| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 76232.8636 | 63102.6209 | 13130.2427 | -92026.092 | -1387634.6409 | 1295608.5489 |
| Total P&L (%) | 76.2329 | 63.1026 | 13.1302 | -92.0261 | -1387.6346 | 1295.6085 |
| Avg Daily Profit (%) | 0.05 | 0.0414 | 0.0086 | -0.1656 | 0 | 0.1729 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -502866 | -323491 | -215562 | -3205867 | -2678658 | -739146 |
| Profit Factor | 1.047 | 1.069 | 1.0185 | 0.9887 | 0.757 | 1.5266 |
| Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
| Winning Trades | 249 | 123 | 126 | 249 | 123 | 126 |
| Losing Trades | 210 | 107 | 103 | 210 | 107 | 103 |
| Profitability (%) | 54.2484 | 53.4783 | 55.0218 | 54.2484 | 53.4783 | 55.0218 |
| Ratio Avg Win / Avg Loss | 0.883 | 0.93 | 0.8326 | 0.8339 | 0.6585 | 1.248 |
| Largest Winning Trade | 151955 | 151955 | 26094 | 500088 | 500088 | 488124 |
| Largest Losing Trade | -61854 | -61854 | -32087 | -1985040 | -1985040 | -411365 |
| Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
| Bars Traded | 4571 | 2321 | 2250 | 4571 | 2321 | 2250 |
| Profit Streak | 7.8164 | 7.8164 | 15.1497 | 7.8164 | 7.8164 | 15.1497 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -291873 | -281888 | -448416 | -575943 | -578265 | 446143 |
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4577,
"evaluation_days": 1525.67,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1627027200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758828932631,
"expiration_time": 1762770528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
76232.863600742,
63102.620895343,
13130.242705399,
-92026.0920300052,
-1387634.6409478188,
1295608.5489178116
],
[
76.232864,
63.102621,
13.130243,
-92.026092,
-1387.634641,
1295.608549
],
[
0.049967,
0.041361,
0.008606,
-0.165626,
0,
0.17292
],
[
10,
10,
10,
10,
10,
10
],
[
-502866,
-323491,
-215562,
-3205867,
-2678658,
-739146
],
[
1.046972,
1.06901,
1.018531,
0.988736,
0.756976,
1.526647
],
[
459,
230,
229,
459,
230,
229
],
[
249,
123,
126,
249,
123,
126
],
[
210,
107,
103,
210,
107,
103
],
[
54.248366,
53.478261,
55.021834,
54.248366,
53.478261,
55.021834
],
[
0.882988,
0.929952,
0.832609,
0.833874,
0.658508,
1.247973
],
[
151955,
151955,
26094,
500088,
500088,
488124
],
[
-61854,
-61854,
-32087,
-1985040,
-1985040,
-411365
],
[
9,
10,
9,
9,
10,
9
],
[
7,
7,
7,
7,
7,
7
],
[
12,
13,
12,
12,
13,
12
],
[
4571,
2321,
2250,
4571,
2321,
2250
],
[
7.81635,
7.81635,
15.149683,
7.81635,
7.81635,
15.149683
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-291873,
-281888,
-448416,
-575943,
-578265,
446143
]
]
}
{
"trading_pair": "C98_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4577,
"evaluation_days": 1525.67,
"actual_first_datapoint_time": 1627027200000,
"first_datapoint_time": 1627027200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758828932631,
"expiration_time": 1762770528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|