| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1624668.7132 | 1738409.1692 | -113740.456 | -99577.0905 | -56803.3264 | -42773.7641 |
| Total P&L (%) | 1624.6687 | 1738.4092 | -113.7405 | -99.5771 | -56.8033 | -42.7738 |
| Avg Daily Profit (%) | 0.7001 | 0.7492 | -0.049 | -0.2353 | -0.0362 | -0.0241 |
| Buy And Hold Return (%) | 31.2581 | 31.2581 | 31.2581 | 31.2581 | 31.2581 | 31.2581 |
| Max Trade Drawdown | -219247 | -97284 | -182280 | -90534 | -43175 | -48689 |
| Profit Factor | 3.5068 | 6.6852 | 0.6678 | 0.1063 | 0.0611 | 0.1599 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 49.3151 | 45.9459 | 52.7778 | 49.3151 | 45.9459 | 52.7778 |
| Ratio Avg Win / Avg Loss | 3.6042 | 7.865 | 0.5975 | 0.1092 | 0.0719 | 0.1431 |
| Largest Winning Trade | 1757043 | 1757043 | 84421 | 3291 | 1122 | 3291 |
| Largest Losing Trade | -99682 | -75354 | -99682 | -39652 | -39652 | -32724 |
| Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
| Avg Bars in Winners | 87 | 80 | 93 | 87 | 80 | 93 |
| Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
| Bars Traded | 4231 | 1881 | 2350 | 4231 | 1881 | 2350 |
| 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 | -57531 | 708787 | -580420 | -657044 | -582071 | -580142 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568635200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838715396,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 132
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 203,
"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": [
[
1624668.713215281,
1738409.1692163409,
-113740.45600106,
-99577.0905157898,
-56803.3263897918,
-42773.764125998
],
[
1624.668713,
1738.409169,
-113.740456,
-99.577091,
-56.803326,
-42.773764
],
[
0.700137,
0.749153,
-0.049015,
-0.235265,
-0.036167,
-0.02405
],
[
31.258106,
31.258106,
31.258106,
31.258106,
31.258106,
31.258106
],
[
-219247,
-97284,
-182280,
-90534,
-43175,
-48689
],
[
3.506764,
6.685229,
0.667753,
0.106281,
0.061141,
0.159919
],
[
73,
37,
36,
73,
37,
36
],
[
36,
17,
19,
36,
17,
19
],
[
37,
20,
17,
37,
20,
17
],
[
49.315068,
45.945946,
52.777778,
49.315068,
45.945946,
52.777778
],
[
3.604174,
7.864975,
0.597464,
0.109233,
0.07193,
0.143086
],
[
1757043,
1757043,
84421,
3291,
1122,
3291
],
[
-99682,
-75354,
-99682,
-39652,
-39652,
-32724
],
[
57,
50,
65,
57,
50,
65
],
[
87,
80,
93,
87,
80,
93
],
[
29,
25,
33,
29,
25,
33
],
[
4231,
1881,
2350,
4231,
1881,
2350
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-57531,
708787,
-580420,
-657044,
-582071,
-580142
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568635200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838715396,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 132
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 203,
"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) |
|---|