| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1078302.1664 | 936926.1559 | 141376.0104 | 3981479.1843 | -1448255.756 | 5429734.9403 |
| Total P&L (%) | 1078.3022 | 936.9262 | 141.376 | 3981.4792 | -1448.2558 | 5429.7349 |
| Avg Daily Profit (%) | 0.4651 | 0.4041 | 0.061 | 0.1601 | 0 | 0.1732 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134405 | -138986 | -124142 | -15464325 | -10647691 | -4816634 |
| Profit Factor | 2.0492 | 2.7914 | 1.2801 | 1.1108 | 0.9344 | 1.3915 |
| Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
| Profitability (%) | 33.5079 | 30.5263 | 36.4583 | 33.5079 | 30.5263 | 36.4583 |
| Ratio Avg Win / Avg Loss | 4.0665 | 6.3528 | 2.2311 | 2.2043 | 2.1265 | 2.4252 |
| Largest Winning Trade | 406077 | 406077 | 65271 | 7509689 | 7509689 | 6433606 |
| Largest Losing Trade | -51891 | -51891 | -34050 | -7095941 | -7095941 | -1269281 |
| Avg Bars in Trades | 34 | 38 | 31 | 34 | 38 | 31 |
| Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
| Avg Bars in Losers | 17 | 22 | 11 | 17 | 22 | 11 |
| Bars Traded | 6678 | 3611 | 3067 | 6678 | 3611 | 3067 |
| 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 | 316255 | 260485 | -115999 | -95246 | -585873 | 143954 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6956,
"evaluation_days": 2318.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566806400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679608044,
"expiration_time": 1765661184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1078302.166360638,
936926.1559184438,
141376.0104421946,
3981479.184280133,
-1448255.7560312385,
5429734.9403113695
],
[
1078.302166,
936.926156,
141.37601,
3981.479184,
-1448.255756,
5429.73494
],
[
0.465052,
0.404079,
0.060973,
0.160092,
0,
0.173211
],
[
10,
10,
10,
10,
10,
10
],
[
-134405,
-138986,
-124142,
-15464325,
-10647691,
-4816634
],
[
2.049238,
2.79137,
1.280131,
1.110806,
0.934358,
1.391506
],
[
191,
95,
96,
191,
95,
96
],
[
64,
29,
35,
64,
29,
35
],
[
127,
66,
61,
127,
66,
61
],
[
33.507853,
30.526316,
36.458333,
33.507853,
30.526316,
36.458333
],
[
4.066457,
6.352773,
2.231086,
2.204257,
2.12647,
2.425196
],
[
406077,
406077,
65271,
7509689,
7509689,
6433606
],
[
-51891,
-51891,
-34050,
-7095941,
-7095941,
-1269281
],
[
34,
38,
31,
34,
38,
31
],
[
70,
73,
68,
70,
73,
68
],
[
17,
22,
11,
17,
22,
11
],
[
6678,
3611,
3067,
6678,
3611,
3067
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316255,
260485,
-115999,
-95246,
-585873,
143954
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6956,
"evaluation_days": 2318.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566806400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679608044,
"expiration_time": 1765661184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|