| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 240400.9696 | 72913.3198 | 167487.6498 | 78468.422 | -33068.9692 | 111537.3913 |
| Total P&L (%) | 240.401 | 72.9133 | 167.4877 | 78.4684 | -33.069 | 111.5374 |
| Avg Daily Profit (%) | 0.159 | 0.0482 | 0.1108 | 0.0383 | -0.0266 | 0.0496 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97780 | -82573 | -97685 | -136995 | -115600 | -129231 |
| Profit Factor | 1.2958 | 1.1745 | 1.4242 | 1.0746 | 0.9377 | 1.2141 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
| Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
| Profitability (%) | 52.4664 | 50 | 54.955 | 52.4664 | 50 | 54.955 |
| Ratio Avg Win / Avg Loss | 1.174 | 1.1745 | 1.1674 | 0.9736 | 0.9377 | 0.9951 |
| Largest Winning Trade | 72033 | 51389 | 72033 | 52484 | 51389 | 52484 |
| Largest Losing Trade | -48612 | -26056 | -48612 | -66940 | -40053 | -66940 |
| Avg Bars in Trades | 39 | 25 | 54 | 39 | 25 | 54 |
| Avg Bars in Winners | 43 | 20 | 64 | 43 | 20 | 64 |
| Avg Bars in Losers | 35 | 29 | 42 | 35 | 29 | 42 |
| Bars Traded | 8878 | 2815 | 6063 | 8878 | 2815 | 6063 |
| Profit Streak | 0 | 0 | 78.8539 | 0 | 0 | 78.8539 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317362 | -157095 | -42497 | -280338 | -580756 | -127068 |
{
"trading_pair": "MINA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9071,
"evaluation_days": 1511.83,
"actual_first_datapoint_time": 1628568000000,
"first_datapoint_time": 1629964800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759192175505,
"expiration_time": 1763094672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"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": [
[
240400.9696049964,
72913.3197911664,
167487.6498138299,
78468.4220438952,
-33068.9692291708,
111537.3912730659
],
[
240.40097,
72.91332,
167.48765,
78.468422,
-33.068969,
111.537391
],
[
0.159013,
0.048229,
0.110785,
0.038321,
-0.026554,
0.04957
],
[
10,
10,
10,
10,
10,
10
],
[
-97780,
-82573,
-97685,
-136995,
-115600,
-129231
],
[
1.295776,
1.174465,
1.424175,
1.074618,
0.937676,
1.214081
],
[
223,
112,
111,
223,
112,
111
],
[
117,
56,
61,
117,
56,
61
],
[
106,
56,
50,
106,
56,
50
],
[
52.466368,
50,
54.954955,
52.466368,
50,
54.954955
],
[
1.173951,
1.174465,
1.167357,
0.973585,
0.937676,
0.995148
],
[
72033,
51389,
72033,
52484,
51389,
52484
],
[
-48612,
-26056,
-48612,
-66940,
-40053,
-66940
],
[
39,
25,
54,
39,
25,
54
],
[
43,
20,
64,
43,
20,
64
],
[
35,
29,
42,
35,
29,
42
],
[
8878,
2815,
6063,
8878,
2815,
6063
],
[
0,
0,
78.853883,
0,
0,
78.853883
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317362,
-157095,
-42497,
-280338,
-580756,
-127068
]
]
}
{
"trading_pair": "MINA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9071,
"evaluation_days": 1511.83,
"actual_first_datapoint_time": 1628568000000,
"first_datapoint_time": 1629964800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759192175505,
"expiration_time": 1763094672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"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) |
|---|