| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 746869.6247 | 969955.115 | -223085.4903 | -100398.7335 | -84940.7608 | -15457.9727 |
| Total P&L (%) | 746.8696 | 969.9551 | -223.0855 | -100.3987 | -84.9408 | -15.458 |
| Avg Daily Profit (%) | 0.3212 | 0.4172 | -0.096 | 0 | -0.0814 | -0.0072 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -262999 | -163003 | -252415 | -169923 | -94169 | -82820 |
| Profit Factor | 1.7757 | 3.391 | 0.5996 | 0.6194 | 0.4249 | 0.8669 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 43 | 19 | 24 | 46 | 24 | 22 |
| Losing Trades | 38 | 22 | 16 | 35 | 17 | 18 |
| Profitability (%) | 53.0864 | 46.3415 | 60 | 56.7901 | 58.5366 | 55 |
| Ratio Avg Win / Avg Loss | 1.5692 | 3.9264 | 0.3998 | 0.4713 | 0.301 | 0.7092 |
| Largest Winning Trade | 1067934 | 1067934 | 77630 | 24502 | 15628 | 24502 |
| Largest Losing Trade | -112487 | -66373 | -112487 | -53559 | -53559 | -45176 |
| Avg Bars in Trades | 109 | 90 | 129 | 109 | 90 | 129 |
| Avg Bars in Winners | 119 | 112 | 124 | 80 | 86 | 73 |
| Avg Bars in Losers | 99 | 72 | 135 | 148 | 97 | 197 |
| Bars Traded | 8889 | 3729 | 5160 | 8889 | 3729 | 5160 |
| Profit Streak | 33.8051 | 33.8051 | 60.0551 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2442 | 559189 | -578893 | -596175 | -579635 | -580101 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9300,
"evaluation_days": 2325,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565632800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760231958369,
"expiration_time": 1766232000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 57,
"offset": 235
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.70017
}
}
} {
"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": [
[
746869.6246711343,
969955.1150190223,
-223085.4903478881,
-100398.733508413,
-84940.7608197525,
-15457.9726886605
],
[
746.869625,
969.955115,
-223.08549,
-100.398734,
-84.940761,
-15.457973
],
[
0.321234,
0.417185,
-0.095951,
0,
-0.081394,
-0.007222
],
[
10,
10,
10,
10,
10,
10
],
[
-262999,
-163003,
-252415,
-169923,
-94169,
-82820
],
[
1.775654,
3.390992,
0.599645,
0.619412,
0.424903,
0.866857
],
[
81,
41,
40,
81,
41,
40
],
[
43,
19,
24,
46,
24,
22
],
[
38,
22,
16,
35,
17,
18
],
[
53.08642,
46.341463,
60,
56.790123,
58.536585,
55
],
[
1.569183,
3.926412,
0.399763,
0.471291,
0.300973,
0.709247
],
[
1067934,
1067934,
77630,
24502,
15628,
24502
],
[
-112487,
-66373,
-112487,
-53559,
-53559,
-45176
],
[
109,
90,
129,
109,
90,
129
],
[
119,
112,
124,
80,
86,
73
],
[
99,
72,
135,
148,
97,
197
],
[
8889,
3729,
5160,
8889,
3729,
5160
],
[
33.805074,
33.805074,
60.055074,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2442,
559189,
-578893,
-596175,
-579635,
-580101
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9300,
"evaluation_days": 2325,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565632800000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760231958369,
"expiration_time": 1766232000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 57,
"offset": 235
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 229,
"offset": 0,
"a": 0.70017
}
}
}
| # | 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) |
|---|