| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2919752.9558 | 2725415.0158 | 194337.94 | 11372225.998 | 4082107.1723 | 7290118.8257 |
| Total P&L (%) | 2919.753 | 2725.415 | 194.3379 | 11372.226 | 4082.1072 | 7290.1188 |
| Avg Daily Profit (%) | 1.2589 | 1.1751 | 0.0838 | 0.2047 | 0.1611 | 0.1857 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102791 | -79444 | -77038 | -13321450 | -11855857 | -5325229 |
| Profit Factor | 5.443 | 8.0023 | 1.7253 | 1.24 | 1.1361 | 1.4192 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
| Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
| Profitability (%) | 37.3626 | 28.2609 | 46.6667 | 37.3626 | 28.2609 | 46.6667 |
| Ratio Avg Win / Avg Loss | 9.125 | 20.3135 | 1.9718 | 2.0788 | 2.8839 | 1.6219 |
| Largest Winning Trade | 2348254 | 2348254 | 81506 | 9200813 | 9200813 | 5661463 |
| Largest Losing Trade | -41202 | -41202 | -24767 | -3528743 | -3528743 | -2536247 |
| Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
| Avg Bars in Winners | 140 | 143 | 138 | 140 | 143 | 138 |
| Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
| Bars Traded | 6668 | 2952 | 3716 | 6668 | 2952 | 3716 |
| 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 | 612445 | 239420 | -79045 | 152436 | -77375 | 309906 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6958,
"evaluation_days": 2319.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562688000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759716125625,
"expiration_time": 1765720512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 47,
"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": [
[
2919752.9558179113,
2725415.015776389,
194337.940041522,
11372225.998044524,
4082107.172333572,
7290118.825710958
],
[
2919.752956,
2725.415016,
194.33794,
11372.225998,
4082.107172,
7290.118826
],
[
1.258878,
1.175087,
0.083791,
0.204687,
0.161099,
0.185688
],
[
10,
10,
10,
10,
10,
10
],
[
-102791,
-79444,
-77038,
-13321450,
-11855857,
-5325229
],
[
5.443009,
8.002286,
1.725307,
1.239996,
1.136095,
1.4192
],
[
91,
46,
45,
91,
46,
45
],
[
34,
13,
21,
34,
13,
21
],
[
57,
33,
24,
57,
33,
24
],
[
37.362637,
28.26087,
46.666667,
37.362637,
28.26087,
46.666667
],
[
9.125045,
20.313495,
1.97178,
2.078816,
2.883933,
1.621943
],
[
2348254,
2348254,
81506,
9200813,
9200813,
5661463
],
[
-41202,
-41202,
-24767,
-3528743,
-3528743,
-2536247
],
[
73,
64,
82,
73,
64,
82
],
[
140,
143,
138,
140,
143,
138
],
[
33,
32,
33,
33,
32,
33
],
[
6668,
2952,
3716,
6668,
2952,
3716
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
612445,
239420,
-79045,
152436,
-77375,
309906
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6958,
"evaluation_days": 2319.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562688000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759716125625,
"expiration_time": 1765720512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 47,
"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) |
|---|