| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2338964.5502 | 2181139.2898 | 157825.2604 | 4955351.9085 | 1098775.1816 | 3856576.7269 |
| Total P&L (%) | 2338.9646 | 2181.1393 | 157.8253 | 4955.3519 | 1098.7752 | 3856.5767 |
| Avg Daily Profit (%) | 1.0118 | 0.9435 | 0.0683 | 0.1699 | 0.1075 | 0.1592 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165113 | -92661 | -131038 | -3357940 | -2984134 | -1416876 |
| Profit Factor | 4.4249 | 6.6046 | 1.5373 | 1.3777 | 1.1207 | 1.9593 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 41.9355 | 36.1702 | 47.8261 | 41.9355 | 36.1702 | 47.8261 |
| Ratio Avg Win / Avg Loss | 6.1268 | 11.6552 | 1.677 | 1.9076 | 1.9778 | 2.1374 |
| Largest Winning Trade | 1796742 | 1796742 | 82041 | 2213680 | 2213680 | 2132228 |
| Largest Losing Trade | -53669 | -49552 | -53669 | -1365180 | -1365180 | -545993 |
| Avg Bars in Trades | 144 | 125 | 162 | 144 | 125 | 162 |
| Avg Bars in Winners | 228 | 222 | 233 | 228 | 222 | 233 |
| Avg Bars in Losers | 82 | 70 | 97 | 82 | 70 | 97 |
| Bars Traded | 13393 | 5915 | 7478 | 13393 | 5915 | 7478 |
| 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 | 642054 | 594781 | -99902 | 236216 | -140943 | 383009 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13870,
"evaluation_days": 2311.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561924800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111469057,
"expiration_time": 1765095840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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": [
[
2338964.550208857,
2181139.2898443085,
157825.2603645462,
4955351.908503861,
1098775.181600124,
3856576.726903735
],
[
2338.96455,
2181.13929,
157.82526,
4955.351909,
1098.775182,
3856.576727
],
[
1.011807,
0.943534,
0.068273,
0.16985,
0.107508,
0.159231
],
[
10,
10,
10,
10,
10,
10
],
[
-165113,
-92661,
-131038,
-3357940,
-2984134,
-1416876
],
[
4.424898,
6.604612,
1.537257,
1.377684,
1.120741,
1.95932
],
[
93,
47,
46,
93,
47,
46
],
[
39,
17,
22,
39,
17,
22
],
[
54,
30,
24,
54,
30,
24
],
[
41.935484,
36.170213,
47.826087,
41.935484,
36.170213,
47.826087
],
[
6.126782,
11.655198,
1.677008,
1.907562,
1.977778,
2.13744
],
[
1796742,
1796742,
82041,
2213680,
2213680,
2132228
],
[
-53669,
-49552,
-53669,
-1365180,
-1365180,
-545993
],
[
144,
125,
162,
144,
125,
162
],
[
228,
222,
233,
228,
222,
233
],
[
82,
70,
97,
82,
70,
97
],
[
13393,
5915,
7478,
13393,
5915,
7478
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
642054,
594781,
-99902,
236216,
-140943,
383009
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13870,
"evaluation_days": 2311.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561924800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111469057,
"expiration_time": 1765095840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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) |
|---|