| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 939255.2275 | 841737.8483 | 97517.3792 | 251138.4089 | 18127382.0848 | -17876243.6759 |
| Total P&L (%) | 939.2552 | 841.7378 | 97.5174 | 251.1384 | 18127.3821 | -17876.2437 |
| Avg Daily Profit (%) | 0.4058 | 0.3637 | 0.0421 | 0.0543 | 0.2252 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -299338 | -182388 | -166747 | -48812480 | -18431263 | -31201465 |
| Profit Factor | 2.0274 | 3.0975 | 1.1901 | 1.0036 | 1.9406 | 0.6415 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
| Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
| Profitability (%) | 54.955 | 47.2727 | 62.5 | 54.955 | 47.2727 | 62.5 |
| Ratio Avg Win / Avg Loss | 1.6618 | 3.4549 | 0.7141 | 0.8226 | 2.1646 | 0.3849 |
| Largest Winning Trade | 422855 | 422855 | 77458 | 16523444 | 16523444 | 14797995 |
| Largest Losing Trade | -79124 | -38154 | -79124 | -30743688 | -6976275 | -30743688 |
| Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
| Avg Bars in Winners | 93 | 83 | 100 | 93 | 83 | 100 |
| Avg Bars in Losers | 68 | 73 | 61 | 68 | 73 | 61 |
| Bars Traded | 9125 | 4307 | 4818 | 9125 | 4307 | 4818 |
| Profit Streak | 31.5055 | 31.5055 | 38.2555 | 31.5055 | 31.5055 | 38.2555 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 577609 | -165220 | -327114 | -336234 | -168637 | -758224 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561356000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320478322,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 94,
"offset": 0,
"a": 0.47157
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 71,
"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": [
[
939255.2274592732,
841737.8482640153,
97517.3791952575,
251138.4089461503,
18127382.084824502,
-17876243.675878357
],
[
939.255227,
841.737848,
97.517379,
251.138409,
18127.382085,
-17876.243676
],
[
0.405813,
0.36368,
0.042133,
0.054282,
0.225162,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-299338,
-182388,
-166747,
-48812480,
-18431263,
-31201465
],
[
2.027428,
3.097466,
1.190141,
1.003632,
1.940642,
0.64154
],
[
111,
55,
56,
111,
55,
56
],
[
61,
26,
35,
61,
26,
35
],
[
50,
29,
21,
50,
29,
21
],
[
54.954955,
47.272727,
62.5,
54.954955,
47.272727,
62.5
],
[
1.661826,
3.454866,
0.714085,
0.822649,
2.164562,
0.384924
],
[
422855,
422855,
77458,
16523444,
16523444,
14797995
],
[
-79124,
-38154,
-79124,
-30743688,
-6976275,
-30743688
],
[
82,
78,
86,
82,
78,
86
],
[
93,
83,
100,
93,
83,
100
],
[
68,
73,
61,
68,
73,
61
],
[
9125,
4307,
4818,
9125,
4307,
4818
],
[
31.505536,
31.505536,
38.255536,
31.505536,
31.505536,
38.255536
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
577609,
-165220,
-327114,
-336234,
-168637,
-758224
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561356000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320478322,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 94,
"offset": 0,
"a": 0.47157
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 71,
"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) |
|---|