| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2015180.3566 | 1966633.7988 | 48546.5578 | 511028.0883 | 4087618.0371 | -3576589.9489 |
| Total P&L (%) | 2015.1804 | 1966.6338 | 48.5466 | 511.0281 | 4087.618 | -3576.5899 |
| Avg Daily Profit (%) | 0.8734 | 0.8524 | 0.021 | 0.0785 | 0.162 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233998 | -148820 | -141873 | -5765385 | -1801227 | -5401149 |
| Profit Factor | 4.1357 | 8.6961 | 1.1254 | 1.0491 | 2.3527 | 0.5163 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
| Ratio Avg Win / Avg Loss | 3.8851 | 9.8556 | 0.8753 | 0.9855 | 2.6664 | 0.4016 |
| Largest Winning Trade | 1775054 | 1775054 | 80942 | 3109460 | 3109460 | 870395 |
| Largest Losing Trade | -69128 | -43974 | -69128 | -4062923 | -920620 | -4062923 |
| Avg Bars in Trades | 199 | 164 | 234 | 199 | 164 | 234 |
| Avg Bars in Winners | 261 | 198 | 313 | 261 | 198 | 313 |
| Avg Bars in Losers | 134 | 135 | 133 | 134 | 135 | 133 |
| Bars Traded | 12792 | 5279 | 7513 | 12792 | 5279 | 7513 |
| Profit Streak | 107.9548 | 107.9548 | 307.9548 | 107.9548 | 107.9548 | 307.9548 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121477 | 772201 | -248295 | -397840 | 428553 | -578611 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884094807,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 237,
"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": [
[
2015180.356565068,
1966633.7987983404,
48546.5577667276,
511028.0882682857,
4087618.0371242655,
-3576589.948855981
],
[
2015.180357,
1966.633799,
48.546558,
511.028088,
4087.618037,
-3576.589949
],
[
0.873443,
0.852401,
0.021042,
0.078481,
0.162005,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233998,
-148820,
-141873,
-5765385,
-1801227,
-5401149
],
[
4.135713,
8.696096,
1.125405,
1.049063,
2.352743,
0.516291
],
[
64,
32,
32,
64,
32,
32
],
[
33,
15,
18,
33,
15,
18
],
[
31,
17,
14,
31,
17,
14
],
[
51.5625,
46.875,
56.25,
51.5625,
46.875,
56.25
],
[
3.885064,
9.855576,
0.875315,
0.985483,
2.666442,
0.40156
],
[
1775054,
1775054,
80942,
3109460,
3109460,
870395
],
[
-69128,
-43974,
-69128,
-4062923,
-920620,
-4062923
],
[
199,
164,
234,
199,
164,
234
],
[
261,
198,
313,
261,
198,
313
],
[
134,
135,
133,
134,
135,
133
],
[
12792,
5279,
7513,
12792,
5279,
7513
],
[
107.954801,
107.954801,
307.954801,
107.954801,
107.954801,
307.954801
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121477,
772201,
-248295,
-397840,
428553,
-578611
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884094807,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 237,
"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) |
|---|