| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2171645.9028 | 2017800.7802 | 153845.1226 | 9135862.0453 | 3003030.1881 | 6132831.8572 |
| Total P&L (%) | 2171.6459 | 2017.8008 | 153.8451 | 9135.862 | 3003.0302 | 6132.8319 |
| Avg Daily Profit (%) | 0.9383 | 0.8719 | 0.0665 | 0.1957 | 0.1485 | 0.1787 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94506 | -98931 | -86186 | -12852506 | -9752176 | -10151693 |
| Profit Factor | 4.8844 | 8.1924 | 1.5524 | 1.182 | 1.1028 | 1.2923 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 50.7692 | 51.5152 | 50 | 50.7692 | 51.5152 | 50 |
| Ratio Avg Win / Avg Loss | 4.7364 | 7.7104 | 1.5524 | 1.1462 | 1.038 | 1.2923 |
| Largest Winning Trade | 1542783 | 1542783 | 78630 | 8149113 | 8149113 | 4915319 |
| Largest Losing Trade | -52894 | -33699 | -52894 | -5042591 | -4096496 | -5042591 |
| Avg Bars in Trades | 192 | 165 | 219 | 192 | 165 | 219 |
| Avg Bars in Winners | 283 | 235 | 334 | 283 | 235 | 334 |
| Avg Bars in Losers | 98 | 92 | 104 | 98 | 92 | 104 |
| Bars Traded | 12505 | 5475 | 7030 | 12505 | 5475 | 7030 |
| 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 | -114903 | 789416 | -101468 | -148172 | -101580 | 282967 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13886,
"evaluation_days": 2314.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562601600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340065764,
"expiration_time": 1765333152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 106,
"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": [
[
2171645.902787978,
2017800.7802212932,
153845.122566684,
9135862.045281515,
3003030.1881067147,
6132831.857174804
],
[
2171.645903,
2017.80078,
153.845123,
9135.862045,
3003.030188,
6132.831857
],
[
0.938348,
0.871873,
0.066475,
0.195742,
0.148532,
0.178717
],
[
10,
10,
10,
10,
10,
10
],
[
-94506,
-98931,
-86186,
-12852506,
-9752176,
-10151693
],
[
4.8844,
8.192352,
1.552366,
1.182049,
1.102838,
1.292292
],
[
65,
33,
32,
65,
33,
32
],
[
33,
17,
16,
33,
17,
16
],
[
32,
16,
16,
32,
16,
16
],
[
50.769231,
51.515152,
50,
50.769231,
51.515152,
50
],
[
4.736388,
7.710449,
1.552366,
1.14623,
1.037965,
1.292292
],
[
1542783,
1542783,
78630,
8149113,
8149113,
4915319
],
[
-52894,
-33699,
-52894,
-5042591,
-4096496,
-5042591
],
[
192,
165,
219,
192,
165,
219
],
[
283,
235,
334,
283,
235,
334
],
[
98,
92,
104,
98,
92,
104
],
[
12505,
5475,
7030,
12505,
5475,
7030
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114903,
789416,
-101468,
-148172,
-101580,
282967
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13886,
"evaluation_days": 2314.33,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562601600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759340065764,
"expiration_time": 1765333152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 106,
"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) |
|---|