| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2432000.1227 | -133304.8993 | -2298695.2233 | -131964.7663 | 8779004.9479 | -8910969.7142 |
| Total P&L (%) | -2432.0001 | -133.3049 | -2298.6952 | -131.9648 | 8779.0049 | -8910.9697 |
| Avg Daily Profit (%) | -1.0497 | -0.0575 | -0.9922 | 0 | 0.1938 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2549806 | -215139 | -2374887 | -12888604 | -1183041 | -13544016 |
| Profit Factor | 0.1927 | 0.6365 | 0.1311 | 0.9915 | 5.9942 | 0.3562 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 43 | 18 | 25 | 27 | 16 | 11 |
| Losing Trades | 24 | 15 | 9 | 40 | 17 | 23 |
| Profitability (%) | 64.1791 | 54.5455 | 73.5294 | 40.2985 | 48.4848 | 32.3529 |
| Ratio Avg Win / Avg Loss | 0.1075 | 0.5304 | 0.0472 | 1.4689 | 6.3689 | 0.7448 |
| Largest Winning Trade | 39140 | 36653 | 39140 | 6613120 | 6613120 | 1625335 |
| Largest Losing Trade | -1972857 | -79774 | -1972857 | -9315253 | -1122515 | -9315253 |
| Avg Bars in Trades | 191 | 222 | 162 | 191 | 222 | 162 |
| Avg Bars in Winners | 74 | 84 | 68 | 281 | 324 | 219 |
| Avg Bars in Losers | 401 | 388 | 423 | 131 | 126 | 134 |
| Bars Traded | 12854 | 7345 | 5509 | 12854 | 7345 | 5509 |
| Profit Streak | 163.9073 | 163.9073 | 268.2406 | 0 | 0 | 0 |
| Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698470 | -578860 | -576372 | -704161 | 572220 | -587657 |
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13901,
"evaluation_days": 2316.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759556790356,
"expiration_time": 1765555632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 192,
"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": [
[
-2432000.122662767,
-133304.8993398931,
-2298695.2233228744,
-131964.7663018194,
8779004.947874522,
-8910969.714176347
],
[
-2432.000123,
-133.304899,
-2298.695223,
-131.964766,
8779.004948,
-8910.969714
],
[
-1.04971,
-0.057538,
-0.992173,
0,
0.193826,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2549806,
-215139,
-2374887,
-12888604,
-1183041,
-13544016
],
[
0.19268,
0.636537,
0.131149,
0.99154,
5.994249,
0.356199
],
[
67,
33,
34,
67,
33,
34
],
[
43,
18,
25,
27,
16,
11
],
[
24,
15,
9,
40,
17,
23
],
[
64.179104,
54.545455,
73.529412,
40.298507,
48.484848,
32.352941
],
[
0.107542,
0.530448,
0.047214,
1.468948,
6.36889,
0.744781
],
[
39140,
36653,
39140,
6613120,
6613120,
1625335
],
[
-1972857,
-79774,
-1972857,
-9315253,
-1122515,
-9315253
],
[
191,
222,
162,
191,
222,
162
],
[
74,
84,
68,
281,
324,
219
],
[
401,
388,
423,
131,
126,
134
],
[
12854,
7345,
5509,
12854,
7345,
5509
],
[
163.907296,
163.907296,
268.240629,
0,
0,
0
],
[
7,
3,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698470,
-578860,
-576372,
-704161,
572220,
-587657
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13901,
"evaluation_days": 2316.83,
"actual_first_datapoint_time": 1559361600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759556790356,
"expiration_time": 1765555632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 192,
"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) |
|---|