| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 452867.5097 | 325016.9487 | 127850.561 | 339676.0601 | 347398.9052 | -7722.8451 |
| Total P&L (%) | 452.8675 | 325.0169 | 127.8506 | 339.6761 | 347.3989 | -7.7228 |
| Avg Daily Profit (%) | 0.1905 | 0.1367 | 0.0538 | 0.0623 | 0.063 | -0.0034 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124371 | -70671 | -116163 | -168470 | -101887 | -186106 |
| Profit Factor | 1.3647 | 1.508 | 1.2124 | 1.2037 | 1.3982 | 0.9903 |
| Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
| Winning Trades | 169 | 87 | 82 | 169 | 87 | 82 |
| Losing Trades | 167 | 81 | 86 | 167 | 81 | 86 |
| Profitability (%) | 50.2976 | 51.7857 | 48.8095 | 50.2976 | 51.7857 | 48.8095 |
| Ratio Avg Win / Avg Loss | 1.3486 | 1.404 | 1.2716 | 1.1894 | 1.3018 | 1.0386 |
| Largest Winning Trade | 75017 | 75017 | 44492 | 173718 | 173718 | 59749 |
| Largest Losing Trade | -68751 | -68751 | -28576 | -69963 | -64678 | -69963 |
| Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
| Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
| Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
| Bars Traded | 14050 | 7381 | 6669 | 14050 | 7381 | 6669 |
| Profit Streak | 135.5922 | 0 | 140.0922 | 135.5922 | 0 | 140.0922 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373818 | -8634 | -120740 | -107876 | -107519 | -578288 |
{
"trading_pair": "EOS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14266,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544616000000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1758939165812,
"expiration_time": 1754380512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 96,
"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": [
[
452867.5097482097,
325016.9487049344,
127850.5610432751,
339676.0600515169,
347398.9051950448,
-7722.8451435275
],
[
452.86751,
325.016949,
127.850561,
339.67606,
347.398905,
-7.722845
],
[
0.190467,
0.136696,
0.053771,
0.062302,
0.063035,
-0.00338
],
[
10,
10,
10,
10,
10,
10
],
[
-124371,
-70671,
-116163,
-168470,
-101887,
-186106
],
[
1.364726,
1.507998,
1.212424,
1.20367,
1.398226,
0.990291
],
[
336,
168,
168,
336,
168,
168
],
[
169,
87,
82,
169,
87,
82
],
[
167,
81,
86,
167,
81,
86
],
[
50.297619,
51.785714,
48.809524,
50.297619,
51.785714,
48.809524
],
[
1.348575,
1.403998,
1.271567,
1.189425,
1.301797,
1.038598
],
[
75017,
75017,
44492,
173718,
173718,
59749
],
[
-68751,
-68751,
-28576,
-69963,
-64678,
-69963
],
[
41,
43,
39,
41,
43,
39
],
[
45,
44,
46,
45,
44,
46
],
[
38,
43,
33,
38,
43,
33
],
[
14050,
7381,
6669,
14050,
7381,
6669
],
[
135.592197,
0,
140.092197,
135.592197,
0,
140.092197
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373818,
-8634,
-120740,
-107876,
-107519,
-578288
]
]
}
{
"trading_pair": "EOS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14266,
"evaluation_days": 2377.67,
"actual_first_datapoint_time": 1542729600000,
"first_datapoint_time": 1544616000000,
"last_datapoint_time": 1748217600000,
"evaluation_time": 1758939165812,
"expiration_time": 1754380512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 96,
"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) |
|---|