| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1228617.962 | 1068143.8257 | 160474.1363 | 3700938.0097 | 4351814.1733 | -650876.1637 |
| Total P&L (%) | 1228.618 | 1068.1438 | 160.4741 | 3700.938 | 4351.8142 | -650.8762 |
| Avg Daily Profit (%) | 0.5324 | 0.4629 | 0.0695 | 0.1578 | 0.1646 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201804 | -137527 | -125881 | -32463061 | -21214763 | -16074797 |
| Profit Factor | 2.1492 | 2.9106 | 1.3147 | 1.0475 | 1.1054 | 0.9822 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
| Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
| Profitability (%) | 31.8182 | 27.2727 | 36.3636 | 31.8182 | 27.2727 | 36.3636 |
| Ratio Avg Win / Avg Loss | 4.6055 | 7.7616 | 2.3006 | 2.2447 | 2.9477 | 1.7188 |
| Largest Winning Trade | 458625 | 458625 | 82635 | 19743795 | 19743795 | 6386027 |
| Largest Losing Trade | -23509 | -23509 | -19503 | -6566851 | -3814966 | -6566851 |
| Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
| Avg Bars in Winners | 107 | 101 | 111 | 107 | 101 | 111 |
| Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
| Bars Traded | 9118 | 4038 | 5080 | 9118 | 4038 | 5080 |
| 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 | 321582 | -4246 | -104399 | -165480 | -115838 | -583593 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919367419,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21963,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
1228617.9619804306,
1068143.8256991487,
160474.1362812814,
3700938.009685429,
4351814.173338468,
-650876.1636530367
],
[
1228.617962,
1068.143826,
160.474136,
3700.93801,
4351.814173,
-650.876164
],
[
0.532388,
0.462851,
0.069537,
0.15776,
0.16462,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-201804,
-137527,
-125881,
-32463061,
-21214763,
-16074797
],
[
2.149245,
2.910604,
1.314652,
1.047539,
1.105391,
0.982197
],
[
198,
99,
99,
198,
99,
99
],
[
63,
27,
36,
63,
27,
36
],
[
135,
72,
63,
135,
72,
63
],
[
31.818182,
27.272727,
36.363636,
31.818182,
27.272727,
36.363636
],
[
4.605524,
7.76161,
2.300641,
2.244726,
2.947708,
1.718844
],
[
458625,
458625,
82635,
19743795,
19743795,
6386027
],
[
-23509,
-23509,
-19503,
-6566851,
-3814966,
-6566851
],
[
46,
40,
51,
46,
40,
51
],
[
107,
101,
111,
107,
101,
111
],
[
17,
18,
16,
17,
18,
16
],
[
9118,
4038,
5080,
9118,
4038,
5080
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321582,
-4246,
-104399,
-165480,
-115838,
-583593
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919367419,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.21963,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|