| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3506468.9184 | 3284884.6201 | 221584.2983 | 21599420.9348 | 9170373.9076 | 12429047.0272 |
| Total P&L (%) | 3506.4689 | 3284.8846 | 221.5843 | 21599.4209 | 9170.3739 | 12429.047 |
| Avg Daily Profit (%) | 1.515 | 1.4193 | 0.0957 | 0.2327 | 0.1959 | 0.2089 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130593 | -78084 | -84482 | -68792352 | -34344747 | -45465628 |
| Profit Factor | 6.0232 | 9.7977 | 1.6825 | 1.1372 | 1.1133 | 1.1623 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
| Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
| Profitability (%) | 35.2381 | 28.3019 | 42.3077 | 35.2381 | 28.3019 | 42.3077 |
| Ratio Avg Win / Avg Loss | 11.0696 | 24.8209 | 2.2943 | 2.0899 | 2.8205 | 1.585 |
| Largest Winning Trade | 2868411 | 2868411 | 82395 | 28859579 | 28859579 | 21691521 |
| Largest Losing Trade | -43291 | -28367 | -43291 | -23761979 | -13744838 | -23761979 |
| Avg Bars in Trades | 85 | 73 | 96 | 85 | 73 | 96 |
| Avg Bars in Winners | 188 | 188 | 188 | 188 | 188 | 188 |
| Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
| Bars Traded | 8947 | 3907 | 5040 | 8947 | 3907 | 5040 |
| 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 | 606725 | -173363 | -245016 | -65683 | -282330 | -215787 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562738400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320485424,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 22,
"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": [
[
3506468.9183654333,
3284884.620112857,
221584.298252575,
21599420.934845634,
9170373.907634461,
12429047.027211182
],
[
3506.468918,
3284.88462,
221.584298,
21599.420935,
9170.373908,
12429.047027
],
[
1.515001,
1.419263,
0.095737,
0.232712,
0.195889,
0.20893
],
[
10,
10,
10,
10,
10,
10
],
[
-130593,
-78084,
-84482,
-68792352,
-34344747,
-45465628
],
[
6.02316,
9.797742,
1.682465,
1.137161,
1.113344,
1.162329
],
[
105,
53,
52,
105,
53,
52
],
[
37,
15,
22,
37,
15,
22
],
[
68,
38,
30,
68,
38,
30
],
[
35.238095,
28.301887,
42.307692,
35.238095,
28.301887,
42.307692
],
[
11.06959,
24.820945,
2.294271,
2.089918,
2.820471,
1.584994
],
[
2868411,
2868411,
82395,
28859579,
28859579,
21691521
],
[
-43291,
-28367,
-43291,
-23761979,
-13744838,
-23761979
],
[
85,
73,
96,
85,
73,
96
],
[
188,
188,
188,
188,
188,
188
],
[
28,
28,
29,
28,
28,
29
],
[
8947,
3907,
5040,
8947,
3907,
5040
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
606725,
-173363,
-245016,
-65683,
-282330,
-215787
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562738400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320485424,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 22,
"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) |
|---|