| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2889052.075 | -268866.6647 | -2620185.4103 | -100011.1173 | 3730111.6389 | -3830122.7562 |
| Total P&L (%) | -2889.0521 | -268.8667 | -2620.1854 | -100.0111 | 3730.1116 | -3830.1228 |
| Avg Daily Profit (%) | -1.2439 | -0.1158 | -1.1282 | 0 | 0.1571 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2951517 | -256565 | -2699648 | -6185855 | -631692 | -6714090 |
| Profit Factor | 0.1613 | 0.4414 | 0.1158 | 0.9875 | 4.3263 | 0.4452 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 52 | 23 | 29 | 36 | 20 | 16 |
| Losing Trades | 32 | 19 | 13 | 48 | 22 | 26 |
| Profitability (%) | 61.9048 | 54.7619 | 69.0476 | 42.8571 | 47.619 | 38.0952 |
| Ratio Avg Win / Avg Loss | 0.0993 | 0.3647 | 0.0519 | 1.3167 | 4.7589 | 0.7234 |
| Largest Winning Trade | 42530 | 36993 | 42530 | 2462867 | 2462867 | 1215813 |
| Largest Losing Trade | -2105080 | -79291 | -2105080 | -4826151 | -631692 | -4826151 |
| Avg Bars in Trades | 161 | 183 | 140 | 161 | 183 | 140 |
| Avg Bars in Winners | 64 | 67 | 61 | 208 | 246 | 161 |
| Avg Bars in Losers | 320 | 322 | 316 | 126 | 124 | 128 |
| Bars Traded | 13595 | 7688 | 5907 | 13595 | 7688 | 5907 |
| Profit Streak | 90.3624 | 90.3624 | 132.3624 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577286 | -579157 | -576914 | -581664 | 507213 | -585364 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13935,
"evaluation_days": 2322.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562184000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042508786,
"expiration_time": 1766059920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 197,
"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": [
[
-2889052.074963974,
-268866.6646990068,
-2620185.4102649684,
-100011.1173262098,
3730111.6389064556,
-3830122.7562326654
],
[
-2889.052075,
-268.866665,
-2620.18541,
-100.011117,
3730.111639,
-3830.122756
],
[
-1.243941,
-0.115766,
-1.128175,
0,
0.157087,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2951517,
-256565,
-2699648,
-6185855,
-631692,
-6714090
],
[
0.161313,
0.441426,
0.115814,
0.987537,
4.326305,
0.445166
],
[
84,
42,
42,
84,
42,
42
],
[
52,
23,
29,
36,
20,
16
],
[
32,
19,
13,
48,
22,
26
],
[
61.904762,
54.761905,
69.047619,
42.857143,
47.619048,
38.095238
],
[
0.09927,
0.364657,
0.051917,
1.316716,
4.758935,
0.723394
],
[
42530,
36993,
42530,
2462867,
2462867,
1215813
],
[
-2105080,
-79291,
-2105080,
-4826151,
-631692,
-4826151
],
[
161,
183,
140,
161,
183,
140
],
[
64,
67,
61,
208,
246,
161
],
[
320,
322,
316,
126,
124,
128
],
[
13595,
7688,
5907,
13595,
7688,
5907
],
[
90.36237,
90.36237,
132.36237,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577286,
-579157,
-576914,
-581664,
507213,
-585364
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13935,
"evaluation_days": 2322.5,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562184000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042508786,
"expiration_time": 1766059920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 197,
"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) |
|---|