| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249431.0864 | -1041.9873 | 250473.0738 | 115517.6531 | -130770.5394 | 246288.1924 |
| Total P&L (%) | 249.4311 | -1.042 | 250.4731 | 115.5177 | -130.7705 | 246.2882 |
| Avg Daily Profit (%) | 0.1631 | -0.0007 | 0.1637 | 0.0502 | 0 | 0.0812 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68033 | -74298 | -77771 | -325838 | -252892 | -299519 |
| Profit Factor | 1.6776 | 0.9958 | 3.064 | 1.1101 | 0.7975 | 1.6103 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.7549 | 0.4481 | 1.3788 | 0.4995 | 0.3589 | 0.7246 |
| Largest Winning Trade | 37190 | 24802 | 37190 | 77044 | 76248 | 77044 |
| Largest Losing Trade | -65573 | -65573 | -46685 | -165345 | -165345 | -165198 |
| Avg Bars in Trades | 99 | 121 | 77 | 99 | 121 | 77 |
| Avg Bars in Winners | 62 | 68 | 56 | 62 | 68 | 56 |
| Avg Bars in Losers | 183 | 241 | 124 | 183 | 241 | 124 |
| Bars Traded | 5784 | 3537 | 2247 | 5784 | 3537 | 2247 |
| Profit Streak | 25.0322 | 0 | 38.5322 | 25.0322 | 0 | 38.5322 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168792 | -578374 | 540104 | -403441 | -578374 | -81281 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6119,
"evaluation_days": 1529.75,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630087200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214779561,
"expiration_time": 1763155512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
249431.0864465755,
-1041.9873061044,
250473.0737526799,
115517.6530531106,
-130770.5393928493,
246288.1924459597
],
[
249.431086,
-1.041987,
250.473074,
115.517653,
-130.770539,
246.288192
],
[
0.163053,
-0.000681,
0.163735,
0.050209,
0,
0.081229
],
[
10,
10,
10,
10,
10,
10
],
[
-68033,
-74298,
-77771,
-325838,
-252892,
-299519
],
[
1.677554,
0.995778,
3.063991,
1.110101,
0.79746,
1.61032
],
[
58,
29,
29,
58,
29,
29
],
[
40,
20,
20,
40,
20,
20
],
[
18,
9,
9,
18,
9,
9
],
[
68.965517,
68.965517,
68.965517,
68.965517,
68.965517,
68.965517
],
[
0.754899,
0.4481,
1.378796,
0.499546,
0.358857,
0.724644
],
[
37190,
24802,
37190,
77044,
76248,
77044
],
[
-65573,
-65573,
-46685,
-165345,
-165345,
-165198
],
[
99,
121,
77,
99,
121,
77
],
[
62,
68,
56,
62,
68,
56
],
[
183,
241,
124,
183,
241,
124
],
[
5784,
3537,
2247,
5784,
3537,
2247
],
[
25.032171,
0,
38.532171,
25.032171,
0,
38.532171
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168792,
-578374,
540104,
-403441,
-578374,
-81281
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6119,
"evaluation_days": 1529.75,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1630087200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759214779561,
"expiration_time": 1763155512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 132,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|