| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 696003.6715 | 567448.2574 | 128555.4141 | 680583.9627 | 56866.1294 | 623717.8333 |
| Total P&L (%) | 696.0037 | 567.4483 | 128.5554 | 680.584 | 56.8661 | 623.7178 |
| Avg Daily Profit (%) | 0.3011 | 0.2455 | 0.0556 | 0.0889 | 0.0195 | 0.0857 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144786 | -110271 | -235645 | -2991952 | -1837102 | -1261614 |
| Profit Factor | 1.2728 | 1.4541 | 1.0988 | 1.0579 | 1.0096 | 1.1076 |
| Total Trades | 879 | 439 | 440 | 879 | 439 | 440 |
| Winning Trades | 308 | 128 | 180 | 308 | 128 | 180 |
| Losing Trades | 571 | 311 | 260 | 571 | 311 | 260 |
| Profitability (%) | 35.0398 | 29.1572 | 40.9091 | 35.0398 | 29.1572 | 40.9091 |
| Ratio Avg Win / Avg Loss | 2.3596 | 3.533 | 1.5871 | 1.9613 | 2.4529 | 1.5998 |
| Largest Winning Trade | 186225 | 186225 | 60604 | 750118 | 750118 | 629352 |
| Largest Losing Trade | -20961 | -13065 | -20961 | -271241 | -271241 | -209004 |
| Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
| Avg Bars in Winners | 29 | 35 | 25 | 29 | 35 | 25 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 13823 | 7218 | 6605 | 13823 | 7218 | 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 | 323319 | 39137 | -230959 | -230457 | -386088 | -180803 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13871,
"evaluation_days": 2311.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759134791701,
"expiration_time": 1765110672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
696003.6715168727,
567448.2573711992,
128555.4141456739,
680583.9627230646,
56866.1294116843,
623717.8333113792
],
[
696.003672,
567.448257,
128.555414,
680.583963,
56.866129,
623.717833
],
[
0.301062,
0.245454,
0.055608,
0.088925,
0.019477,
0.08565
],
[
10,
10,
10,
10,
10,
10
],
[
-144786,
-110271,
-235645,
-2991952,
-1837102,
-1261614
],
[
1.272799,
1.454102,
1.098757,
1.057937,
1.00956,
1.10756
],
[
879,
439,
440,
879,
439,
440
],
[
308,
128,
180,
308,
128,
180
],
[
571,
311,
260,
571,
311,
260
],
[
35.039818,
29.157175,
40.909091,
35.039818,
29.157175,
40.909091
],
[
2.359636,
3.533014,
1.587093,
1.961306,
2.452916,
1.599809
],
[
186225,
186225,
60604,
750118,
750118,
629352
],
[
-20961,
-13065,
-20961,
-271241,
-271241,
-209004
],
[
15,
16,
15,
15,
16,
15
],
[
29,
35,
25,
29,
35,
25
],
[
8,
8,
7,
8,
8,
7
],
[
13823,
7218,
6605,
13823,
7218,
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
],
[
323319,
39137,
-230959,
-230457,
-386088,
-180803
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13871,
"evaluation_days": 2311.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759134791701,
"expiration_time": 1765110672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|