| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1089562.9723 | 968329.3558 | 121233.6165 | 3465446.9385 | 3574559.9497 | -109113.0111 |
| Total P&L (%) | 1089.563 | 968.3294 | 121.2336 | 3465.4469 | 3574.56 | -109.113 |
| Avg Daily Profit (%) | 0.5232 | 0.465 | 0.0582 | 0.1718 | 0.1732 | 0 |
| Buy And Hold Return (%) | 91.3828 | 91.3828 | 91.3828 | 91.3828 | 91.3828 | 91.3828 |
| Max Trade Drawdown | -133540 | -113062 | -238377 | -14011008 | -12017405 | -8433673 |
| Profit Factor | 1.7505 | 2.3827 | 1.1613 | 1.065 | 1.1264 | 0.9956 |
| Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
| Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
| Losing Trades | 202 | 106 | 96 | 202 | 106 | 96 |
| Profitability (%) | 42.1203 | 39.4286 | 44.8276 | 42.1203 | 39.4286 | 44.8276 |
| Ratio Avg Win / Avg Loss | 2.4054 | 3.6604 | 1.4293 | 1.4634 | 1.7304 | 1.2254 |
| Largest Winning Trade | 448901 | 448901 | 59536 | 6040271 | 6040271 | 2551952 |
| Largest Losing Trade | -43123 | -43123 | -42163 | -4473566 | -4473566 | -1701578 |
| Avg Bars in Trades | 71 | 63 | 78 | 71 | 63 | 78 |
| Avg Bars in Winners | 114 | 104 | 123 | 114 | 104 | 123 |
| Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
| Bars Traded | 24804 | 11102 | 13702 | 24804 | 11102 | 13702 |
| 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 | 463653 | 399284 | -224070 | -142489 | -76359 | -580767 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758848269053,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 150,
"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": [
[
1089562.9723389896,
968329.3558062443,
121233.6165327463,
3465446.9385177214,
3574559.949653952,
-109113.0111362208
],
[
1089.562972,
968.329356,
121.233617,
3465.446939,
3574.55995,
-109.113011
],
[
0.5232,
0.464984,
0.058215,
0.171762,
0.173212,
0
],
[
91.382766,
91.382766,
91.382766,
91.382766,
91.382766,
91.382766
],
[
-133540,
-113062,
-238377,
-14011008,
-12017405,
-8433673
],
[
1.750469,
2.382686,
1.161318,
1.064983,
1.126362,
0.995643
],
[
349,
175,
174,
349,
175,
174
],
[
147,
69,
78,
147,
69,
78
],
[
202,
106,
96,
202,
106,
96
],
[
42.120344,
39.428571,
44.827586,
42.120344,
39.428571,
44.827586
],
[
2.405406,
3.660359,
1.429315,
1.463445,
1.730353,
1.225406
],
[
448901,
448901,
59536,
6040271,
6040271,
2551952
],
[
-43123,
-43123,
-42163,
-4473566,
-4473566,
-1701578
],
[
71,
63,
78,
71,
63,
78
],
[
114,
104,
123,
114,
104,
123
],
[
39,
36,
42,
39,
36,
42
],
[
24804,
11102,
13702,
24804,
11102,
13702
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463653,
399284,
-224070,
-142489,
-76359,
-580767
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758848269053,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 150,
"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) |
|---|