| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1910957.0571 | 2134088.6849 | -223131.6278 | -98894.4176 | 674841.8751 | -773736.2927 |
| Total P&L (%) | 1910.9571 | 2134.0887 | -223.1316 | -98.8944 | 674.8419 | -773.7363 |
| Avg Daily Profit (%) | 0.828 | 0.9246 | -0.0967 | -0.195 | 0.0888 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -419768 | -266188 | -231620 | -1084819 | -284869 | -1003786 |
| Profit Factor | 2.7346 | 4.5198 | 0.5496 | 0.9406 | 2.1164 | 0.2708 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Profitability (%) | 39.6694 | 40 | 39.3443 | 39.6694 | 40 | 39.3443 |
| Ratio Avg Win / Avg Loss | 4.1588 | 6.7797 | 0.8473 | 1.4305 | 3.1746 | 0.4175 |
| Largest Winning Trade | 2269962 | 2269962 | 59918 | 557186 | 557186 | 147859 |
| Largest Losing Trade | -75643 | -67739 | -75643 | -821284 | -207570 | -821284 |
| Avg Bars in Trades | 35 | 52 | 19 | 35 | 52 | 19 |
| Avg Bars in Winners | 46 | 66 | 25 | 46 | 66 | 25 |
| Avg Bars in Losers | 29 | 42 | 15 | 29 | 42 | 15 |
| Bars Traded | 4341 | 3143 | 1198 | 4341 | 3143 | 1198 |
| Profit Streak | 56.3054 | 56.3054 | 77.8054 | 56.3054 | 56.3054 | 77.8054 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 580052 | -152068 | -745638 | -581406 | -242814 | -745638 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566259200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871188665,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 127,
"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": [
[
1910957.0570535709,
2134088.6849016435,
-223131.6278480726,
-98894.4176086506,
674841.8750523777,
-773736.2926610282
],
[
1910.957057,
2134.088685,
-223.131628,
-98.894418,
674.841875,
-773.736293
],
[
0.827971,
0.924648,
-0.096677,
-0.194992,
0.088752,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-419768,
-266188,
-231620,
-1084819,
-284869,
-1003786
],
[
2.734552,
4.519787,
0.549583,
0.940624,
2.116412,
0.270813
],
[
121,
60,
61,
121,
60,
61
],
[
48,
24,
24,
48,
24,
24
],
[
73,
36,
37,
73,
36,
37
],
[
39.669421,
40,
39.344262,
39.669421,
40,
39.344262
],
[
4.158798,
6.77968,
0.847273,
1.430533,
3.174618,
0.417503
],
[
2269962,
2269962,
59918,
557186,
557186,
147859
],
[
-75643,
-67739,
-75643,
-821284,
-207570,
-821284
],
[
35,
52,
19,
35,
52,
19
],
[
46,
66,
25,
46,
66,
25
],
[
29,
42,
15,
29,
42,
15
],
[
4341,
3143,
1198,
4341,
3143,
1198
],
[
56.305424,
56.305424,
77.805424,
56.305424,
56.305424,
77.805424
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
580052,
-152068,
-745638,
-581406,
-242814,
-745638
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566259200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871188665,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 127,
"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) |
|---|