| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2434866.7664 | 2391972.7964 | 42893.9699 | 593758.9039 | 2260506.987 | -1666748.083 |
| Total P&L (%) | 2434.8668 | 2391.9728 | 42.894 | 593.7589 | 2260.507 | -1666.7481 |
| Avg Daily Profit (%) | 1.0473 | 1.0288 | 0.0184 | 0.0833 | 0.1361 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107804 | -53761 | -91646 | -2283176 | -788663 | -1999623 |
| Profit Factor | 5.0195 | 9.7228 | 1.1294 | 1.0781 | 1.8929 | 0.6715 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 42.2535 | 36.1111 | 48.5714 | 42.2535 | 36.1111 | 48.5714 |
| Ratio Avg Win / Avg Loss | 6.86 | 17.2018 | 1.1958 | 1.4734 | 3.3489 | 0.711 |
| Largest Winning Trade | 2255721 | 2255721 | 83549 | 1628793 | 1628793 | 759462 |
| Largest Losing Trade | -64194 | -38100 | -64194 | -1830062 | -560684 | -1830062 |
| Avg Bars in Trades | 59 | 53 | 65 | 59 | 53 | 65 |
| Avg Bars in Winners | 100 | 100 | 99 | 100 | 100 | 99 |
| Avg Bars in Losers | 29 | 27 | 33 | 29 | 27 | 33 |
| Bars Traded | 4225 | 1930 | 2295 | 4225 | 1930 | 2295 |
| Profit Streak | 0 | 0 | 75.3938 | 0 | 0 | 75.3938 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -73100 | 593622 | -248389 | -310201 | -12774 | -580785 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4650,
"evaluation_days": 2325,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566172800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760218026198,
"expiration_time": 1766210400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 54,
"offset": 105
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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": [
[
2434866.766365735,
2391972.7964492342,
42893.9699165,
593758.9039441141,
2260506.986990833,
-1666748.083046719
],
[
2434.866766,
2391.972796,
42.89397,
593.758904,
2260.506987,
-1666.748083
],
[
1.047255,
1.028806,
0.018449,
0.083345,
0.136069,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-107804,
-53761,
-91646,
-2283176,
-788663,
-1999623
],
[
5.019548,
9.72275,
1.12938,
1.078072,
1.89285,
0.671476
],
[
71,
36,
35,
71,
36,
35
],
[
30,
13,
17,
30,
13,
17
],
[
41,
23,
18,
41,
23,
18
],
[
42.253521,
36.111111,
48.571429,
42.253521,
36.111111,
48.571429
],
[
6.860049,
17.201788,
1.195814,
1.473366,
3.348889,
0.710975
],
[
2255721,
2255721,
83549,
1628793,
1628793,
759462
],
[
-64194,
-38100,
-64194,
-1830062,
-560684,
-1830062
],
[
59,
53,
65,
59,
53,
65
],
[
100,
100,
99,
100,
100,
99
],
[
29,
27,
33,
29,
27,
33
],
[
4225,
1930,
2295,
4225,
1930,
2295
],
[
0,
0,
75.393822,
0,
0,
75.393822
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-73100,
593622,
-248389,
-310201,
-12774,
-580785
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4650,
"evaluation_days": 2325,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566172800000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760218026198,
"expiration_time": 1766210400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 54,
"offset": 105
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 4,
"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) |
|---|