| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2429994.6089 | 2257259.849 | 172734.76 | 6301422.7205 | 3237190.8083 | 3064231.9121 |
| Total P&L (%) | 2429.9946 | 2257.2598 | 172.7348 | 6301.4227 | 3237.1908 | 3064.2319 |
| Avg Daily Profit (%) | 1.0473 | 0.9728 | 0.0744 | 0.1794 | 0.1513 | 0.149 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99879 | -108550 | -90078 | -5884378 | -3879008 | -2702303 |
| Profit Factor | 5.1585 | 7.5822 | 1.7155 | 1.2942 | 1.2504 | 1.361 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 37.8788 | 30.303 | 45.4545 | 37.8788 | 30.303 | 45.4545 |
| Ratio Avg Win / Avg Loss | 8.46 | 17.4391 | 2.0586 | 2.1225 | 2.8759 | 1.6332 |
| Largest Winning Trade | 1877113 | 1877113 | 78463 | 4390303 | 4390303 | 4088102 |
| Largest Losing Trade | -41257 | -39945 | -41257 | -1907817 | -1694773 | -1907817 |
| Avg Bars in Trades | 202 | 173 | 230 | 202 | 173 | 230 |
| Avg Bars in Winners | 399 | 411 | 391 | 399 | 411 | 391 |
| Avg Bars in Losers | 81 | 70 | 95 | 81 | 70 | 95 |
| Bars Traded | 13336 | 5739 | 7597 | 13336 | 5739 | 7597 |
| 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 | -112199 | 509742 | -92088 | -124470 | 29821 | 217402 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13922,
"evaluation_days": 2320.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562788800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759861261161,
"expiration_time": 1765867104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 107,
"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": [
[
2429994.608935454,
2257259.8489650674,
172734.7599703873,
6301422.720455103,
3237190.8083303156,
3064231.9121247875
],
[
2429.994609,
2257.259849,
172.73476,
6301.42272,
3237.190808,
3064.231912
],
[
1.047263,
0.972818,
0.074444,
0.179407,
0.151287,
0.14899
],
[
10,
10,
10,
10,
10,
10
],
[
-99879,
-108550,
-90078,
-5884378,
-3879008,
-2702303
],
[
5.158507,
7.582208,
1.715526,
1.29422,
1.250381,
1.360994
],
[
66,
33,
33,
66,
33,
33
],
[
25,
10,
15,
25,
10,
15
],
[
41,
23,
18,
41,
23,
18
],
[
37.878788,
30.30303,
45.454545,
37.878788,
30.30303,
45.454545
],
[
8.459951,
17.439078,
2.058631,
2.122521,
2.875877,
1.633193
],
[
1877113,
1877113,
78463,
4390303,
4390303,
4088102
],
[
-41257,
-39945,
-41257,
-1907817,
-1694773,
-1907817
],
[
202,
173,
230,
202,
173,
230
],
[
399,
411,
391,
399,
411,
391
],
[
81,
70,
95,
81,
70,
95
],
[
13336,
5739,
7597,
13336,
5739,
7597
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112199,
509742,
-92088,
-124470,
29821,
217402
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13922,
"evaluation_days": 2320.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562788800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759861261161,
"expiration_time": 1765867104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 107,
"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) |
|---|