| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2835327.6436 | 2691068.7124 | 144258.9311 | 5563128.4796 | 6806867.6367 | -1243739.1571 |
| Total P&L (%) | 2835.3276 | 2691.0687 | 144.2589 | 5563.1285 | 6806.8676 | -1243.7392 |
| Avg Daily Profit (%) | 1.2213 | 1.1592 | 0.0621 | 0.174 | 0.1826 | 0 |
| Buy And Hold Return (%) | 23.0968 | 23.0968 | 23.0968 | 23.0968 | 23.0968 | 23.0968 |
| Max Trade Drawdown | -127983 | -180796 | -111028 | -11658389 | -8387362 | -10525427 |
| Profit Factor | 5.0004 | 7.6938 | 1.4703 | 1.1499 | 1.3337 | 0.9256 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 37.3626 | 33.3333 | 41.3043 | 37.3626 | 33.3333 | 41.3043 |
| Ratio Avg Win / Avg Loss | 8.383 | 15.3876 | 2.0894 | 1.9277 | 2.6673 | 1.3154 |
| Largest Winning Trade | 2427873 | 2427873 | 58019 | 6634104 | 6634104 | 3633311 |
| Largest Losing Trade | -39479 | -30840 | -39479 | -5264405 | -2213463 | -5264405 |
| Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
| Avg Bars in Winners | 81 | 94 | 70 | 81 | 94 | 70 |
| Avg Bars in Losers | 28 | 33 | 23 | 28 | 33 | 23 |
| Bars Traded | 4401 | 2430 | 1971 | 4401 | 2430 | 1971 |
| Profit Streak | 19.0508 | 0 | 20.5508 | 19.0508 | 0 | 20.5508 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 619730 | 561260 | -110974 | -50877 | 103469 | -581865 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4643,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568246400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759929186457,
"expiration_time": 1765898928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28875,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
2835327.643562687,
2691068.712442714,
144258.9311199744,
5563128.479565636,
6806867.636668249,
-1243739.1571026116
],
[
2835.327644,
2691.068712,
144.258931,
5563.12848,
6806.867637,
-1243.739157
],
[
1.221334,
1.159194,
0.06214,
0.174029,
0.182596,
0
],
[
23.096774,
23.096774,
23.096774,
23.096774,
23.096774,
23.096774
],
[
-127983,
-180796,
-111028,
-11658389,
-8387362,
-10525427
],
[
5.000381,
7.693786,
1.470298,
1.14985,
1.333656,
0.925631
],
[
91,
45,
46,
91,
45,
46
],
[
34,
15,
19,
34,
15,
19
],
[
57,
30,
27,
57,
30,
27
],
[
37.362637,
33.333333,
41.304348,
37.362637,
33.333333,
41.304348
],
[
8.382992,
15.387572,
2.089371,
1.92769,
2.667312,
1.31537
],
[
2427873,
2427873,
58019,
6634104,
6634104,
3633311
],
[
-39479,
-30840,
-39479,
-5264405,
-2213463,
-5264405
],
[
48,
54,
42,
48,
54,
42
],
[
81,
94,
70,
81,
94,
70
],
[
28,
33,
23,
28,
33,
23
],
[
4401,
2430,
1971,
4401,
2430,
1971
],
[
19.050769,
0,
20.550769,
19.050769,
0,
20.550769
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
619730,
561260,
-110974,
-50877,
103469,
-581865
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4643,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568246400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759929186457,
"expiration_time": 1765898928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.28875,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|