| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1086272.1914 | 991458.5071 | 94813.6843 | 1326395.8561 | 1251732.5942 | 74663.2619 |
| Total P&L (%) | 1086.2722 | 991.4585 | 94.8137 | 1326.3959 | 1251.7326 | 74.6633 |
| Avg Daily Profit (%) | 0.4682 | 0.4274 | 0.0409 | 0.1146 | 0.1123 | 0.024 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140148 | -130312 | -146529 | -1796827 | -627041 | -1782635 |
| Profit Factor | 2.1376 | 3.1253 | 1.1941 | 1.2263 | 1.4657 | 1.0235 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
| Profitability (%) | 37.0079 | 31.25 | 42.8571 | 37.0079 | 31.25 | 42.8571 |
| Ratio Avg Win / Avg Loss | 3.6385 | 6.8758 | 1.5922 | 2.0874 | 3.2246 | 1.3647 |
| Largest Winning Trade | 378035 | 378035 | 83048 | 816071 | 816071 | 464387 |
| Largest Losing Trade | -47961 | -34739 | -47961 | -847643 | -277418 | -847643 |
| Avg Bars in Trades | 105 | 98 | 112 | 105 | 98 | 112 |
| Avg Bars in Winners | 190 | 193 | 188 | 190 | 193 | 188 |
| Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
| Bars Traded | 13426 | 6327 | 7099 | 13426 | 6327 | 7099 |
| 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 | 348490 | -130796 | -293910 | -43529 | -187194 | -505127 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13920,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562169600000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759829355066,
"expiration_time": 1765837440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 51,
"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": [
[
1086272.191373802,
991458.5070662752,
94813.6843075268,
1326395.8560858509,
1251732.594205678,
74663.2618801733
],
[
1086.272191,
991.458507,
94.813684,
1326.395856,
1251.732594,
74.663262
],
[
0.468221,
0.427353,
0.040868,
0.114623,
0.112303,
0.024041
],
[
10,
10,
10,
10,
10,
10
],
[
-140148,
-130312,
-146529,
-1796827,
-627041,
-1782635
],
[
2.137622,
3.125346,
1.194143,
1.226335,
1.465715,
1.023534
],
[
127,
64,
63,
127,
64,
63
],
[
47,
20,
27,
47,
20,
27
],
[
80,
44,
36,
80,
44,
36
],
[
37.007874,
31.25,
42.857143,
37.007874,
31.25,
42.857143
],
[
3.638505,
6.875761,
1.592191,
2.087378,
3.224574,
1.364712
],
[
378035,
378035,
83048,
816071,
816071,
464387
],
[
-47961,
-34739,
-47961,
-847643,
-277418,
-847643
],
[
105,
98,
112,
105,
98,
112
],
[
190,
193,
188,
190,
193,
188
],
[
55,
55,
55,
55,
55,
55
],
[
13426,
6327,
7099,
13426,
6327,
7099
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348490,
-130796,
-293910,
-43529,
-187194,
-505127
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13920,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562169600000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759829355066,
"expiration_time": 1765837440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 51,
"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) |
|---|