| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2019627.7477 | 1981711.5944 | 37916.1533 | 83982.4164 | 96831.5487 | -12849.1322 |
| Total P&L (%) | 2019.6277 | 1981.7116 | 37.9162 | 83.9824 | 96.8315 | -12.8491 |
| Avg Daily Profit (%) | 0.8754 | 0.8589 | 0.0164 | 0.0264 | 0.0294 | -0.006 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183346 | -135175 | -106228 | -1014858 | -944717 | -577260 |
| Profit Factor | 2.8623 | 4.2813 | 1.0789 | 1.0181 | 1.0368 | 0.9936 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
| Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
| Profitability (%) | 40.4908 | 30.4878 | 50.6173 | 40.4908 | 30.4878 | 50.6173 |
| Ratio Avg Win / Avg Loss | 4.2066 | 9.7614 | 1.0526 | 1.4964 | 2.364 | 0.9693 |
| Largest Winning Trade | 1895165 | 1895165 | 55465 | 901584 | 901584 | 232198 |
| Largest Losing Trade | -45870 | -36179 | -45870 | -316763 | -183887 | -316763 |
| Avg Bars in Trades | 83 | 93 | 72 | 83 | 93 | 72 |
| Avg Bars in Winners | 121 | 173 | 90 | 121 | 173 | 90 |
| Avg Bars in Losers | 56 | 58 | 53 | 56 | 58 | 53 |
| Bars Traded | 13540 | 7681 | 5859 | 13540 | 7681 | 5859 |
| Profit Streak | 0 | 0 | 48.8385 | 0 | 0 | 48.8385 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 570654 | 303797 | -317501 | -360988 | -344618 | -591239 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561953600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802044555,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 127,
"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": [
[
2019627.7477343748,
1981711.594445811,
37916.1532885639,
83982.4164373572,
96831.5486684941,
-12849.1322311368
],
[
2019.627748,
1981.711594,
37.916153,
83.982416,
96.831549,
-12.849132
],
[
0.87537,
0.858936,
0.016434,
0.026429,
0.029355,
-0.005961
],
[
10,
10,
10,
10,
10,
10
],
[
-183346,
-135175,
-106228,
-1014858,
-944717,
-577260
],
[
2.862253,
4.2813,
1.078899,
1.018137,
1.036827,
0.993579
],
[
163,
82,
81,
163,
82,
81
],
[
66,
25,
41,
66,
25,
41
],
[
97,
57,
40,
97,
57,
40
],
[
40.490798,
30.487805,
50.617284,
40.490798,
30.487805,
50.617284
],
[
4.206645,
9.761365,
1.052584,
1.496353,
2.363965,
0.969345
],
[
1895165,
1895165,
55465,
901584,
901584,
232198
],
[
-45870,
-36179,
-45870,
-316763,
-183887,
-316763
],
[
83,
93,
72,
83,
93,
72
],
[
121,
173,
90,
121,
173,
90
],
[
56,
58,
53,
56,
58,
53
],
[
13540,
7681,
5859,
13540,
7681,
5859
],
[
0,
0,
48.838479,
0,
0,
48.838479
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570654,
303797,
-317501,
-360988,
-344618,
-591239
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561953600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758802044555,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 127,
"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) |
|---|