| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 839533.7743 | 766478.7962 | 73054.9781 | 369966.772 | 289868.0392 | 80098.7328 |
| Total P&L (%) | 839.5338 | 766.4788 | 73.055 | 369.9668 | 289.868 | 80.0987 |
| Avg Daily Profit (%) | 0.3631 | 0.3315 | 0.0316 | 0.067 | 0.0589 | 0.0255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149112 | -181476 | -173803 | -445561 | -423697 | -287182 |
| Profit Factor | 1.8315 | 2.6192 | 1.1362 | 1.1897 | 1.296 | 1.0825 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 51.1811 | 46.875 | 55.5556 | 51.1811 | 46.875 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.747 | 2.9684 | 0.909 | 1.1347 | 1.4688 | 0.866 |
| Largest Winning Trade | 315616 | 315616 | 63963 | 184958 | 184958 | 128478 |
| Largest Losing Trade | -59077 | -40338 | -59077 | -106069 | -106069 | -97156 |
| Avg Bars in Trades | 106 | 107 | 104 | 106 | 107 | 104 |
| Avg Bars in Winners | 130 | 134 | 126 | 130 | 134 | 126 |
| Avg Bars in Losers | 81 | 83 | 77 | 81 | 83 | 77 |
| Bars Traded | 13503 | 6898 | 6605 | 13503 | 6898 | 6605 |
| 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 | 482284 | -126238 | -368987 | -114949 | -254652 | -436319 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13872,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562702400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759148137259,
"expiration_time": 1765125504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 171,
"offset": 62
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 110,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
839533.7742830534,
766478.7961883721,
73054.9780946814,
369966.7720002051,
289868.0391520921,
80098.7328481129
],
[
839.533774,
766.478796,
73.054978,
369.966772,
289.868039,
80.098733
],
[
0.36312,
0.331522,
0.031598,
0.066955,
0.058868,
0.02545
],
[
10,
10,
10,
10,
10,
10
],
[
-149112,
-181476,
-173803,
-445561,
-423697,
-287182
],
[
1.831486,
2.619168,
1.13622,
1.189655,
1.29597,
1.082461
],
[
127,
64,
63,
127,
64,
63
],
[
65,
30,
35,
65,
30,
35
],
[
62,
34,
28,
62,
34,
28
],
[
51.181102,
46.875,
55.555556,
51.181102,
46.875,
55.555556
],
[
1.746956,
2.968391,
0.908976,
1.134748,
1.468766,
0.865969
],
[
315616,
315616,
63963,
184958,
184958,
128478
],
[
-59077,
-40338,
-59077,
-106069,
-106069,
-97156
],
[
106,
107,
104,
106,
107,
104
],
[
130,
134,
126,
130,
134,
126
],
[
81,
83,
77,
81,
83,
77
],
[
13503,
6898,
6605,
13503,
6898,
6605
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482284,
-126238,
-368987,
-114949,
-254652,
-436319
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13872,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562702400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759148137259,
"expiration_time": 1765125504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 171,
"offset": 62
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 110,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|