| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 747684.4983 | 774714.8505 | -27030.3522 | 36811.6582 | 93621.5356 | -56809.8774 |
| Total P&L (%) | 747.6845 | 774.7149 | -27.0304 | 36.8117 | 93.6215 | -56.8099 |
| Avg Daily Profit (%) | 0.3589 | 0.3719 | -0.013 | 0.015 | 0.0317 | -0.0403 |
| Buy And Hold Return (%) | 104.2683 | 104.2683 | 104.2683 | 104.2683 | 104.2683 | 104.2683 |
| Max Trade Drawdown | -221429 | -149176 | -237637 | -2588425 | -1594089 | -1617815 |
| Profit Factor | 1.3029 | 1.6483 | 0.9788 | 1.0022 | 1.0109 | 0.9931 |
| Total Trades | 872 | 436 | 436 | 872 | 436 | 436 |
| Winning Trades | 391 | 190 | 201 | 391 | 190 | 201 |
| Losing Trades | 481 | 246 | 235 | 481 | 246 | 235 |
| Profitability (%) | 44.8395 | 43.578 | 46.1009 | 44.8395 | 43.578 | 46.1009 |
| Ratio Avg Win / Avg Loss | 1.6028 | 2.1341 | 1.1443 | 1.2329 | 1.3089 | 1.1611 |
| Largest Winning Trade | 534817 | 534817 | 43003 | 701462 | 701462 | 448628 |
| Largest Losing Trade | -31902 | -21910 | -31902 | -398832 | -247111 | -398832 |
| Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
| Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
| Bars Traded | 24906 | 12295 | 12611 | 24906 | 12295 | 12611 |
| Profit Streak | 0 | 14.6042 | 0 | 0 | 14.6042 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 483609 | 475400 | -578626 | -553820 | -524223 | -578626 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1579500000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573800286,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
747684.4983123114,
774714.8504656758,
-27030.352153365,
36811.6581726228,
93621.5356061119,
-56809.8774334896
],
[
747.684498,
774.71485,
-27.030352,
36.811658,
93.621536,
-56.809877
],
[
0.358889,
0.371864,
-0.012975,
0.015046,
0.03172,
-0.040291
],
[
104.268293,
104.268293,
104.268293,
104.268293,
104.268293,
104.268293
],
[
-221429,
-149176,
-237637,
-2588425,
-1594089,
-1617815
],
[
1.302877,
1.648295,
0.978776,
1.002186,
1.010925,
0.993132
],
[
872,
436,
436,
872,
436,
436
],
[
391,
190,
201,
391,
190,
201
],
[
481,
246,
235,
481,
246,
235
],
[
44.83945,
43.577982,
46.100917,
44.83945,
43.577982,
46.100917
],
[
1.602772,
2.134108,
1.144341,
1.232868,
1.308882,
1.161124
],
[
534817,
534817,
43003,
701462,
701462,
448628
],
[
-31902,
-21910,
-31902,
-398832,
-247111,
-398832
],
[
28,
28,
28,
28,
28,
28
],
[
37,
37,
38,
37,
37,
38
],
[
20,
21,
20,
20,
21,
20
],
[
24906,
12295,
12611,
24906,
12295,
12611
],
[
0,
14.60417,
0,
0,
14.60417,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483609,
475400,
-578626,
-553820,
-524223,
-578626
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579500000000,
"first_datapoint_time": 1579500000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759573800286,
"expiration_time": 1766044800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|