| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -13584.4495 | 358477.1735 | -372061.623 | -96226.0368 | 730272.725 | -826498.7618 |
| Total P&L (%) | -13.5845 | 358.4772 | -372.0616 | -96.226 | 730.2727 | -826.4988 |
| Avg Daily Profit (%) | -0.0058 | 0.1543 | -0.1601 | -0.141 | 0.0911 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -360673 | -129384 | -515327 | -1439593 | -206417 | -1558511 |
| Profit Factor | 0.9918 | 1.6033 | 0.6484 | 0.9683 | 1.8765 | 0.6239 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 95 | 50 | 45 | 95 | 48 | 47 |
| Losing Trades | 84 | 40 | 44 | 84 | 42 | 42 |
| Profitability (%) | 53.0726 | 55.5556 | 50.5618 | 53.0726 | 53.3333 | 52.809 |
| Ratio Avg Win / Avg Loss | 0.8769 | 1.2826 | 0.634 | 0.8561 | 1.642 | 0.5575 |
| Largest Winning Trade | 89778 | 89778 | 78475 | 335729 | 205234 | 335729 |
| Largest Losing Trade | -252848 | -40638 | -252848 | -795501 | -180263 | -795501 |
| Avg Bars in Trades | 73 | 54 | 92 | 73 | 54 | 92 |
| Avg Bars in Winners | 71 | 44 | 101 | 70 | 43 | 98 |
| Avg Bars in Losers | 75 | 67 | 83 | 76 | 67 | 85 |
| Bars Traded | 13153 | 4923 | 8230 | 13153 | 4923 | 8230 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579442 | 344174 | -581021 | -579442 | -67185 | -580730 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13940,
"evaluation_days": 2323.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561852800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760117558059,
"expiration_time": 1766134080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 190,
"offset": 0,
"std": 1.10654
}
}
} {
"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": [
[
-13584.4495432106,
358477.173480718,
-372061.6230239286,
-96226.0368043378,
730272.7250074623,
-826498.7618118004
],
[
-13.58445,
358.477173,
-372.061623,
-96.226037,
730.272725,
-826.498762
],
[
-0.005847,
0.154295,
-0.160142,
-0.14095,
0.091143,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-360673,
-129384,
-515327,
-1439593,
-206417,
-1558511
],
[
0.991779,
1.603254,
0.648389,
0.968251,
1.876532,
0.623918
],
[
179,
90,
89,
179,
90,
89
],
[
95,
50,
45,
95,
48,
47
],
[
84,
40,
44,
84,
42,
42
],
[
53.072626,
55.555556,
50.561798,
53.072626,
53.333333,
52.808989
],
[
0.876941,
1.282603,
0.633981,
0.856137,
1.641966,
0.557544
],
[
89778,
89778,
78475,
335729,
205234,
335729
],
[
-252848,
-40638,
-252848,
-795501,
-180263,
-795501
],
[
73,
54,
92,
73,
54,
92
],
[
71,
44,
101,
70,
43,
98
],
[
75,
67,
83,
76,
67,
85
],
[
13153,
4923,
8230,
13153,
4923,
8230
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579442,
344174,
-581021,
-579442,
-67185,
-580730
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13940,
"evaluation_days": 2323.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561852800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760117558059,
"expiration_time": 1766134080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 190,
"offset": 0,
"std": 1.10654
}
}
}
| # | 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) |
|---|