| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1325170.0928 | 1151648.5285 | 173521.5644 | 7068586.4397 | 3894677.2966 | 3173909.1431 |
| Total P&L (%) | 1325.1701 | 1151.6485 | 173.5216 | 7068.5864 | 3894.6773 | 3173.9091 |
| Avg Daily Profit (%) | 0.5734 | 0.4983 | 0.0751 | 0.185 | 0.1597 | 0.1511 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99461 | -110040 | -82904 | -6519361 | -4825390 | -5019478 |
| Profit Factor | 2.7367 | 3.7282 | 1.509 | 1.2121 | 1.1943 | 1.2391 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
| Profitability (%) | 40.2062 | 30.6122 | 50 | 40.2062 | 30.6122 | 50 |
| Ratio Avg Win / Avg Loss | 4.07 | 8.4505 | 1.509 | 1.8026 | 2.7071 | 1.2391 |
| Largest Winning Trade | 424745 | 424745 | 83130 | 4173466 | 4173466 | 2762416 |
| Largest Losing Trade | -44293 | -34266 | -44293 | -2419616 | -2214611 | -2419616 |
| Avg Bars in Trades | 138 | 127 | 148 | 138 | 127 | 148 |
| Avg Bars in Winners | 241 | 257 | 231 | 241 | 257 | 231 |
| Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
| Bars Traded | 13406 | 6257 | 7149 | 13406 | 6257 | 7149 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 464437 | 360232 | -90131 | 180632 | -5450 | 267108 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13866,
"evaluation_days": 2311,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759052644060,
"expiration_time": 1765036512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 103,
"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": [
[
1325170.092819187,
1151648.5284652282,
173521.5643539592,
7068586.439707831,
3894677.296609836,
3173909.143097999
],
[
1325.170093,
1151.648528,
173.521564,
7068.58644,
3894.677297,
3173.909143
],
[
0.573418,
0.498333,
0.075085,
0.185039,
0.159692,
0.151069
],
[
10,
10,
10,
10,
10,
10
],
[
-99461,
-110040,
-82904,
-6519361,
-4825390,
-5019478
],
[
2.736725,
3.728169,
1.509016,
1.212126,
1.194287,
1.23906
],
[
97,
49,
48,
97,
49,
48
],
[
39,
15,
24,
39,
15,
24
],
[
58,
34,
24,
58,
34,
24
],
[
40.206186,
30.612245,
50,
40.206186,
30.612245,
50
],
[
4.070001,
8.450517,
1.509016,
1.802648,
2.70705,
1.23906
],
[
424745,
424745,
83130,
4173466,
4173466,
2762416
],
[
-44293,
-34266,
-44293,
-2419616,
-2214611,
-2419616
],
[
138,
127,
148,
138,
127,
148
],
[
241,
257,
231,
241,
257,
231
],
[
68,
70,
66,
68,
70,
66
],
[
13406,
6257,
7149,
13406,
6257,
7149
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
464437,
360232,
-90131,
180632,
-5450,
267108
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13866,
"evaluation_days": 2311,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759052644060,
"expiration_time": 1765036512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 103,
"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) |
|---|