,
202,
193
],
[
12865,
7444,
5421,
12865,
7444,
5421
],
[
0,
45.796373,
0,
22.96304,
0,
40.46304
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144443,
840527,
-579772,
-750015,
-582121,
-584248
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13930,
"evaluation_days": 2321.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759979206662,
"expiration_time": 1765985760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 192,
"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) |
|---|