| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1170811.3972 | 1004163.8394 | 166647.5579 | 3321699.6836 | 729888.4741 | 2591811.2095 |
| Total P&L (%) | 1170.8114 | 1004.1638 | 166.6476 | 3321.6997 | 729.8885 | 2591.8112 |
| Avg Daily Profit (%) | 0.5061 | 0.4341 | 0.072 | 0.1528 | 0.0915 | 0.1424 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91533 | -81297 | -206445 | -4411302 | -3792658 | -2019615 |
| Profit Factor | 1.5639 | 1.9815 | 1.1582 | 1.1286 | 1.0548 | 1.2069 |
| Total Trades | 693 | 347 | 346 | 693 | 347 | 346 |
| Winning Trades | 212 | 97 | 115 | 212 | 97 | 115 |
| Losing Trades | 481 | 250 | 231 | 481 | 250 | 231 |
| Profitability (%) | 30.5916 | 27.9539 | 33.237 | 30.5916 | 27.9539 | 33.237 |
| Ratio Avg Win / Avg Loss | 3.5483 | 5.1071 | 2.3265 | 2.5606 | 2.7187 | 2.4243 |
| Largest Winning Trade | 522584 | 522584 | 55620 | 2992672 | 2992672 | 1419722 |
| Largest Losing Trade | -27640 | -14167 | -27640 | -654747 | -605892 | -654747 |
| Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
| Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 13561 | 6389 | 7172 | 13561 | 6389 | 7172 |
| 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 | 353236 | -1456 | -147100 | -74011 | -244718 | -6828 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13880,
"evaluation_days": 2313.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562371200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258768331,
"expiration_time": 1765244160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 210,
"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": [
[
1170811.397243457,
1004163.8393756524,
166647.5578678049,
3321699.6835903716,
729888.4741351979,
2591811.209455178
],
[
1170.811397,
1004.163839,
166.647558,
3321.699684,
729.888474,
2591.811209
],
[
0.506115,
0.434077,
0.072038,
0.152828,
0.091517,
0.142442
],
[
10,
10,
10,
10,
10,
10
],
[
-91533,
-81297,
-206445,
-4411302,
-3792658,
-2019615
],
[
1.563916,
1.981539,
1.158235,
1.128564,
1.05484,
1.206891
],
[
693,
347,
346,
693,
347,
346
],
[
212,
97,
115,
212,
97,
115
],
[
481,
250,
231,
481,
250,
231
],
[
30.591631,
27.95389,
33.236994,
30.591631,
27.95389,
33.236994
],
[
3.548319,
5.107059,
2.326541,
2.560564,
2.71866,
2.424277
],
[
522584,
522584,
55620,
2992672,
2992672,
1419722
],
[
-27640,
-14167,
-27640,
-654747,
-605892,
-654747
],
[
19,
18,
20,
19,
18,
20
],
[
45,
45,
45,
45,
45,
45
],
[
8,
8,
8,
8,
8,
8
],
[
13561,
6389,
7172,
13561,
6389,
7172
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353236,
-1456,
-147100,
-74011,
-244718,
-6828
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13880,
"evaluation_days": 2313.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562371200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258768331,
"expiration_time": 1765244160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 210,
"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) |
|---|