| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2197231.0646 | 2171381.3747 | 25849.69 | -31680.1179 | -17883.889 | -13796.2289 |
| Total P&L (%) | 2197.2311 | 2171.3814 | 25.8497 | -31.6801 | -17.8839 | -13.7962 |
| Avg Daily Profit (%) | 0.9468 | 0.9357 | 0.0111 | -0.0164 | -0.0085 | -0.0064 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270214 | -269299 | -40104 | -1132989 | -1121561 | -196389 |
| Profit Factor | 2.999 | 3.4163 | 1.1289 | 0.9854 | 0.9895 | 0.9701 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
| Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
| Profitability (%) | 42 | 32 | 52 | 42 | 32 | 52 |
| Ratio Avg Win / Avg Loss | 4.1414 | 7.2597 | 1.0421 | 1.3608 | 2.1028 | 0.8955 |
| Largest Winning Trade | 1828010 | 1828010 | 27704 | 865611 | 865611 | 223606 |
| Largest Losing Trade | -57968 | -57968 | -20412 | -207679 | -207679 | -153138 |
| Avg Bars in Trades | 91 | 172 | 11 | 91 | 172 | 11 |
| Avg Bars in Winners | 116 | 288 | 11 | 116 | 288 | 11 |
| Avg Bars in Losers | 73 | 117 | 11 | 73 | 117 | 11 |
| Bars Traded | 13775 | 12940 | 833 | 13775 | 12940 | 833 |
| 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 | 601071 | -44140 | -316602 | -581436 | -641958 | -637199 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13924,
"evaluation_days": 2320.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560916800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759894844420,
"expiration_time": 1765896768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 3.00725
}
}
} {
"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": [
[
2197231.064635776,
2171381.374658334,
25849.6899774428,
-31680.1178998628,
-17883.8890343194,
-13796.2288655431
],
[
2197.231065,
2171.381375,
25.84969,
-31.680118,
-17.883889,
-13.796229
],
[
0.946809,
0.93567,
0.011139,
-0.016415,
-0.00849,
-0.006397
],
[
10,
10,
10,
10,
10,
10
],
[
-270214,
-269299,
-40104,
-1132989,
-1121561,
-196389
],
[
2.998968,
3.416327,
1.128891,
0.985403,
0.989534,
0.97011
],
[
150,
75,
75,
150,
75,
75
],
[
63,
24,
39,
63,
24,
39
],
[
87,
51,
36,
87,
51,
36
],
[
42,
32,
52,
42,
32,
52
],
[
4.141431,
7.259695,
1.042054,
1.360795,
2.102761,
0.895486
],
[
1828010,
1828010,
27704,
865611,
865611,
223606
],
[
-57968,
-57968,
-20412,
-207679,
-207679,
-153138
],
[
91,
172,
11,
91,
172,
11
],
[
116,
288,
11,
116,
288,
11
],
[
73,
117,
11,
73,
117,
11
],
[
13775,
12940,
833,
13775,
12940,
833
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
601071,
-44140,
-316602,
-581436,
-641958,
-637199
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13924,
"evaluation_days": 2320.67,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1560916800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759894844420,
"expiration_time": 1765896768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 3.00725
}
}
}
| # | 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) |
|---|