| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1090902.9089 | 949729.0301 | 141173.8788 | 4547612.5251 | 3642072.2724 | 905540.2527 |
| Total P&L (%) | 1090.9029 | 949.729 | 141.1739 | 4547.6125 | 3642.0723 | 905.5403 |
| Avg Daily Profit (%) | 0.5237 | 0.4559 | 0.0678 | 0.1844 | 0.174 | 0.1109 |
| Buy And Hold Return (%) | 57.732 | 57.732 | 57.732 | 57.732 | 57.732 | 57.732 |
| Max Trade Drawdown | -129198 | -110056 | -151250 | -15601110 | -11964011 | -5788515 |
| Profit Factor | 1.9757 | 2.8099 | 1.2379 | 1.1059 | 1.1507 | 1.0482 |
| Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
| Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
| Losing Trades | 160 | 85 | 75 | 160 | 85 | 75 |
| Profitability (%) | 42.6523 | 38.8489 | 46.4286 | 42.6523 | 38.8489 | 46.4286 |
| Ratio Avg Win / Avg Loss | 2.6564 | 4.4229 | 1.4284 | 1.4869 | 1.8113 | 1.2095 |
| Largest Winning Trade | 509689 | 509689 | 57398 | 9815800 | 9815800 | 2220860 |
| Largest Losing Trade | -30087 | -21759 | -30087 | -2729206 | -2393765 | -2729206 |
| Avg Bars in Trades | 88 | 81 | 95 | 88 | 81 | 95 |
| Avg Bars in Winners | 142 | 141 | 144 | 142 | 141 | 144 |
| Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
| Bars Traded | 24642 | 11321 | 13321 | 24642 | 11321 | 13321 |
| Profit Streak | 19.4506 | 0 | 21.3673 | 19.4506 | 0 | 21.3673 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 493815 | 398361 | -107688 | -97012 | -50370 | -213110 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580940000000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760006933743,
"expiration_time": 1766483740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1090902.908861541,
949729.0300985929,
141173.8787629487,
4547612.525110083,
3642072.2723980523,
905540.252712029
],
[
1090.902909,
949.72903,
141.173879,
4547.612525,
3642.072272,
905.540253
],
[
0.523654,
0.455888,
0.067766,
0.184446,
0.174025,
0.110855
],
[
57.731959,
57.731959,
57.731959,
57.731959,
57.731959,
57.731959
],
[
-129198,
-110056,
-151250,
-15601110,
-11964011,
-5788515
],
[
1.975706,
2.809866,
1.237941,
1.105864,
1.150684,
1.048201
],
[
279,
139,
140,
279,
139,
140
],
[
119,
54,
65,
119,
54,
65
],
[
160,
85,
75,
160,
85,
75
],
[
42.65233,
38.848921,
46.428571,
42.65233,
38.848921,
46.428571
],
[
2.656412,
4.422937,
1.428394,
1.486876,
1.811261,
1.209463
],
[
509689,
509689,
57398,
9815800,
9815800,
2220860
],
[
-30087,
-21759,
-30087,
-2729206,
-2393765,
-2729206
],
[
88,
81,
95,
88,
81,
95
],
[
142,
141,
144,
142,
141,
144
],
[
47,
43,
52,
47,
43,
52
],
[
24642,
11321,
13321,
24642,
11321,
13321
],
[
19.450622,
0,
21.367289,
19.450622,
0,
21.367289
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
493815,
398361,
-107688,
-97012,
-50370,
-213110
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580940000000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760006933743,
"expiration_time": 1766483740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|