| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1150849.4489 | 1088576.3809 | 62273.068 | 695247.9816 | -1860090.7526 | 2555338.7342 |
| Total P&L (%) | 1150.8494 | 1088.5764 | 62.2731 | 695.248 | -1860.0908 | 2555.3387 |
| Avg Daily Profit (%) | 0.5524 | 0.5225 | 0.0299 | 0.0996 | 0 | 0.1575 |
| Buy And Hold Return (%) | 31.4894 | 31.4894 | 31.4894 | 31.4894 | 31.4894 | 31.4894 |
| Max Trade Drawdown | -161828 | -165289 | -101518 | -9401337 | -9469907 | -3045129 |
| Profit Factor | 1.6856 | 1.9527 | 1.1162 | 1.0171 | 0.9361 | 1.2225 |
| Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
| Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Losing Trades | 239 | 119 | 120 | 239 | 119 | 120 |
| Profitability (%) | 42.823 | 43.0622 | 42.5837 | 42.823 | 43.0622 | 42.5837 |
| Ratio Avg Win / Avg Loss | 2.2505 | 2.582 | 1.5049 | 1.3581 | 1.2377 | 1.6484 |
| Largest Winning Trade | 573165 | 573165 | 50496 | 3839166 | 3839166 | 1843293 |
| Largest Losing Trade | -47221 | -47221 | -12829 | -2753827 | -2753827 | -723470 |
| Avg Bars in Trades | 58 | 94 | 22 | 58 | 94 | 22 |
| Avg Bars in Winners | 81 | 131 | 31 | 81 | 131 | 31 |
| Avg Bars in Losers | 41 | 66 | 15 | 41 | 66 | 15 |
| Bars Traded | 24490 | 19806 | 4684 | 24490 | 19806 | 4684 |
| 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 | 490931 | 444376 | -253706 | -261909 | -581270 | 227822 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579982400000,
"first_datapoint_time": 1581746400000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760049957086,
"expiration_time": 1766527200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 19,
"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": [
[
1150849.4489383756,
1088576.3809194937,
62273.0680188811,
695247.9816173797,
-1860090.7526183694,
2555338.7342357524
],
[
1150.849449,
1088.576381,
62.273068,
695.247982,
-1860.090753,
2555.338734
],
[
0.552409,
0.522517,
0.029891,
0.099577,
0,
0.157524
],
[
31.489362,
31.489362,
31.489362,
31.489362,
31.489362,
31.489362
],
[
-161828,
-165289,
-101518,
-9401337,
-9469907,
-3045129
],
[
1.685557,
1.95274,
1.116152,
1.017131,
0.936081,
1.222533
],
[
418,
209,
209,
418,
209,
209
],
[
179,
90,
89,
179,
90,
89
],
[
239,
119,
120,
239,
119,
120
],
[
42.822967,
43.062201,
42.583732,
42.822967,
43.062201,
42.583732
],
[
2.250548,
2.581956,
1.504925,
1.358069,
1.237707,
1.648359
],
[
573165,
573165,
50496,
3839166,
3839166,
1843293
],
[
-47221,
-47221,
-12829,
-2753827,
-2753827,
-723470
],
[
58,
94,
22,
58,
94,
22
],
[
81,
131,
31,
81,
131,
31
],
[
41,
66,
15,
41,
66,
15
],
[
24490,
19806,
4684,
24490,
19806,
4684
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490931,
444376,
-253706,
-261909,
-581270,
227822
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579982400000,
"first_datapoint_time": 1581746400000,
"last_datapoint_time": 1760047200000,
"evaluation_time": 1760049957086,
"expiration_time": 1766527200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 19,
"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) |
|---|