| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1063135.2259 | 915284.1274 | 147851.0984 | 7305073.9342 | 6425527.3794 | 879546.5548 |
| Total P&L (%) | 1063.1352 | 915.2841 | 147.8511 | 7305.0739 | 6425.5274 | 879.5466 |
| Avg Daily Profit (%) | 0.5103 | 0.4393 | 0.071 | 0.2068 | 0.2008 | 0.1096 |
| Buy And Hold Return (%) | 61.7742 | 61.7742 | 61.7742 | 61.7742 | 61.7742 | 61.7742 |
| Max Trade Drawdown | -85812 | -104504 | -117017 | -9045763 | -7561610 | -5355747 |
| Profit Factor | 2.3272 | 3.4128 | 1.3506 | 1.1817 | 1.2983 | 1.0471 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 46.8254 | 44.4444 | 49.2063 | 46.8254 | 44.4444 | 49.2063 |
| Ratio Avg Win / Avg Loss | 2.6427 | 4.266 | 1.3942 | 1.3419 | 1.6229 | 1.0809 |
| Largest Winning Trade | 318942 | 318942 | 65382 | 6760172 | 6760172 | 2434357 |
| Largest Losing Trade | -44736 | -44736 | -23057 | -4610103 | -4610103 | -2874941 |
| Avg Bars in Trades | 194 | 195 | 192 | 194 | 195 | 192 |
| Avg Bars in Winners | 291 | 273 | 307 | 291 | 273 | 307 |
| Avg Bars in Losers | 108 | 133 | 81 | 108 | 133 | 81 |
| Bars Traded | 24484 | 12344 | 12140 | 24484 | 12344 | 12140 |
| 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 | 511958 | -132508 | -249043 | -13446 | -139889 | -361941 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579341600000,
"first_datapoint_time": 1581076800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759415516404,
"expiration_time": 1765886400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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": [
[
1063135.2258790706,
915284.1274415102,
147851.0984375597,
7305073.934168012,
6425527.379411931,
879546.5547560836
],
[
1063.135226,
915.284127,
147.851098,
7305.073934,
6425.527379,
879.546555
],
[
0.510306,
0.439337,
0.070969,
0.206842,
0.20076,
0.109592
],
[
61.774194,
61.774194,
61.774194,
61.774194,
61.774194,
61.774194
],
[
-85812,
-104504,
-117017,
-9045763,
-7561610,
-5355747
],
[
2.327155,
3.41283,
1.350588,
1.181714,
1.29833,
1.047129
],
[
126,
63,
63,
126,
63,
63
],
[
59,
28,
31,
59,
28,
31
],
[
67,
35,
32,
67,
35,
32
],
[
46.825397,
44.444444,
49.206349,
46.825397,
44.444444,
49.206349
],
[
2.642701,
4.266037,
1.394156,
1.341946,
1.622912,
1.080907
],
[
318942,
318942,
65382,
6760172,
6760172,
2434357
],
[
-44736,
-44736,
-23057,
-4610103,
-4610103,
-2874941
],
[
194,
195,
192,
194,
195,
192
],
[
291,
273,
307,
291,
273,
307
],
[
108,
133,
81,
108,
133,
81
],
[
24484,
12344,
12140,
24484,
12344,
12140
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
511958,
-132508,
-249043,
-13446,
-139889,
-361941
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579341600000,
"first_datapoint_time": 1581076800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759415516404,
"expiration_time": 1765886400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 51,
"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) |
|---|