| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1503475.8014 | 1501374.6428 | 2101.1586 | 33522.3291 | 148038.2111 | -114515.882 |
| Total P&L (%) | 1503.4758 | 1501.3746 | 2.1012 | 33.5223 | 148.0382 | -114.5159 |
| Avg Daily Profit (%) | 0.6461 | 0.6452 | 0.0009 | 0.0124 | 0.039 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131189 | -154267 | -53299 | -1366414 | -1308136 | -293998 |
| Profit Factor | 3.2031 | 4.583 | 1.008 | 1.0117 | 1.0805 | 0.8886 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 49.2537 | 48.4848 | 50 | 49.2537 | 48.4848 | 50 |
| Ratio Avg Win / Avg Loss | 3.3002 | 4.8695 | 1.008 | 1.0423 | 1.148 | 0.8886 |
| Largest Winning Trade | 1494870 | 1494870 | 50451 | 731147 | 731147 | 267207 |
| Largest Losing Trade | -56538 | -56538 | -44723 | -478030 | -478030 | -207478 |
| Avg Bars in Trades | 97 | 169 | 26 | 97 | 169 | 26 |
| Avg Bars in Winners | 131 | 233 | 34 | 131 | 233 | 34 |
| Avg Bars in Losers | 64 | 109 | 18 | 64 | 109 | 18 |
| Bars Traded | 6502 | 5605 | 897 | 6502 | 5605 | 897 |
| 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 | -103317 | 673848 | -568872 | -507999 | -273380 | -580517 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6981,
"evaluation_days": 2327,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561593600000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760389287337,
"expiration_time": 1766402784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 58,
"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": [
[
1503475.8013515961,
1501374.642801339,
2101.1585502567,
33522.3291134152,
148038.2111356072,
-114515.8820221921
],
[
1503.475801,
1501.374643,
2.101159,
33.522329,
148.038211,
-114.515882
],
[
0.6461,
0.645198,
0.000903,
0.012424,
0.039046,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131189,
-154267,
-53299,
-1366414,
-1308136,
-293998
],
[
3.203107,
4.583018,
1.007977,
1.011688,
1.08046,
0.888638
],
[
67,
33,
34,
67,
33,
34
],
[
33,
16,
17,
33,
16,
17
],
[
34,
17,
17,
34,
17,
17
],
[
49.253731,
48.484848,
50,
49.253731,
48.484848,
50
],
[
3.300171,
4.869456,
1.007977,
1.042345,
1.147989,
0.888638
],
[
1494870,
1494870,
50451,
731147,
731147,
267207
],
[
-56538,
-56538,
-44723,
-478030,
-478030,
-207478
],
[
97,
169,
26,
97,
169,
26
],
[
131,
233,
34,
131,
233,
34
],
[
64,
109,
18,
64,
109,
18
],
[
6502,
5605,
897,
6502,
5605,
897
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103317,
673848,
-568872,
-507999,
-273380,
-580517
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6981,
"evaluation_days": 2327,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561593600000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760389287337,
"expiration_time": 1766402784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 58,
"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) |
|---|