| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310676.4157 | 361314.5195 | -50638.1038 | -87247.4164 | -35791.905 | -51455.5113 |
| Total P&L (%) | 310.6764 | 361.3145 | -50.6381 | -87.2474 | -35.7919 | -51.4555 |
| Avg Daily Profit (%) | 0.1341 | 0.1559 | -0.0219 | -0.0888 | -0.0191 | -0.0312 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -251167 | -136481 | -317244 | -258702 | -168007 | -241517 |
| Profit Factor | 1.129 | 1.3092 | 0.9592 | 0.9342 | 0.9446 | 0.9243 |
| Total Trades | 681 | 341 | 340 | 681 | 341 | 340 |
| Winning Trades | 336 | 172 | 164 | 335 | 172 | 163 |
| Losing Trades | 345 | 169 | 176 | 345 | 169 | 176 |
| Profitability (%) | 49.3392 | 50.4399 | 48.2353 | 49.1924 | 50.4399 | 47.9412 |
| Ratio Avg Win / Avg Loss | 1.1592 | 1.2864 | 1.0293 | 0.9621 | 0.9281 | 0.9981 |
| Largest Winning Trade | 105107 | 105107 | 38622 | 61179 | 61179 | 50736 |
| Largest Losing Trade | -62548 | -62548 | -48001 | -78831 | -55876 | -78831 |
| Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
| Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
| Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
| Bars Traded | 13718 | 5864 | 7854 | 13718 | 5864 | 7854 |
| 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 | -89090 | 322089 | -578297 | -577256 | -579215 | -580078 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13904,
"evaluation_days": 2317.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560744000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759596780105,
"expiration_time": 1765600128000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 23
}
}
} {
"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": [
[
310676.4156818333,
361314.5194647013,
-50638.1037828677,
-87247.4163745253,
-35791.9050467664,
-51455.5113277588
],
[
310.676416,
361.314519,
-50.638104,
-87.247416,
-35.791905,
-51.455511
],
[
0.134067,
0.155918,
-0.021852,
-0.088832,
-0.019117,
-0.031181
],
[
10,
10,
10,
10,
10,
10
],
[
-251167,
-136481,
-317244,
-258702,
-168007,
-241517
],
[
1.129008,
1.309249,
0.959157,
0.934221,
0.944622,
0.924337
],
[
681,
341,
340,
681,
341,
340
],
[
336,
172,
164,
335,
172,
163
],
[
345,
169,
176,
345,
169,
176
],
[
49.339207,
50.439883,
48.235294,
49.192364,
50.439883,
47.941176
],
[
1.159249,
1.286413,
1.029339,
0.962108,
0.928146,
0.998057
],
[
105107,
105107,
38622,
61179,
61179,
50736
],
[
-62548,
-62548,
-48001,
-78831,
-55876,
-78831
],
[
20,
17,
23,
20,
17,
23
],
[
21,
16,
25,
21,
16,
25
],
[
19,
17,
20,
19,
17,
20
],
[
13718,
5864,
7854,
13718,
5864,
7854
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-89090,
322089,
-578297,
-577256,
-579215,
-580078
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13904,
"evaluation_days": 2317.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560744000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759596780105,
"expiration_time": 1765600128000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 23
}
}
}
| # | 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) |
|---|