| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1794940.515 | 1693108.891 | 101831.624 | 2323572.3474 | 525701.6677 | 1797870.6797 |
| Total P&L (%) | 1794.9405 | 1693.1089 | 101.8316 | 2323.5723 | 525.7017 | 1797.8707 |
| Avg Daily Profit (%) | 0.774 | 0.7301 | 0.0439 | 0.1376 | 0.0791 | 0.127 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112892 | -108225 | -126838 | -3484119 | -3411248 | -1093072 |
| Profit Factor | 3.9862 | 5.7553 | 1.4156 | 1.2087 | 1.0662 | 1.564 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 42.6667 | 36.8421 | 48.6486 | 42.6667 | 36.8421 | 48.6486 |
| Ratio Avg Win / Avg Loss | 5.3564 | 9.8663 | 1.4942 | 1.6242 | 1.8277 | 1.6509 |
| Largest Winning Trade | 1453569 | 1453569 | 78827 | 2453522 | 2453522 | 1550333 |
| Largest Losing Trade | -55601 | -27973 | -55601 | -1368981 | -1368981 | -574721 |
| Avg Bars in Trades | 114 | 95 | 133 | 114 | 95 | 133 |
| Avg Bars in Winners | 205 | 181 | 223 | 205 | 181 | 223 |
| Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
| Bars Traded | 8577 | 3628 | 4948 | 8577 | 3628 | 4948 |
| Profit Streak | 0 | 0 | 52.6729 | 0 | 0 | 52.6729 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44134 | 569284 | -133423 | -72468 | -238670 | -20202 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9276,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560945600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759702139426,
"expiration_time": 1765698048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 75,
"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": [
[
1794940.5150152403,
1693108.8910442204,
101831.6239710196,
2323572.347424665,
525701.6676762092,
1797870.6797484558
],
[
1794.940515,
1693.108891,
101.831624,
2323.572347,
525.701668,
1797.87068
],
[
0.774015,
0.730103,
0.043912,
0.13756,
0.079104,
0.127002
],
[
10,
10,
10,
10,
10,
10
],
[
-112892,
-108225,
-126838,
-3484119,
-3411248,
-1093072
],
[
3.986167,
5.755346,
1.415568,
1.208682,
1.066152,
1.564015
],
[
75,
38,
37,
75,
38,
37
],
[
32,
14,
18,
32,
14,
18
],
[
43,
24,
19,
43,
24,
19
],
[
42.666667,
36.842105,
48.648649,
42.666667,
36.842105,
48.648649
],
[
5.356411,
9.866307,
1.494211,
1.624166,
1.827689,
1.650905
],
[
1453569,
1453569,
78827,
2453522,
2453522,
1550333
],
[
-55601,
-27973,
-55601,
-1368981,
-1368981,
-574721
],
[
114,
95,
133,
114,
95,
133
],
[
205,
181,
223,
205,
181,
223
],
[
46,
45,
48,
46,
45,
48
],
[
8577,
3628,
4948,
8577,
3628,
4948
],
[
0,
0,
52.67291,
0,
0,
52.67291
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44134,
569284,
-133423,
-72468,
-238670,
-20202
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9276,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560945600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759702139426,
"expiration_time": 1765698048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 75,
"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) |
|---|