| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 602754.3984 | 667166.3451 | -64411.9467 | -72866.0999 | 432000.6767 | -504866.7767 |
| Total P&L (%) | 602.7544 | 667.1663 | -64.4119 | -72.8661 | 432.0007 | -504.8668 |
| Avg Daily Profit (%) | 0.2893 | 0.3202 | -0.0309 | -0.0626 | 0.0803 | 0 |
| Buy And Hold Return (%) | 95.1644 | 95.1644 | 95.1644 | 95.1644 | 95.1644 | 95.1644 |
| Max Trade Drawdown | -273511 | -137962 | -344644 | -485625 | -181625 | -614196 |
| Profit Factor | 1.3082 | 1.6772 | 0.9336 | 0.9597 | 1.5845 | 0.5273 |
| Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
| Winning Trades | 188 | 99 | 89 | 188 | 99 | 89 |
| Losing Trades | 195 | 93 | 102 | 195 | 93 | 102 |
| Profitability (%) | 49.0862 | 51.5625 | 46.5969 | 49.0862 | 51.5625 | 46.5969 |
| Ratio Avg Win / Avg Loss | 1.3569 | 1.5756 | 1.07 | 0.9954 | 1.4884 | 0.6043 |
| Largest Winning Trade | 320480 | 320480 | 42661 | 284782 | 284782 | 84992 |
| Largest Losing Trade | -77457 | -53803 | -77457 | -283716 | -140812 | -283716 |
| Avg Bars in Trades | 64 | 66 | 62 | 64 | 66 | 62 |
| Avg Bars in Winners | 75 | 70 | 81 | 75 | 70 | 81 |
| Avg Bars in Losers | 53 | 62 | 46 | 53 | 62 | 46 |
| Bars Traded | 24768 | 12777 | 11991 | 24768 | 12777 | 11991 |
| Profit Streak | 10.5626 | 10.5626 | 49.8126 | 10.5626 | 10.5626 | 49.8126 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404488 | 487640 | -578438 | -578033 | -84406 | -580105 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579356000000,
"first_datapoint_time": 1580436000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759426206431,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 212,
"offset": 0,
"multiplier": 4.7272
}
}
} {
"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": [
[
602754.3983808361,
667166.3451150677,
-64411.9467342317,
-72866.0999462259,
432000.6767387916,
-504866.7766850176
],
[
602.754398,
667.166345,
-64.411947,
-72.8661,
432.000677,
-504.866777
],
[
0.289323,
0.32024,
-0.030918,
-0.062591,
0.080263,
0
],
[
95.16441,
95.16441,
95.16441,
95.16441,
95.16441,
95.16441
],
[
-273511,
-137962,
-344644,
-485625,
-181625,
-614196
],
[
1.30823,
1.677206,
0.933621,
0.95968,
1.584464,
0.52731
],
[
383,
192,
191,
383,
192,
191
],
[
188,
99,
89,
188,
99,
89
],
[
195,
93,
102,
195,
93,
102
],
[
49.086162,
51.5625,
46.596859,
49.086162,
51.5625,
46.596859
],
[
1.356941,
1.575557,
1.069992,
0.995413,
1.488436,
0.604333
],
[
320480,
320480,
42661,
284782,
284782,
84992
],
[
-77457,
-53803,
-77457,
-283716,
-140812,
-283716
],
[
64,
66,
62,
64,
66,
62
],
[
75,
70,
81,
75,
70,
81
],
[
53,
62,
46,
53,
62,
46
],
[
24768,
12777,
11991,
24768,
12777,
11991
],
[
10.562574,
10.562574,
49.812574,
10.562574,
10.562574,
49.812574
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404488,
487640,
-578438,
-578033,
-84406,
-580105
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579356000000,
"first_datapoint_time": 1580436000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759426206431,
"expiration_time": 1765900800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 212,
"offset": 0,
"multiplier": 4.7272
}
}
}
| # | 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) |
|---|