| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2599464.8419 | 2386919.3196 | 212545.5223 | 17153430.1911 | 7679128.7393 | 9474301.4518 |
| Total P&L (%) | 2599.4648 | 2386.9193 | 212.5455 | 17153.4302 | 7679.1287 | 9474.3015 |
| Avg Daily Profit (%) | 1.1171 | 1.0258 | 0.0913 | 0.2216 | 0.1873 | 0.1962 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119020 | -122309 | -86227 | -12108369 | -12249147 | -8461663 |
| Profit Factor | 5.9574 | 10.0342 | 1.817 | 1.4556 | 1.414 | 1.496 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
| Ratio Avg Win / Avg Loss | 6.9503 | 13.6178 | 1.817 | 1.6982 | 1.9191 | 1.496 |
| Largest Winning Trade | 2027032 | 2027032 | 79051 | 7489541 | 7489541 | 6530456 |
| Largest Losing Trade | -39950 | -34814 | -39950 | -4936700 | -3732634 | -4936700 |
| Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
| Avg Bars in Winners | 103 | 100 | 105 | 103 | 100 | 105 |
| Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
| Bars Traded | 4417 | 2215 | 2202 | 4417 | 2215 | 2202 |
| Profit Streak | 57.2165 | 57.2165 | 86.7165 | 57.2165 | 57.2165 | 86.7165 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -114855 | 701294 | -67047 | -126424 | 266800 | 353272 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4654,
"evaluation_days": 2327,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565308800000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760375508960,
"expiration_time": 1766388384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 57,
"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": [
[
2599464.8419120973,
2386919.3195810155,
212545.5223310827,
17153430.191071026,
7679128.739250078,
9474301.45182095
],
[
2599.464842,
2386.91932,
212.545522,
17153.430191,
7679.128739,
9474.301452
],
[
1.117088,
1.02575,
0.091339,
0.221586,
0.187284,
0.196224
],
[
10,
10,
10,
10,
10,
10
],
[
-119020,
-122309,
-86227,
-12108369,
-12249147,
-8461663
],
[
5.957382,
10.034157,
1.817005,
1.455632,
1.414043,
1.496016
],
[
65,
33,
32,
65,
33,
32
],
[
30,
14,
16,
30,
14,
16
],
[
35,
19,
16,
35,
19,
16
],
[
46.153846,
42.424242,
50,
46.153846,
42.424242,
50
],
[
6.950279,
13.617785,
1.817005,
1.698238,
1.919058,
1.496016
],
[
2027032,
2027032,
79051,
7489541,
7489541,
6530456
],
[
-39950,
-34814,
-39950,
-4936700,
-3732634,
-4936700
],
[
67,
67,
68,
67,
67,
68
],
[
103,
100,
105,
103,
100,
105
],
[
37,
42,
31,
37,
42,
31
],
[
4417,
2215,
2202,
4417,
2215,
2202
],
[
57.216539,
57.216539,
86.716539,
57.216539,
57.216539,
86.716539
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114855,
701294,
-67047,
-126424,
266800,
353272
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4654,
"evaluation_days": 2327,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565308800000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760375508960,
"expiration_time": 1766388384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 57,
"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) |
|---|