| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2535141.1675 | 2397041.1444 | 138100.0231 | 1417482.6334 | 824464.6556 | 593017.9779 |
| Total P&L (%) | 2535.1412 | 2397.0411 | 138.1 | 1417.4826 | 824.4647 | 593.018 |
| Avg Daily Profit (%) | 1.0937 | 1.0341 | 0.0596 | 0.1174 | 0.096 | 0.0836 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154799 | -173974 | -75967 | -4019357 | -3939255 | -1907876 |
| Profit Factor | 4.1739 | 6.1555 | 1.4137 | 1.1118 | 1.1076 | 1.1183 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
| Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
| Profitability (%) | 37.6471 | 25.5814 | 50 | 37.6471 | 25.5814 | 50 |
| Ratio Avg Win / Avg Loss | 6.913 | 17.907 | 1.4137 | 1.8414 | 3.222 | 1.1183 |
| Largest Winning Trade | 2085653 | 2085653 | 66224 | 2884171 | 2884171 | 1074975 |
| Largest Losing Trade | -40360 | -35073 | -40360 | -1829263 | -946349 | -1829263 |
| Avg Bars in Trades | 106 | 102 | 111 | 106 | 102 | 111 |
| Avg Bars in Winners | 171 | 207 | 151 | 171 | 207 | 151 |
| Avg Bars in Losers | 67 | 66 | 70 | 67 | 66 | 70 |
| Bars Traded | 9070 | 4404 | 4666 | 9070 | 4404 | 4666 |
| 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 | 577196 | -5304 | -112548 | -136874 | -192691 | -171376 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9272,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560751200000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759612021719,
"expiration_time": 1765609056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 189,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 66,
"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": [
[
2535141.1675345283,
2397041.144440131,
138100.0230943971,
1417482.6334337199,
824464.6555517565,
593017.9778819635
],
[
2535.141168,
2397.041144,
138.100023,
1417.482633,
824.464656,
593.017978
],
[
1.093676,
1.034099,
0.059577,
0.117396,
0.095993,
0.08355
],
[
10,
10,
10,
10,
10,
10
],
[
-154799,
-173974,
-75967,
-4019357,
-3939255,
-1907876
],
[
4.1739,
6.155542,
1.413719,
1.1118,
1.107568,
1.11827
],
[
85,
43,
42,
85,
43,
42
],
[
32,
11,
21,
32,
11,
21
],
[
53,
32,
21,
53,
32,
21
],
[
37.647059,
25.581395,
50,
37.647059,
25.581395,
50
],
[
6.913022,
17.907031,
1.413719,
1.841419,
3.222016,
1.11827
],
[
2085653,
2085653,
66224,
2884171,
2884171,
1074975
],
[
-40360,
-35073,
-40360,
-1829263,
-946349,
-1829263
],
[
106,
102,
111,
106,
102,
111
],
[
171,
207,
151,
171,
207,
151
],
[
67,
66,
70,
67,
66,
70
],
[
9070,
4404,
4666,
9070,
4404,
4666
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
577196,
-5304,
-112548,
-136874,
-192691,
-171376
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9272,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560751200000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759612021719,
"expiration_time": 1765609056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 189,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 66,
"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) |
|---|