| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2660262.251 | 2796087.3958 | -135825.1447 | -88630.1484 | 611397.4262 | -700027.5747 |
| Total P&L (%) | 2660.2623 | 2796.0874 | -135.8251 | -88.6301 | 611.3974 | -700.0276 |
| Avg Daily Profit (%) | 1.2769 | 1.3421 | -0.0652 | -0.1043 | 0.0942 | 0 |
| Buy And Hold Return (%) | 47.4465 | 47.4465 | 47.4465 | 47.4465 | 47.4465 | 47.4465 |
| Max Trade Drawdown | -280959 | -196783 | -195825 | -1410282 | -751518 | -739257 |
| Profit Factor | 3.3298 | 4.8263 | 0.6696 | 0.9578 | 1.5322 | 0.2658 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
| Profitability (%) | 34.1667 | 28.3333 | 40 | 34.1667 | 28.3333 | 40 |
| Ratio Avg Win / Avg Loss | 6.4159 | 12.2076 | 1.0044 | 1.8456 | 3.8756 | 0.3987 |
| Largest Winning Trade | 2764306 | 2764306 | 51772 | 1371997 | 1371997 | 113536 |
| Largest Losing Trade | -57338 | -57338 | -46254 | -430678 | -430678 | -421624 |
| Avg Bars in Trades | 204 | 305 | 102 | 204 | 305 | 102 |
| Avg Bars in Winners | 323 | 556 | 157 | 323 | 556 | 157 |
| Avg Bars in Losers | 142 | 205 | 66 | 142 | 205 | 66 |
| Bars Traded | 24480 | 18304 | 6176 | 24480 | 18304 | 6176 |
| 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 | 507868 | -163277 | -752458 | -583839 | -248726 | -754125 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579183200000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759248127837,
"expiration_time": 1765728000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 150,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
2660262.2510434217,
2796087.395767026,
-135825.144723604,
-88630.1484226127,
611397.4262397586,
-700027.5746623718
],
[
2660.262251,
2796.087396,
-135.825145,
-88.630148,
611.397426,
-700.027575
],
[
1.276928,
1.342124,
-0.065196,
-0.104308,
0.094223,
0
],
[
47.446458,
47.446458,
47.446458,
47.446458,
47.446458,
47.446458
],
[
-280959,
-196783,
-195825,
-1410282,
-751518,
-739257
],
[
3.329777,
4.826258,
0.669597,
0.957841,
1.532219,
0.265826
],
[
120,
60,
60,
120,
60,
60
],
[
41,
17,
24,
41,
17,
24
],
[
79,
43,
36,
79,
43,
36
],
[
34.166667,
28.333333,
40,
34.166667,
28.333333,
40
],
[
6.415912,
12.207594,
1.004396,
1.845595,
3.875612,
0.398738
],
[
2764306,
2764306,
51772,
1371997,
1371997,
113536
],
[
-57338,
-57338,
-46254,
-430678,
-430678,
-421624
],
[
204,
305,
102,
204,
305,
102
],
[
323,
556,
157,
323,
556,
157
],
[
142,
205,
66,
142,
205,
66
],
[
24480,
18304,
6176,
24480,
18304,
6176
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507868,
-163277,
-752458,
-583839,
-248726,
-754125
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579183200000,
"first_datapoint_time": 1580968800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759248127837,
"expiration_time": 1765728000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 150,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|