| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2370050.4265 | 2159561.7017 | 210488.7247 | 5221400.4767 | 594504.402 | 4626896.0747 |
| Total P&L (%) | 2370.0504 | 2159.5617 | 210.4887 | 5221.4005 | 594.5044 | 4626.8961 |
| Avg Daily Profit (%) | 1.0203 | 0.9296 | 0.0906 | 0.1712 | 0.0835 | 0.1661 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129186 | -123911 | -85786 | -11955578 | -10351675 | -5215643 |
| Profit Factor | 3.5402 | 5.2248 | 1.4989 | 1.0971 | 1.0204 | 1.1884 |
| Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
| Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
| Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
| Profitability (%) | 45.7944 | 40.1869 | 51.4019 | 45.7944 | 40.1869 | 51.4019 |
| Ratio Avg Win / Avg Loss | 4.1904 | 7.7765 | 1.4172 | 1.2986 | 1.5187 | 1.1236 |
| Largest Winning Trade | 1820320 | 1820320 | 65845 | 6202741 | 6202741 | 4079757 |
| Largest Losing Trade | -52502 | -28247 | -52502 | -3580855 | -2270953 | -3580855 |
| Avg Bars in Trades | 31 | 28 | 35 | 31 | 28 | 35 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
| Bars Traded | 6845 | 3082 | 3763 | 6845 | 3082 | 3763 |
| Profit Streak | 18.3786 | 18.3786 | 21.0452 | 18.3786 | 18.3786 | 21.0452 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 742756 | 647761 | -70227 | -105337 | -281369 | -5054 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561449600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760058308746,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 73
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 23,
"offset": 0,
"std": 4.33136
}
}
} {
"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": [
[
2370050.426475172,
2159561.7017458472,
210488.7247293253,
5221400.476702621,
594504.4019648716,
4626896.074737746
],
[
2370.050426,
2159.561702,
210.488725,
5221.400477,
594.504402,
4626.896075
],
[
1.020254,
0.929643,
0.090611,
0.171232,
0.083463,
0.166124
],
[
10,
10,
10,
10,
10,
10
],
[
-129186,
-123911,
-85786,
-11955578,
-10351675,
-5215643
],
[
3.540153,
5.224805,
1.49894,
1.097134,
1.020361,
1.188418
],
[
214,
107,
107,
214,
107,
107
],
[
98,
43,
55,
98,
43,
55
],
[
116,
64,
52,
116,
64,
52
],
[
45.794393,
40.186916,
51.401869,
45.794393,
40.186916,
51.401869
],
[
4.190385,
7.776454,
1.417179,
1.298649,
1.518677,
1.123595
],
[
1820320,
1820320,
65845,
6202741,
6202741,
4079757
],
[
-52502,
-28247,
-52502,
-3580855,
-2270953,
-3580855
],
[
31,
28,
35,
31,
28,
35
],
[
42,
39,
45,
42,
39,
45
],
[
22,
21,
23,
22,
21,
23
],
[
6845,
3082,
3763,
6845,
3082,
3763
],
[
18.378573,
18.378573,
21.04524,
18.378573,
18.378573,
21.04524
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
742756,
647761,
-70227,
-105337,
-281369,
-5054
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561449600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760058308746,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 73
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 23,
"offset": 0,
"std": 4.33136
}
}
}
| # | 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) |
|---|