| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1157601.7776 | 1126536.462 | 31065.3156 | 329200.1314 | 1036761.9538 | -707561.8224 |
| Total P&L (%) | 1157.6018 | 1126.5365 | 31.0653 | 329.2001 | 1036.762 | -707.5618 |
| Avg Daily Profit (%) | 0.5557 | 0.5407 | 0.0149 | 0.0699 | 0.1167 | 0 |
| Buy And Hold Return (%) | 96.8504 | 96.8504 | 96.8504 | 96.8504 | 96.8504 | 96.8504 |
| Max Trade Drawdown | -280743 | -283371 | -46176 | -9212882 | -8881499 | -2707334 |
| Profit Factor | 1.9754 | 2.1198 | 1.1718 | 1.0117 | 1.0443 | 0.8505 |
| Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
| Winning Trades | 120 | 51 | 69 | 120 | 51 | 69 |
| Losing Trades | 139 | 78 | 61 | 139 | 78 | 61 |
| Profitability (%) | 46.332 | 39.5349 | 53.0769 | 46.332 | 39.5349 | 53.0769 |
| Ratio Avg Win / Avg Loss | 2.2881 | 3.242 | 1.0359 | 1.1719 | 1.5972 | 0.7519 |
| Largest Winning Trade | 633388 | 633388 | 16855 | 6094374 | 6094374 | 794253 |
| Largest Losing Trade | -47039 | -47039 | -9664 | -2955524 | -2955524 | -646108 |
| Avg Bars in Trades | 94 | 184 | 4 | 94 | 184 | 4 |
| Avg Bars in Winners | 105 | 241 | 5 | 105 | 241 | 5 |
| Avg Bars in Losers | 84 | 147 | 4 | 84 | 147 | 4 |
| Bars Traded | 24420 | 23783 | 637 | 24420 | 23783 | 637 |
| 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 | 531313 | 385191 | -369799 | -310020 | -211676 | -580310 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1579996800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759416238773,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 238,
"offset": 0,
"std": 2.5545
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1157601.7775707908,
1126536.4619820716,
31065.3155887191,
329200.1313827119,
1036761.9538175506,
-707561.8224348389
],
[
1157.601778,
1126.536462,
31.065316,
329.200131,
1036.761954,
-707.561822
],
[
0.55565,
0.540738,
0.014911,
0.069949,
0.116745,
0
],
[
96.850394,
96.850394,
96.850394,
96.850394,
96.850394,
96.850394
],
[
-280743,
-283371,
-46176,
-9212882,
-8881499,
-2707334
],
[
1.97535,
2.119796,
1.171785,
1.011705,
1.044319,
0.850464
],
[
259,
129,
130,
259,
129,
130
],
[
120,
51,
69,
120,
51,
69
],
[
139,
78,
61,
139,
78,
61
],
[
46.332046,
39.534884,
53.076923,
46.332046,
39.534884,
53.076923
],
[
2.288114,
3.242041,
1.035926,
1.171892,
1.597195,
0.751859
],
[
633388,
633388,
16855,
6094374,
6094374,
794253
],
[
-47039,
-47039,
-9664,
-2955524,
-2955524,
-646108
],
[
94,
184,
4,
94,
184,
4
],
[
105,
241,
5,
105,
241,
5
],
[
84,
147,
4,
84,
147,
4
],
[
24420,
23783,
637,
24420,
23783,
637
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
531313,
385191,
-369799,
-310020,
-211676,
-580310
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1579996800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759416238773,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 238,
"offset": 0,
"std": 2.5545
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|