| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 108313.4205 | 408425.186 | -300111.7655 | -99614.2582 | 14759.5735 | -114373.8317 |
| Total P&L (%) | 108.3134 | 408.4252 | -300.1118 | -99.6143 | 14.7596 | -114.3738 |
| Avg Daily Profit (%) | 0.0468 | 0.1763 | -0.1296 | -0.2397 | 0.0059 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -485321 | -207512 | -571672 | -164089 | -9449 | -162697 |
| Profit Factor | 1.0897 | 1.8692 | 0.5932 | 0.5783 | 1.2091 | 0.3094 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 33 | 17 | 16 | 33 | 16 | 17 |
| Losing Trades | 42 | 21 | 21 | 42 | 22 | 20 |
| Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 42.1053 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.3869 | 2.309 | 0.7785 | 0.736 | 1.6625 | 0.364 |
| Largest Winning Trade | 156891 | 156891 | 60477 | 58472 | 58472 | 30603 |
| Largest Losing Trade | -243163 | -57240 | -243163 | -128133 | -57240 | -128133 |
| Avg Bars in Trades | 180 | 225 | 134 | 180 | 225 | 134 |
| Avg Bars in Winners | 193 | 195 | 192 | 177 | 174 | 180 |
| Avg Bars in Losers | 170 | 250 | 89 | 182 | 262 | 94 |
| Bars Traded | 13540 | 8581 | 4960 | 13540 | 8581 | 4960 |
| 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 | -315929 | 321580 | -583400 | -644388 | -205000 | -582349 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13897,
"evaluation_days": 2316.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561982400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506477620,
"expiration_time": 1765496304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 109,
"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": [
[
108313.4204854959,
408425.1860005029,
-300111.7655150068,
-99614.2582214523,
14759.5734518389,
-114373.8316732912
],
[
108.31342,
408.425186,
-300.111766,
-99.614258,
14.759573,
-114.373832
],
[
0.046764,
0.176336,
-0.129572,
-0.239667,
0.005944,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-485321,
-207512,
-571672,
-164089,
-9449,
-162697
],
[
1.089694,
1.869164,
0.593167,
0.57827,
1.209117,
0.309434
],
[
75,
38,
37,
75,
38,
37
],
[
33,
17,
16,
33,
16,
17
],
[
42,
21,
21,
42,
22,
20
],
[
44,
44.736842,
43.243243,
44,
42.105263,
45.945946
],
[
1.386884,
2.308967,
0.778532,
0.73598,
1.662536,
0.36404
],
[
156891,
156891,
60477,
58472,
58472,
30603
],
[
-243163,
-57240,
-243163,
-128133,
-57240,
-128133
],
[
180,
225,
134,
180,
225,
134
],
[
193,
195,
192,
177,
174,
180
],
[
170,
250,
89,
182,
262,
94
],
[
13540,
8581,
4960,
13540,
8581,
4960
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-315929,
321580,
-583400,
-644388,
-205000,
-582349
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13897,
"evaluation_days": 2316.17,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1561982400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759506477620,
"expiration_time": 1765496304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 109,
"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) |
|---|