| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2591892.1686 | -180653.1328 | -2411239.0358 | -126291.5352 | 9583867.2931 | -9710158.8283 |
| Total P&L (%) | -2591.8922 | -180.6531 | -2411.239 | -126.2915 | 9583.8673 | -9710.1588 |
| Avg Daily Profit (%) | -1.1171 | -0.0779 | -1.0393 | 0 | 0.1973 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2679296 | -217652 | -2506179 | -14139768 | -1402317 | -14864070 |
| Profit Factor | 0.1697 | 0.5343 | 0.1179 | 0.9927 | 5.8068 | 0.363 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 44 | 17 | 27 | 32 | 21 | 11 |
| Losing Trades | 25 | 17 | 8 | 37 | 13 | 24 |
| Profitability (%) | 63.7681 | 50 | 77.1429 | 46.3768 | 61.7647 | 31.4286 |
| Ratio Avg Win / Avg Loss | 0.0964 | 0.5343 | 0.0349 | 1.1478 | 3.5947 | 0.7919 |
| Largest Winning Trade | 36971 | 36511 | 36971 | 6366806 | 6366806 | 1623670 |
| Largest Losing Trade | -1969888 | -79260 | -1969888 | -10852880 | -1126462 | -10852880 |
| Avg Bars in Trades | 185 | 217 | 154 | 185 | 217 | 154 |
| Avg Bars in Winners | 69 | 68 | 70 | 258 | 286 | 204 |
| Avg Bars in Losers | 390 | 367 | 439 | 122 | 107 | 131 |
| Bars Traded | 12813 | 7408 | 5405 | 12813 | 7408 | 5405 |
| Profit Streak | 87.118 | 87.118 | 287.4513 | 0 | 0 | 0 |
| Trades During Streak | 7 | 3 | 7 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -683455 | -579432 | -575834 | -686797 | 644724 | -588009 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13921,
"evaluation_days": 2320.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759848592037,
"expiration_time": 1765852272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 148,
"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": [
[
-2591892.168585341,
-180653.1328149777,
-2411239.035770363,
-126291.5352151492,
9583867.293084642,
-9710158.82829979
],
[
-2591.892169,
-180.653133,
-2411.239036,
-126.291535,
9583.867293,
-9710.158828
],
[
-1.117113,
-0.077862,
-1.039251,
0,
0.197294,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2679296,
-217652,
-2506179,
-14139768,
-1402317,
-14864070
],
[
0.169677,
0.534257,
0.117947,
0.992673,
5.806759,
0.362958
],
[
69,
34,
35,
69,
34,
35
],
[
44,
17,
27,
32,
21,
11
],
[
25,
17,
8,
37,
13,
24
],
[
63.768116,
50,
77.142857,
46.376812,
61.764706,
31.428571
],
[
0.096408,
0.534257,
0.034947,
1.147778,
3.59466,
0.791909
],
[
36971,
36511,
36971,
6366806,
6366806,
1623670
],
[
-1969888,
-79260,
-1969888,
-10852880,
-1126462,
-10852880
],
[
185,
217,
154,
185,
217,
154
],
[
69,
68,
70,
258,
286,
204
],
[
390,
367,
439,
122,
107,
131
],
[
12813,
7408,
5405,
12813,
7408,
5405
],
[
87.117963,
87.117963,
287.451297,
0,
0,
0
],
[
7,
3,
7,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-683455,
-579432,
-575834,
-686797,
644724,
-588009
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13921,
"evaluation_days": 2320.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759848592037,
"expiration_time": 1765852272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 148,
"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) |
|---|