| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2364150.9478 | 2209230.0755 | 154920.8723 | 2102190.8326 | 8350533.5246 | -6248342.692 |
| Total P&L (%) | 2364.1509 | 2209.2301 | 154.9209 | 2102.1908 | 8350.5335 | -6248.3427 |
| Avg Daily Profit (%) | 1.0247 | 0.9576 | 0.0671 | 0.1341 | 0.1925 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172416 | -122449 | -103415 | -19767251 | -14172168 | -11171605 |
| Profit Factor | 3.0341 | 4.4799 | 1.2937 | 1.0266 | 1.1893 | 0.8211 |
| Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
| Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
| Profitability (%) | 45.7565 | 44.8529 | 46.6667 | 45.7565 | 44.8529 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.5969 | 5.5081 | 1.4786 | 1.217 | 1.4623 | 0.9384 |
| Largest Winning Trade | 2010108 | 2010108 | 75062 | 12618050 | 12618050 | 4001013 |
| Largest Losing Trade | -49820 | -35214 | -49820 | -5276446 | -3325748 | -5276446 |
| Avg Bars in Trades | 50 | 37 | 63 | 50 | 37 | 63 |
| Avg Bars in Winners | 75 | 56 | 93 | 75 | 56 | 93 |
| Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
| Bars Traded | 13641 | 5116 | 8525 | 13641 | 5116 | 8525 |
| 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 | 681272 | 666755 | -104722 | -205076 | -6476 | -582270 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561665600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759018075908,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
2364150.947759349,
2209230.075466862,
154920.8722924868,
2102190.8325642557,
8350533.5245940965,
-6248342.6920298375
],
[
2364.150948,
2209.230075,
154.920872,
2102.190833,
8350.533525,
-6248.342692
],
[
1.024697,
0.95755,
0.067148,
0.134108,
0.192491,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-172416,
-122449,
-103415,
-19767251,
-14172168,
-11171605
],
[
3.034111,
4.479941,
1.293741,
1.026602,
1.189339,
0.821074
],
[
271,
136,
135,
271,
136,
135
],
[
124,
61,
63,
124,
61,
63
],
[
147,
75,
72,
147,
75,
72
],
[
45.756458,
44.852941,
46.666667,
45.756458,
44.852941,
46.666667
],
[
3.59689,
5.508124,
1.478562,
1.21702,
1.462302,
0.938371
],
[
2010108,
2010108,
75062,
12618050,
12618050,
4001013
],
[
-49820,
-35214,
-49820,
-5276446,
-3325748,
-5276446
],
[
50,
37,
63,
50,
37,
63
],
[
75,
56,
93,
75,
56,
93
],
[
29,
22,
36,
29,
22,
36
],
[
13641,
5116,
8525,
13641,
5116,
8525
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
681272,
666755,
-104722,
-205076,
-6476,
-582270
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13843,
"evaluation_days": 2307.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561665600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759018075908,
"expiration_time": 1764695376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|