| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1963973.4472 | 1923566.005 | 40407.4421 | 366747.9621 | 594212.0483 | -227464.0862 |
| Total P&L (%) | 1963.9734 | 1923.566 | 40.4074 | 366.748 | 594.212 | -227.4641 |
| Avg Daily Profit (%) | 0.8474 | 0.83 | 0.0174 | 0.0665 | 0.0836 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137198 | -130121 | -126718 | -1061219 | -1120383 | -802949 |
| Profit Factor | 2.8687 | 4.73 | 1.0755 | 1.059 | 1.1837 | 0.9238 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
| Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
| Profitability (%) | 42.1053 | 38.3721 | 45.8824 | 42.1053 | 38.3721 | 45.8824 |
| Ratio Avg Win / Avg Loss | 3.9444 | 7.5966 | 1.2685 | 1.4561 | 1.9011 | 1.0896 |
| Largest Winning Trade | 1796203 | 1796203 | 81404 | 1126804 | 1126804 | 467701 |
| Largest Losing Trade | -42728 | -42728 | -40452 | -358635 | -290582 | -358635 |
| Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
| Avg Bars in Winners | 66 | 57 | 74 | 66 | 57 | 74 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 6710 | 2929 | 3781 | 6710 | 2929 | 3781 |
| Profit Streak | 0 | 0 | 21.013 | 0 | 0 | 21.013 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 594333 | 573941 | -310613 | -261990 | -103050 | -580487 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6953,
"evaluation_days": 2317.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563552000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759594721769,
"expiration_time": 1765572192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1963973.447150293,
1923566.0050136636,
40407.44213663,
366747.9621375799,
594212.0483374102,
-227464.0861998303
],
[
1963.973447,
1923.566005,
40.407442,
366.747962,
594.212048,
-227.464086
],
[
0.847391,
0.829957,
0.017435,
0.066495,
0.083636,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-137198,
-130121,
-126718,
-1061219,
-1120383,
-802949
],
[
2.868688,
4.729984,
1.075487,
1.058961,
1.183715,
0.923816
],
[
171,
86,
85,
171,
86,
85
],
[
72,
33,
39,
72,
33,
39
],
[
99,
53,
46,
99,
53,
46
],
[
42.105263,
38.372093,
45.882353,
42.105263,
38.372093,
45.882353
],
[
3.944446,
7.59664,
1.268524,
1.456072,
1.901117,
1.089629
],
[
1796203,
1796203,
81404,
1126804,
1126804,
467701
],
[
-42728,
-42728,
-40452,
-358635,
-290582,
-358635
],
[
39,
34,
44,
39,
34,
44
],
[
66,
57,
74,
66,
57,
74
],
[
19,
19,
19,
19,
19,
19
],
[
6710,
2929,
3781,
6710,
2929,
3781
],
[
0,
0,
21.012983,
0,
0,
21.012983
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
594333,
573941,
-310613,
-261990,
-103050,
-580487
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6953,
"evaluation_days": 2317.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563552000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759594721769,
"expiration_time": 1765572192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|