| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1305017.5976 | 1140938.2689 | 164079.3287 | 14055419.2842 | 1857056.0838 | 12198363.2004 |
| Total P&L (%) | 1305.0176 | 1140.9383 | 164.0793 | 14055.4193 | 1857.0561 | 12198.3632 |
| Avg Daily Profit (%) | 0.6264 | 0.5477 | 0.0788 | 0.238 | 0.1429 | 0.2312 |
| Buy And Hold Return (%) | 47.3016 | 47.3016 | 47.3016 | 47.3016 | 47.3016 | 47.3016 |
| Max Trade Drawdown | -82291 | -67010 | -128641 | -20265597 | -15435006 | -11192937 |
| Profit Factor | 2.5743 | 3.9641 | 1.3695 | 1.2321 | 1.059 | 1.4192 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Profitability (%) | 40.6897 | 36.1111 | 45.2055 | 40.6897 | 36.1111 | 45.2055 |
| Ratio Avg Win / Avg Loss | 3.7524 | 7.0134 | 1.66 | 1.7959 | 1.8736 | 1.7202 |
| Largest Winning Trade | 427433 | 427433 | 84554 | 14121184 | 14121184 | 9423299 |
| Largest Losing Trade | -31548 | -24435 | -31548 | -6960187 | -3043786 | -6960187 |
| Avg Bars in Trades | 169 | 156 | 183 | 169 | 156 | 183 |
| Avg Bars in Winners | 282 | 263 | 298 | 282 | 263 | 298 |
| Avg Bars in Losers | 92 | 95 | 89 | 92 | 95 | 89 |
| Bars Traded | 24647 | 11241 | 13406 | 24647 | 11241 | 13406 |
| 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 | 480736 | -66814 | -162692 | 212594 | -241277 | -63594 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580011200000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760081462788,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 52,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1305017.597596867,
1140938.2689080166,
164079.3286888507,
14055419.284161922,
1857056.08377061,
12198363.200391311
],
[
1305.017598,
1140.938269,
164.079329,
14055.419284,
1857.056084,
12198.3632
],
[
0.626409,
0.547651,
0.078758,
0.238012,
0.142855,
0.231246
],
[
47.301587,
47.301587,
47.301587,
47.301587,
47.301587,
47.301587
],
[
-82291,
-67010,
-128641,
-20265597,
-15435006,
-11192937
],
[
2.574299,
3.964088,
1.369522,
1.232054,
1.059013,
1.41917
],
[
145,
72,
73,
145,
72,
73
],
[
59,
26,
33,
59,
26,
33
],
[
86,
46,
40,
86,
46,
40
],
[
40.689655,
36.111111,
45.205479,
40.689655,
36.111111,
45.205479
],
[
3.752369,
7.013386,
1.660027,
1.795875,
1.873639,
1.720206
],
[
427433,
427433,
84554,
14121184,
14121184,
9423299
],
[
-31548,
-24435,
-31548,
-6960187,
-3043786,
-6960187
],
[
169,
156,
183,
169,
156,
183
],
[
282,
263,
298,
282,
263,
298
],
[
92,
95,
89,
92,
95,
89
],
[
24647,
11241,
13406,
24647,
11241,
13406
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480736,
-66814,
-162692,
212594,
-241277,
-63594
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580011200000,
"first_datapoint_time": 1581429600000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760081462788,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 52,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|