| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454063.178 | 578933.987 | -124870.809 | -73583.5553 | 96185.2204 | -169768.7757 |
| Total P&L (%) | 454.0632 | 578.934 | -124.8708 | -73.5836 | 96.1852 | -169.7688 |
| Avg Daily Profit (%) | 0.1968 | 0.2509 | -0.0541 | -0.0577 | 0.0292 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161506 | -87750 | -314566 | -115511 | -43598 | -214474 |
| Profit Factor | 1.4939 | 3.2192 | 0.8104 | 0.8624 | 1.6993 | 0.5728 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 38.1443 | 38.7755 | 37.5 | 38.1443 | 38.7755 | 37.5 |
| Ratio Avg Win / Avg Loss | 2.4225 | 5.0829 | 1.3506 | 1.3986 | 2.6832 | 0.9547 |
| Largest Winning Trade | 317676 | 317676 | 83544 | 49223 | 49223 | 40394 |
| Largest Losing Trade | -68800 | -23088 | -68800 | -48745 | -23088 | -48745 |
| Avg Bars in Trades | 127 | 53 | 202 | 127 | 53 | 202 |
| Avg Bars in Winners | 246 | 85 | 417 | 246 | 85 | 417 |
| Avg Bars in Losers | 53 | 32 | 73 | 53 | 32 | 73 |
| Bars Traded | 12327 | 2611 | 9716 | 12327 | 2611 | 9716 |
| Profit Streak | 0 | 0 | 139.6605 | 0 | 0 | 139.6605 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 202367 | 372859 | -583313 | -583463 | -154904 | -584979 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561320000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759017066802,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 137,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 29,
"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": [
[
454063.1779994861,
578933.986994833,
-124870.8089953474,
-73583.5552660188,
96185.2204261463,
-169768.775692165
],
[
454.063178,
578.933987,
-124.870809,
-73.583555,
96.18522,
-169.768776
],
[
0.196805,
0.250928,
-0.054123,
-0.057681,
0.029213,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161506,
-87750,
-314566,
-115511,
-43598,
-214474
],
[
1.493854,
3.219164,
0.810385,
0.862443,
1.699338,
0.572793
],
[
97,
49,
48,
97,
49,
48
],
[
37,
19,
18,
37,
19,
18
],
[
60,
30,
30,
60,
30,
30
],
[
38.14433,
38.77551,
37.5,
38.14433,
38.77551,
37.5
],
[
2.422466,
5.08289,
1.350641,
1.398556,
2.683165,
0.954656
],
[
317676,
317676,
83544,
49223,
49223,
40394
],
[
-68800,
-23088,
-68800,
-48745,
-23088,
-48745
],
[
127,
53,
202,
127,
53,
202
],
[
246,
85,
417,
246,
85,
417
],
[
53,
32,
73,
53,
32,
73
],
[
12327,
2611,
9716,
12327,
2611,
9716
],
[
0,
0,
139.660495,
0,
0,
139.660495
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
202367,
372859,
-583313,
-583463,
-154904,
-584979
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561320000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759017066802,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 137,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 29,
"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) |
|---|