| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2014815.2357 | 1956656.8216 | 58158.4141 | 962482.1564 | 1679237.4448 | -716755.2884 |
| Total P&L (%) | 2014.8152 | 1956.6568 | 58.1584 | 962.4822 | 1679.2374 | -716.7553 |
| Avg Daily Profit (%) | 0.8689 | 0.8438 | 0.0251 | 0.102 | 0.1242 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151893 | -79720 | -160020 | -4602537 | -3225492 | -2623115 |
| Profit Factor | 3.84 | 6.088 | 1.179 | 1.0849 | 1.2635 | 0.8557 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 38.0282 | 30.5556 | 45.7143 | 38.0282 | 30.5556 | 45.7143 |
| Ratio Avg Win / Avg Loss | 6.2578 | 13.8363 | 1.4001 | 1.7679 | 2.8716 | 1.0162 |
| Largest Winning Trade | 1654088 | 1654088 | 80767 | 2140893 | 2140893 | 840417 |
| Largest Losing Trade | -43591 | -37497 | -43591 | -1117741 | -1117741 | -856560 |
| Avg Bars in Trades | 181 | 153 | 210 | 181 | 153 | 210 |
| Avg Bars in Winners | 356 | 350 | 360 | 356 | 350 | 360 |
| Avg Bars in Losers | 73 | 66 | 83 | 73 | 66 | 83 |
| Bars Traded | 12869 | 5512 | 7357 | 12869 | 5512 | 7357 |
| 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 | -75763 | 510063 | -185434 | -278437 | -33348 | -580787 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13913,
"evaluation_days": 2318.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561867200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759730941802,
"expiration_time": 1765733616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 175,
"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": [
[
2014815.2356793163,
1956656.8215528498,
58158.4141264677,
962482.1563651704,
1679237.4448043036,
-716755.2884391324
],
[
2014.815236,
1956.656822,
58.158414,
962.482156,
1679.237445,
-716.755288
],
[
0.868893,
0.843812,
0.025081,
0.101965,
0.124225,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151893,
-79720,
-160020,
-4602537,
-3225492,
-2623115
],
[
3.840028,
6.087972,
1.179021,
1.084862,
1.263493,
0.855746
],
[
71,
36,
35,
71,
36,
35
],
[
27,
11,
16,
27,
11,
16
],
[
44,
25,
19,
44,
25,
19
],
[
38.028169,
30.555556,
45.714286,
38.028169,
30.555556,
45.714286
],
[
6.257824,
13.836301,
1.400087,
1.767923,
2.871574,
1.016199
],
[
1654088,
1654088,
80767,
2140893,
2140893,
840417
],
[
-43591,
-37497,
-43591,
-1117741,
-1117741,
-856560
],
[
181,
153,
210,
181,
153,
210
],
[
356,
350,
360,
356,
350,
360
],
[
73,
66,
83,
73,
66,
83
],
[
12869,
5512,
7357,
12869,
5512,
7357
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75763,
510063,
-185434,
-278437,
-33348,
-580787
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13913,
"evaluation_days": 2318.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561867200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759730941802,
"expiration_time": 1765733616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 175,
"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) |
|---|