| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 158789.9704 | 387759.0379 | -228969.0676 | 403035.236 | 4116306.2475 | -3713271.0115 |
| Total P&L (%) | 158.79 | 387.759 | -228.9691 | 403.0352 | 4116.3062 | -3713.271 |
| Avg Daily Profit (%) | 0.0685 | 0.1674 | -0.0988 | 0.0698 | 0.1616 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -501531 | -181091 | -592882 | -13567984 | -4904688 | -11999315 |
| Profit Factor | 1.0604 | 1.3884 | 0.8596 | 1.0077 | 1.1762 | 0.8714 |
| Total Trades | 625 | 313 | 312 | 625 | 313 | 312 |
| Winning Trades | 334 | 162 | 172 | 334 | 161 | 173 |
| Losing Trades | 291 | 151 | 140 | 291 | 152 | 139 |
| Profitability (%) | 53.44 | 51.7572 | 55.1282 | 53.44 | 51.4377 | 55.4487 |
| Ratio Avg Win / Avg Loss | 0.9239 | 1.2941 | 0.6996 | 0.878 | 1.1105 | 0.7001 |
| Largest Winning Trade | 53527 | 53527 | 53150 | 5334537 | 3217833 | 5334537 |
| Largest Losing Trade | -343624 | -42016 | -343624 | -3955189 | -2647703 | -3955189 |
| Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
| Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 24 |
| Avg Bars in Losers | 23 | 23 | 23 | 22 | 23 | 22 |
| Bars Traded | 13690 | 6328 | 7362 | 13690 | 6328 | 7362 |
| Profit Streak | 12.6457 | 12.6457 | 25.979 | 12.6457 | 12.6457 | 25.979 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -252097 | 366003 | -577294 | -308436 | -16827 | -577253 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13901,
"evaluation_days": 2316.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561939200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759562986167,
"expiration_time": 1765555632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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": [
[
158789.9703519552,
387759.0379453744,
-228969.0675934196,
403035.2359619482,
4116306.247451932,
-3713271.0114899883
],
[
158.78997,
387.759038,
-228.969068,
403.035236,
4116.306247,
-3713.271011
],
[
0.068538,
0.167366,
-0.098829,
0.069753,
0.161625,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-501531,
-181091,
-592882,
-13567984,
-4904688,
-11999315
],
[
1.060407,
1.38841,
0.859558,
1.007717,
1.17621,
0.871351
],
[
625,
313,
312,
625,
313,
312
],
[
334,
162,
172,
334,
161,
173
],
[
291,
151,
140,
291,
152,
139
],
[
53.44,
51.757188,
55.128205,
53.44,
51.4377,
55.448718
],
[
0.923887,
1.294135,
0.69964,
0.877981,
1.110459,
0.700103
],
[
53527,
53527,
53150,
5334537,
3217833,
5334537
],
[
-343624,
-42016,
-343624,
-3955189,
-2647703,
-3955189
],
[
21,
20,
23,
21,
20,
23
],
[
20,
17,
23,
20,
17,
24
],
[
23,
23,
23,
22,
23,
22
],
[
13690,
6328,
7362,
13690,
6328,
7362
],
[
12.645673,
12.645673,
25.979006,
12.645673,
12.645673,
25.979007
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-252097,
366003,
-577294,
-308436,
-16827,
-577253
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13901,
"evaluation_days": 2316.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561939200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759562986167,
"expiration_time": 1765555632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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) |
|---|