| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783602.8115 | 780007.7113 | 3595.1003 | -337.4315 | 558897.2066 | -559234.6381 |
| Total P&L (%) | 783.6028 | 780.0077 | 3.5951 | -0.3374 | 558.8972 | -559.2346 |
| Avg Daily Profit (%) | 0.3379 | 0.3363 | 0.0016 | -0.0001 | 0.0813 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191319 | -183921 | -190074 | -539530 | -160464 | -710915 |
| Profit Factor | 1.8649 | 2.5773 | 1.0087 | 0.9998 | 1.9202 | 0.3805 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 39.3617 | 34.0426 | 44.6809 | 39.3617 | 34.0426 | 44.6809 |
| Ratio Avg Win / Avg Loss | 2.8729 | 4.9935 | 1.2489 | 1.5402 | 3.7203 | 0.4711 |
| Largest Winning Trade | 417818 | 417818 | 60517 | 449789 | 449789 | 65218 |
| Largest Losing Trade | -74063 | -52871 | -74063 | -299412 | -136060 | -299412 |
| Avg Bars in Trades | 141 | 166 | 116 | 141 | 166 | 116 |
| Avg Bars in Winners | 200 | 238 | 170 | 200 | 238 | 170 |
| Avg Bars in Losers | 103 | 129 | 72 | 103 | 129 | 72 |
| Bars Traded | 13282 | 7820 | 5463 | 13282 | 7820 | 5463 |
| 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 | 319290 | 287740 | -569422 | -581886 | -86429 | -582765 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13915,
"evaluation_days": 2319.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562659200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760433076,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 169,
"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": [
[
783602.8115491987,
780007.711271666,
3595.1002775326,
-337.4315082929,
558897.2065593734,
-559234.6380676667
],
[
783.602812,
780.007711,
3.5951,
-0.337432,
558.897207,
-559.234638
],
[
0.337881,
0.336331,
0.00155,
-0.000146,
0.081329,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191319,
-183921,
-190074,
-539530,
-160464,
-710915
],
[
1.86486,
2.577313,
1.008736,
0.999777,
1.920153,
0.380527
],
[
94,
47,
47,
94,
47,
47
],
[
37,
16,
21,
37,
16,
21
],
[
57,
31,
26,
57,
31,
26
],
[
39.361702,
34.042553,
44.680851,
39.361702,
34.042553,
44.680851
],
[
2.872892,
4.993543,
1.248911,
1.540196,
3.720297,
0.471129
],
[
417818,
417818,
60517,
449789,
449789,
65218
],
[
-74063,
-52871,
-74063,
-299412,
-136060,
-299412
],
[
141,
166,
116,
141,
166,
116
],
[
200,
238,
170,
200,
238,
170
],
[
103,
129,
72,
103,
129,
72
],
[
13282,
7820,
5463,
13282,
7820,
5463
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319290,
287740,
-569422,
-581886,
-86429,
-582765
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13915,
"evaluation_days": 2319.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562659200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759760433076,
"expiration_time": 1765763280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 169,
"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) |
|---|