| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 559651.9702 | 650229.4584 | -90577.4882 | -91006.7209 | 102983.0496 | -193989.7705 |
| Total P&L (%) | 559.652 | 650.2295 | -90.5775 | -91.0067 | 102.9831 | -193.9898 |
| Avg Daily Profit (%) | 0.2419 | 0.2811 | -0.0392 | -0.1041 | 0.0306 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -225275 | -145685 | -291707 | -433455 | -187103 | -284819 |
| Profit Factor | 1.3287 | 1.7893 | 0.8969 | 0.9081 | 1.2253 | 0.6365 |
| Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
| Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
| Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
| Profitability (%) | 43.8163 | 40.1408 | 47.5177 | 43.8163 | 40.1408 | 47.5177 |
| Ratio Avg Win / Avg Loss | 1.7037 | 2.6682 | 0.9906 | 1.1645 | 1.8273 | 0.703 |
| Largest Winning Trade | 433984 | 433984 | 57716 | 256456 | 256456 | 64741 |
| Largest Losing Trade | -64053 | -64053 | -46516 | -175029 | -171223 | -175029 |
| Avg Bars in Trades | 48 | 45 | 50 | 48 | 45 | 50 |
| Avg Bars in Winners | 66 | 61 | 69 | 66 | 61 | 69 |
| Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
| Bars Traded | 13682 | 6514 | 7168 | 13682 | 6514 | 7168 |
| 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 | 318303 | 292033 | -581923 | -580035 | -155271 | -581923 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13881,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759276728658,
"expiration_time": 1765258992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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": [
[
559651.9702113969,
650229.4584373427,
-90577.4882259454,
-91006.7208513219,
102983.0496367334,
-193989.7704880552
],
[
559.65197,
650.229458,
-90.577488,
-91.006721,
102.98305,
-193.98977
],
[
0.241907,
0.281059,
-0.039152,
-0.10406,
0.030606,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-225275,
-145685,
-291707,
-433455,
-187103,
-284819
],
[
1.328698,
1.789282,
0.896932,
0.908145,
1.225334,
0.636544
],
[
283,
142,
141,
283,
142,
141
],
[
124,
57,
67,
124,
57,
67
],
[
159,
85,
74,
159,
85,
74
],
[
43.816254,
40.140845,
47.51773,
43.816254,
40.140845,
47.51773
],
[
1.703733,
2.668228,
0.990641,
1.164476,
1.827252,
0.703048
],
[
433984,
433984,
57716,
256456,
256456,
64741
],
[
-64053,
-64053,
-46516,
-175029,
-171223,
-175029
],
[
48,
45,
50,
48,
45,
50
],
[
66,
61,
69,
66,
61,
69
],
[
34,
35,
33,
34,
35,
33
],
[
13682,
6514,
7168,
13682,
6514,
7168
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318303,
292033,
-581923,
-580035,
-155271,
-581923
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13881,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759276728658,
"expiration_time": 1765258992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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) |
|---|