| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2101829.6554 | -100480.7641 | -2001348.8914 | -20579.8317 | 24912064.0333 | -24932643.865 |
| Total P&L (%) | -2101.8297 | -100.4808 | -2001.3489 | -20.5798 | 24912.064 | -24932.6439 |
| Avg Daily Profit (%) | -0.9052 | -0.0433 | -0.8619 | -0.0099 | 0.2381 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2226898 | -208954 | -2105694 | -34215247 | -3510321 | -37317244 |
| Profit Factor | 0.2281 | 0.7185 | 0.1541 | 0.9995 | 6.0586 | 0.3442 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 41 | 16 | 25 | 39 | 20 | 19 |
| Losing Trades | 28 | 18 | 10 | 30 | 14 | 16 |
| Profitability (%) | 59.4203 | 47.0588 | 71.4286 | 56.5217 | 58.8235 | 54.2857 |
| Ratio Avg Win / Avg Loss | 0.1558 | 0.8083 | 0.0616 | 0.7689 | 4.241 | 0.2899 |
| Largest Winning Trade | 70647 | 70647 | 47333 | 18997495 | 18997495 | 3418473 |
| Largest Losing Trade | -1551364 | -80472 | -1551364 | -22950921 | -3136399 | -22950921 |
| Avg Bars in Trades | 93 | 106 | 80 | 93 | 106 | 80 |
| Avg Bars in Winners | 44 | 49 | 41 | 99 | 115 | 82 |
| Avg Bars in Losers | 164 | 157 | 177 | 85 | 93 | 77 |
| Bars Traded | 6433 | 3624 | 2809 | 6433 | 3624 | 2809 |
| Profit Streak | 23.4291 | 0 | 289.0957 | 23.4291 | 0 | 343.7624 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -685010 | -581939 | -576618 | -685386 | 648654 | -578828 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6966,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562140800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759976271288,
"expiration_time": 1765957824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 98,
"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": [
[
-2101829.6554499436,
-100480.7640501818,
-2001348.891399762,
-20579.8317181141,
24912064.033321403,
-24932643.865039505
],
[
-2101.829655,
-100.480764,
-2001.348891,
-20.579832,
24912.064033,
-24932.643865
],
[
-0.905181,
-0.043273,
-0.861907,
-0.009923,
0.238093,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2226898,
-208954,
-2105694,
-34215247,
-3510321,
-37317244
],
[
0.228101,
0.718496,
0.154119,
0.999521,
6.058601,
0.344222
],
[
69,
34,
35,
69,
34,
35
],
[
41,
16,
25,
39,
20,
19
],
[
28,
18,
10,
30,
14,
16
],
[
59.42029,
47.058824,
71.428571,
56.521739,
58.823529,
54.285714
],
[
0.155777,
0.808308,
0.061648,
0.768862,
4.241021,
0.289871
],
[
70647,
70647,
47333,
18997495,
18997495,
3418473
],
[
-1551364,
-80472,
-1551364,
-22950921,
-3136399,
-22950921
],
[
93,
106,
80,
93,
106,
80
],
[
44,
49,
41,
99,
115,
82
],
[
164,
157,
177,
85,
93,
77
],
[
6433,
3624,
2809,
6433,
3624,
2809
],
[
23.429066,
0,
289.095732,
23.429066,
0,
343.762399
],
[
1,
0,
5,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-685010,
-581939,
-576618,
-685386,
648654,
-578828
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6966,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562140800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759976271288,
"expiration_time": 1765957824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 98,
"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) |
|---|