| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 210974.3712 | -23849.0883 | 234823.4594 | 76916.1632 | -102768.8733 | 179685.0365 |
| Total P&L (%) | 210.9744 | -23.8491 | 234.8235 | 76.9162 | -102.7689 | 179.685 |
| Avg Daily Profit (%) | 0.1373 | -0.0155 | 0.1528 | 0.0371 | 0 | 0.0669 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81724 | -96095 | -82532 | -161178 | -167940 | -143829 |
| Profit Factor | 1.4968 | 0.9163 | 2.6805 | 1.1164 | 0.7562 | 1.7512 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
| Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
| Profitability (%) | 69.8795 | 59.5238 | 80.4878 | 69.8795 | 59.5238 | 80.4878 |
| Ratio Avg Win / Avg Loss | 0.6452 | 0.6231 | 0.6498 | 0.4812 | 0.5142 | 0.4245 |
| Largest Winning Trade | 32033 | 23187 | 32033 | 38334 | 33301 | 38334 |
| Largest Losing Trade | -61532 | -61532 | -36079 | -101047 | -101047 | -62380 |
| Avg Bars in Trades | 71 | 89 | 52 | 71 | 89 | 52 |
| Avg Bars in Winners | 42 | 49 | 37 | 42 | 49 | 37 |
| Avg Bars in Losers | 137 | 148 | 114 | 137 | 148 | 114 |
| Bars Traded | 5906 | 3751 | 2155 | 5906 | 3751 | 2155 |
| Profit Streak | 164.2754 | 164.2754 | 290.5254 | 164.2754 | 164.2754 | 290.5254 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -6988 | -578060 | 537760 | -234279 | -578060 | -97628 |
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6148,
"evaluation_days": 1537,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631188800000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759818992232,
"expiration_time": 1763800704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 193,
"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": [
[
210974.371160157,
-23849.0882655106,
234823.4594256675,
76916.1632461843,
-102768.8732590576,
179685.0365052416
],
[
210.974371,
-23.849088,
234.823459,
76.916163,
-102.768873,
179.685037
],
[
0.137264,
-0.015517,
0.15278,
0.037125,
0,
0.066938
],
[
10,
10,
10,
10,
10,
10
],
[
-81724,
-96095,
-82532,
-161178,
-167940,
-143829
],
[
1.496807,
0.916298,
2.680523,
1.116401,
0.756243,
1.751245
],
[
83,
42,
41,
83,
42,
41
],
[
58,
25,
33,
58,
25,
33
],
[
25,
17,
8,
25,
17,
8
],
[
69.879518,
59.52381,
80.487805,
69.879518,
59.52381,
80.487805
],
[
0.645175,
0.623083,
0.649824,
0.481207,
0.514245,
0.424544
],
[
32033,
23187,
32033,
38334,
33301,
38334
],
[
-61532,
-61532,
-36079,
-101047,
-101047,
-62380
],
[
71,
89,
52,
71,
89,
52
],
[
42,
49,
37,
42,
49,
37
],
[
137,
148,
114,
137,
148,
114
],
[
5906,
3751,
2155,
5906,
3751,
2155
],
[
164.275373,
164.275373,
290.525373,
164.275373,
164.275373,
290.525373
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6988,
-578060,
537760,
-234279,
-578060,
-97628
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6148,
"evaluation_days": 1537,
"actual_first_datapoint_time": 1627041600000,
"first_datapoint_time": 1631188800000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759818992232,
"expiration_time": 1763800704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 193,
"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) |
|---|