| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2213227.0265 | -83460.7488 | -2129766.2777 | -135812.3237 | 10296775.9018 | -10432588.2255 |
| Total P&L (%) | -2213.227 | -83.4607 | -2129.7663 | -135.8123 | 10296.7759 | -10432.5882 |
| Avg Daily Profit (%) | -0.9573 | -0.0361 | -0.9212 | 0 | 0.2011 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2335712 | -201713 | -2233495 | -14534608 | -1504067 | -15140346 |
| Profit Factor | 0.2251 | 0.7757 | 0.1426 | 0.9924 | 5.2297 | 0.3259 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 42 | 19 | 23 | 28 | 16 | 12 |
| Losing Trades | 21 | 12 | 9 | 35 | 15 | 20 |
| Profitability (%) | 66.6667 | 61.2903 | 71.875 | 44.4444 | 51.6129 | 37.5 |
| Ratio Avg Win / Avg Loss | 0.1125 | 0.4899 | 0.0558 | 1.2405 | 4.9028 | 0.5432 |
| Largest Winning Trade | 43100 | 40469 | 43100 | 8109792 | 8109792 | 1570696 |
| Largest Losing Trade | -1822340 | -81324 | -1822340 | -9941048 | -1234782 | -9941048 |
| Avg Bars in Trades | 102 | 118 | 86 | 102 | 118 | 86 |
| Avg Bars in Winners | 40 | 42 | 39 | 140 | 172 | 98 |
| Avg Bars in Losers | 224 | 238 | 206 | 71 | 60 | 79 |
| Bars Traded | 6435 | 3668 | 2767 | 6435 | 3668 | 2767 |
| Profit Streak | 77.1989 | 77.1989 | 279.8656 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -728150 | -578390 | -576581 | -732549 | 582458 | -585671 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565654400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092383492,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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": [
[
-2213227.0265356004,
-83460.7487918262,
-2129766.2777437745,
-135812.3236705562,
10296775.901837138,
-10432588.225507695
],
[
-2213.227027,
-83.460749,
-2129.766278,
-135.812324,
10296.775902,
-10432.588226
],
[
-0.957278,
-0.036099,
-0.921179,
0,
0.20107,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2335712,
-201713,
-2233495,
-14534608,
-1504067,
-15140346
],
[
0.22509,
0.775654,
0.142637,
0.992417,
5.229663,
0.325905
],
[
63,
31,
32,
63,
31,
32
],
[
42,
19,
23,
28,
16,
12
],
[
21,
12,
9,
35,
15,
20
],
[
66.666667,
61.290323,
71.875,
44.444444,
51.612903,
37.5
],
[
0.112545,
0.489887,
0.055815,
1.240522,
4.902809,
0.543175
],
[
43100,
40469,
43100,
8109792,
8109792,
1570696
],
[
-1822340,
-81324,
-1822340,
-9941048,
-1234782,
-9941048
],
[
102,
118,
86,
102,
118,
86
],
[
40,
42,
39,
140,
172,
98
],
[
224,
238,
206,
71,
60,
79
],
[
6435,
3668,
2767,
6435,
3668,
2767
],
[
77.198883,
77.198883,
279.86555,
0,
0,
0
],
[
5,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-728150,
-578390,
-576581,
-732549,
582458,
-585671
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565654400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092383492,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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) |
|---|