| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 504626.845 | 363543.2885 | 141083.5565 | 403390.7832 | 147660.6885 | 255730.0948 |
| Total P&L (%) | 504.6268 | 363.5433 | 141.0836 | 403.3908 | 147.6607 | 255.7301 |
| Avg Daily Profit (%) | 0.2619 | 0.1887 | 0.0732 | 0.0839 | 0.0471 | 0.0659 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145885 | -57352 | -126440 | -810248 | -482778 | -477784 |
| Profit Factor | 1.6592 | 2.0182 | 1.3454 | 1.1822 | 1.1349 | 1.2283 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 48.8722 | 44.7761 | 53.0303 | 48.8722 | 44.7761 | 53.0303 |
| Ratio Avg Win / Avg Loss | 1.7358 | 2.4891 | 1.1916 | 1.2367 | 1.3997 | 1.088 |
| Largest Winning Trade | 173649 | 173649 | 53681 | 336829 | 336829 | 172069 |
| Largest Losing Trade | -49117 | -36995 | -49117 | -242017 | -147414 | -242017 |
| Avg Bars in Trades | 84 | 74 | 94 | 84 | 74 | 94 |
| Avg Bars in Winners | 109 | 103 | 114 | 109 | 103 | 114 |
| Avg Bars in Losers | 60 | 50 | 71 | 60 | 50 | 71 |
| Bars Traded | 11226 | 4982 | 6244 | 11226 | 4982 | 6244 |
| 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 | 418424 | -107630 | -218613 | -101153 | -321141 | -229114 |
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11562,
"evaluation_days": 1927,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759544818413,
"expiration_time": 1764530784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 59,
"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": [
[
504626.8450105333,
363543.2885093009,
141083.5565012324,
403390.7832475125,
147660.6884819622,
255730.0947655504
],
[
504.626845,
363.543289,
141.083557,
403.390783,
147.660688,
255.730095
],
[
0.261872,
0.188658,
0.073214,
0.083906,
0.047073,
0.065875
],
[
10,
10,
10,
10,
10,
10
],
[
-145885,
-57352,
-126440,
-810248,
-482778,
-477784
],
[
1.659198,
2.01818,
1.3454,
1.182174,
1.134925,
1.228346
],
[
133,
67,
66,
133,
67,
66
],
[
65,
30,
35,
65,
30,
35
],
[
68,
37,
31,
68,
37,
31
],
[
48.87218,
44.776119,
53.030303,
48.87218,
44.776119,
53.030303
],
[
1.735777,
2.489089,
1.19164,
1.236736,
1.39974,
1.087964
],
[
173649,
173649,
53681,
336829,
336829,
172069
],
[
-49117,
-36995,
-49117,
-242017,
-147414,
-242017
],
[
84,
74,
94,
84,
74,
94
],
[
109,
103,
114,
109,
103,
114
],
[
60,
50,
71,
60,
50,
71
],
[
11226,
4982,
6244,
11226,
4982,
6244
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
418424,
-107630,
-218613,
-101153,
-321141,
-229114
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11562,
"evaluation_days": 1927,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1595505600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759544818413,
"expiration_time": 1764530784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 59,
"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) |
|---|