| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1041984.6574 | 936265.2313 | 105719.4261 | 1244138.5074 | -97998.697 | 1342137.2044 |
| Total P&L (%) | 1041.9847 | 936.2652 | 105.7194 | 1244.1385 | -97.9987 | 1342.1372 |
| Avg Daily Profit (%) | 0.4486 | 0.403 | 0.0455 | 0.1119 | -0.1682 | 0.1149 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129119 | -108732 | -183383 | -2749789 | -2267774 | -1322328 |
| Profit Factor | 2.0215 | 2.8243 | 1.2086 | 1.1354 | 0.9826 | 1.3789 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
| Profitability (%) | 33.5484 | 32.0513 | 35.0649 | 33.5484 | 32.0513 | 35.0649 |
| Ratio Avg Win / Avg Loss | 4.0041 | 5.9875 | 2.2381 | 2.249 | 2.0832 | 2.5535 |
| Largest Winning Trade | 495586 | 495586 | 62165 | 1720641 | 1720641 | 1372740 |
| Largest Losing Trade | -49707 | -49707 | -37582 | -1402943 | -1402943 | -366687 |
| Avg Bars in Trades | 43 | 46 | 39 | 43 | 46 | 39 |
| Avg Bars in Winners | 83 | 78 | 88 | 83 | 78 | 88 |
| Avg Bars in Losers | 22 | 32 | 13 | 22 | 32 | 13 |
| Bars Traded | 6723 | 3659 | 3063 | 6723 | 3659 | 3063 |
| Profit Streak | 0 | 0 | 21.2665 | 0 | 0 | 21.2665 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303052 | -26274 | -178705 | -119187 | -619438 | -84663 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564963200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760048625600,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 20,
"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": [
[
1041984.6573982046,
936265.2312996606,
105719.4260985436,
1244138.507390363,
-97998.6969643681,
1342137.2043547314
],
[
1041.984657,
936.265231,
105.719426,
1244.138507,
-97.998697,
1342.137204
],
[
0.448551,
0.403041,
0.04551,
0.111915,
-0.168234,
0.114948
],
[
10,
10,
10,
10,
10,
10
],
[
-129119,
-108732,
-183383,
-2749789,
-2267774,
-1322328
],
[
2.02147,
2.824284,
1.208577,
1.13544,
0.982635,
1.378889
],
[
155,
78,
77,
155,
78,
77
],
[
52,
25,
27,
52,
25,
27
],
[
103,
53,
50,
103,
53,
50
],
[
33.548387,
32.051282,
35.064935,
33.548387,
32.051282,
35.064935
],
[
4.004066,
5.987482,
2.238106,
2.249045,
2.083187,
2.553497
],
[
495586,
495586,
62165,
1720641,
1720641,
1372740
],
[
-49707,
-49707,
-37582,
-1402943,
-1402943,
-366687
],
[
43,
46,
39,
43,
46,
39
],
[
83,
78,
88,
83,
78,
88
],
[
22,
32,
13,
22,
32,
13
],
[
6723,
3659,
3063,
6723,
3659,
3063
],
[
0,
0,
21.2665,
0,
0,
21.2665
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303052,
-26274,
-178705,
-119187,
-619438,
-84663
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564963200000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760048625600,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 20,
"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) |
|---|