| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1112163.8977 | 964903.0919 | 147260.8059 | 3428055.2949 | -686928.5725 | 4114983.8674 |
| Total P&L (%) | 1112.1639 | 964.9031 | 147.2608 | 3428.0553 | -686.9286 | 4114.9839 |
| Avg Daily Profit (%) | 0.5339 | 0.4632 | 0.0707 | 0.1712 | 0 | 0.1798 |
| Buy And Hold Return (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
| Max Trade Drawdown | -147375 | -110860 | -146252 | -14167448 | -11734076 | -4588720 |
| Profit Factor | 1.5281 | 1.9137 | 1.1403 | 1.0389 | 0.9861 | 1.1058 |
| Total Trades | 786 | 393 | 393 | 786 | 393 | 393 |
| Winning Trades | 358 | 179 | 179 | 358 | 179 | 179 |
| Losing Trades | 428 | 214 | 214 | 428 | 214 | 214 |
| Profitability (%) | 45.5471 | 45.5471 | 45.5471 | 45.5471 | 45.5471 | 45.5471 |
| Ratio Avg Win / Avg Loss | 1.8269 | 2.2879 | 1.3632 | 1.242 | 1.1789 | 1.3221 |
| Largest Winning Trade | 534817 | 534817 | 43003 | 7460627 | 7460627 | 2168165 |
| Largest Losing Trade | -31517 | -25798 | -31517 | -2965740 | -2965740 | -1518241 |
| Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
| Bars Traded | 24722 | 11997 | 12725 | 24722 | 11997 | 12725 |
| 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 | 570756 | 492776 | -170523 | -167619 | -579344 | -96464 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580796000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759991890090,
"expiration_time": 1766468822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 119,
"offset": 0
}
},
"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": [
[
1112163.8977211835,
964903.0918706672,
147260.8058505174,
3428055.294898487,
-686928.5725178622,
4114983.867416337
],
[
1112.163898,
964.903092,
147.260806,
3428.055295,
-686.928573,
4114.983867
],
[
0.533904,
0.46321,
0.070694,
0.171207,
0,
0.179762
],
[
66.666667,
66.666667,
66.666667,
66.666667,
66.666667,
66.666667
],
[
-147375,
-110860,
-146252,
-14167448,
-11734076,
-4588720
],
[
1.5281,
1.913713,
1.140255,
1.038857,
0.986079,
1.105846
],
[
786,
393,
393,
786,
393,
393
],
[
358,
179,
179,
358,
179,
179
],
[
428,
214,
214,
428,
214,
214
],
[
45.547074,
45.547074,
45.547074,
45.547074,
45.547074,
45.547074
],
[
1.826891,
2.287903,
1.36321,
1.241985,
1.178888,
1.322073
],
[
534817,
534817,
43003,
7460627,
7460627,
2168165
],
[
-31517,
-25798,
-31517,
-2965740,
-2965740,
-1518241
],
[
31,
30,
32,
31,
30,
32
],
[
42,
39,
45,
42,
39,
45
],
[
22,
22,
21,
22,
22,
21
],
[
24722,
11997,
12725,
24722,
11997,
12725
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
570756,
492776,
-170523,
-167619,
-579344,
-96464
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580796000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759991890090,
"expiration_time": 1766468822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 119,
"offset": 0
}
},
"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) |
|---|