| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2022766.8879 | 1962255.7652 | 60511.1226 | 93173.809 | 133496.017 | -40322.208 |
| Total P&L (%) | 2022.7669 | 1962.2558 | 60.5111 | 93.1738 | 133.496 | -40.3222 |
| Avg Daily Profit (%) | 0.8723 | 0.8462 | 0.0261 | 0.0284 | 0.0366 | -0.0223 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189366 | -99137 | -181538 | -253919 | -148888 | -273062 |
| Profit Factor | 3.4796 | 5.3345 | 1.1667 | 1.0807 | 1.2108 | 0.9227 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
| Profitability (%) | 38.7097 | 31.9149 | 45.6522 | 38.7097 | 31.9149 | 45.6522 |
| Ratio Avg Win / Avg Loss | 5.5094 | 11.3803 | 1.3889 | 1.7111 | 2.5831 | 1.0984 |
| Largest Winning Trade | 1610997 | 1610997 | 81859 | 243220 | 243220 | 144113 |
| Largest Losing Trade | -89811 | -54824 | -89811 | -145729 | -56625 | -145729 |
| Avg Bars in Trades | 96 | 84 | 107 | 96 | 84 | 107 |
| Avg Bars in Winners | 160 | 171 | 152 | 160 | 171 | 152 |
| Avg Bars in Losers | 55 | 43 | 69 | 55 | 43 | 69 |
| Bars Traded | 8930 | 3974 | 4956 | 8930 | 3974 | 4956 |
| 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 | 566700 | 514596 | -197444 | -289738 | -150342 | -580728 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9276,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562349600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759695395461,
"expiration_time": 1765698048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 39,
"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": [
[
2022766.887858075,
1962255.765231436,
60511.1226266392,
93173.8090319952,
133496.017029028,
-40322.2079970328
],
[
2022.766888,
1962.255765,
60.511123,
93.173809,
133.496017,
-40.322208
],
[
0.872258,
0.846165,
0.026094,
0.028396,
0.036574,
-0.022258
],
[
10,
10,
10,
10,
10,
10
],
[
-189366,
-99137,
-181538,
-253919,
-148888,
-273062
],
[
3.479649,
5.334496,
1.166679,
1.080696,
1.210839,
0.922676
],
[
93,
47,
46,
93,
47,
46
],
[
36,
15,
21,
36,
15,
21
],
[
57,
32,
25,
57,
32,
25
],
[
38.709677,
31.914894,
45.652174,
38.709677,
31.914894,
45.652174
],
[
5.509443,
11.380257,
1.388903,
1.711101,
2.583124,
1.098423
],
[
1610997,
1610997,
81859,
243220,
243220,
144113
],
[
-89811,
-54824,
-89811,
-145729,
-56625,
-145729
],
[
96,
84,
107,
96,
84,
107
],
[
160,
171,
152,
160,
171,
152
],
[
55,
43,
69,
55,
43,
69
],
[
8930,
3974,
4956,
8930,
3974,
4956
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
566700,
514596,
-197444,
-289738,
-150342,
-580728
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9276,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562349600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759695395461,
"expiration_time": 1765698048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 39,
"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) |
|---|