| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 901639.5637 | 883193.4482 | 18446.1155 | -13715.2987 | -14432.1991 | 716.9004 |
| Total P&L (%) | 901.6396 | 883.1934 | 18.4461 | -13.7153 | -14.4322 | 0.7169 |
| Avg Daily Profit (%) | 0.3894 | 0.3814 | 0.008 | -0.0064 | -0.0067 | 0.0003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190337 | -162084 | -219343 | -206871 | -227390 | -153334 |
| Profit Factor | 1.3616 | 1.6954 | 1.0151 | 0.9943 | 0.9888 | 1.0006 |
| Total Trades | 763 | 381 | 382 | 763 | 381 | 382 |
| Winning Trades | 364 | 165 | 199 | 364 | 165 | 199 |
| Losing Trades | 399 | 216 | 183 | 399 | 216 | 183 |
| Profitability (%) | 47.7064 | 43.3071 | 52.0942 | 47.7064 | 43.3071 | 52.0942 |
| Ratio Avg Win / Avg Loss | 1.4925 | 2.2195 | 0.9335 | 1.0899 | 1.2944 | 0.9202 |
| Largest Winning Trade | 558860 | 558860 | 56202 | 161493 | 161493 | 43138 |
| Largest Losing Trade | -36722 | -29017 | -36722 | -71123 | -65793 | -71123 |
| Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
| Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
| Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
| Bars Traded | 13787 | 7809 | 5978 | 13787 | 7809 | 5978 |
| Profit Streak | 0 | 3.5336 | 0 | 0 | 3.5336 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 485564 | 405410 | -393727 | -575740 | -580650 | -577670 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13894,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560052800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759466907252,
"expiration_time": 1765451808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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": [
[
901639.5636816608,
883193.4481562001,
18446.1155254612,
-13715.2986734765,
-14432.1991161039,
716.9004426277
],
[
901.639564,
883.193448,
18.446116,
-13.715299,
-14.432199,
0.7169
],
[
0.389364,
0.381399,
0.007966,
-0.00637,
-0.00673,
0.000308
],
[
10,
10,
10,
10,
10,
10
],
[
-190337,
-162084,
-219343,
-206871,
-227390,
-153334
],
[
1.361611,
1.695437,
1.015078,
0.994288,
0.988768,
1.000642
],
[
763,
381,
382,
763,
381,
382
],
[
364,
165,
199,
364,
165,
199
],
[
399,
216,
183,
399,
216,
183
],
[
47.706422,
43.307087,
52.094241,
47.706422,
43.307087,
52.094241
],
[
1.492536,
2.219481,
0.933463,
1.089893,
1.294387,
0.920188
],
[
558860,
558860,
56202,
161493,
161493,
43138
],
[
-36722,
-29017,
-36722,
-71123,
-65793,
-71123
],
[
18,
20,
15,
18,
20,
15
],
[
23,
28,
19,
23,
28,
19
],
[
13,
14,
11,
13,
14,
11
],
[
13787,
7809,
5978,
13787,
7809,
5978
],
[
0,
3.533649,
0,
0,
3.533649,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485564,
405410,
-393727,
-575740,
-580650,
-577670
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13894,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560052800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759466907252,
"expiration_time": 1765451808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 49,
"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) |
|---|