| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411154.4934 | 448528.7548 | -37374.2614 | -93079.3888 | 1834703.7954 | -1927783.1842 |
| Total P&L (%) | 411.1545 | 448.5288 | -37.3743 | -93.0794 | 1834.7038 | -1927.7832 |
| Avg Daily Profit (%) | 0.1778 | 0.194 | -0.0162 | -0.1154 | 0.1282 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -231294 | -137302 | -262361 | -1668234 | -287529 | -2308005 |
| Profit Factor | 1.2509 | 1.6004 | 0.9581 | 0.9798 | 2.4849 | 0.427 |
| Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
| Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Profitability (%) | 58.7189 | 58.8652 | 58.5714 | 58.7189 | 58.8652 | 58.5714 |
| Ratio Avg Win / Avg Loss | 0.8794 | 1.1184 | 0.6777 | 0.6888 | 1.7364 | 0.302 |
| Largest Winning Trade | 87536 | 87536 | 48383 | 446146 | 446146 | 224171 |
| Largest Losing Trade | -79923 | -51402 | -79923 | -1297978 | -287529 | -1297978 |
| Avg Bars in Trades | 48 | 40 | 55 | 48 | 40 | 55 |
| Avg Bars in Winners | 42 | 31 | 54 | 42 | 31 | 54 |
| Avg Bars in Losers | 56 | 54 | 58 | 56 | 54 | 58 |
| Bars Traded | 13574 | 5771 | 7803 | 13574 | 5771 | 7803 |
| Profit Streak | 0 | 0 | 76.2081 | 0 | 0 | 76.2081 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 293355 | 376423 | -578430 | -578177 | -15750 | -578430 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13874,
"evaluation_days": 2312.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562702400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165177361,
"expiration_time": 1765155168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 233,
"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": [
[
411154.4934323543,
448528.7548008315,
-37374.2613684768,
-93079.3887875736,
1834703.7954162774,
-1927783.1842038494
],
[
411.154493,
448.528755,
-37.374261,
-93.079389,
1834.703795,
-1927.783184
],
[
0.17781,
0.193973,
-0.016163,
-0.11543,
0.128201,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-231294,
-137302,
-262361,
-1668234,
-287529,
-2308005
],
[
1.250926,
1.600441,
0.958079,
0.979765,
2.484911,
0.42698
],
[
281,
141,
140,
281,
141,
140
],
[
165,
83,
82,
165,
83,
82
],
[
116,
58,
58,
116,
58,
58
],
[
58.718861,
58.865248,
58.571429,
58.718861,
58.865248,
58.571429
],
[
0.879439,
1.118381,
0.677666,
0.688804,
1.736444,
0.30201
],
[
87536,
87536,
48383,
446146,
446146,
224171
],
[
-79923,
-51402,
-79923,
-1297978,
-287529,
-1297978
],
[
48,
40,
55,
48,
40,
55
],
[
42,
31,
54,
42,
31,
54
],
[
56,
54,
58,
56,
54,
58
],
[
13574,
5771,
7803,
13574,
5771,
7803
],
[
0,
0,
76.208071,
0,
0,
76.208071
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
293355,
376423,
-578430,
-578177,
-15750,
-578430
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13874,
"evaluation_days": 2312.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562702400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759165177361,
"expiration_time": 1765155168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 233,
"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) |
|---|