| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2953967.7367 | 2914990.235 | 38977.5017 | 438790.3301 | 177441.9422 | 261348.3879 |
| Total P&L (%) | 2953.9677 | 2914.9902 | 38.9775 | 438.7903 | 177.4419 | 261.3484 |
| Avg Daily Profit (%) | 1.4185 | 1.3998 | 0.0187 | 0.0809 | 0.049 | 0.0617 |
| Buy And Hold Return (%) | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 | 93.712 |
| Max Trade Drawdown | -192611 | -199669 | -12103 | -5094513 | -4929877 | -626530 |
| Profit Factor | 6.0324 | 6.4967 | 1.6878 | 1.0468 | 1.0215 | 1.2374 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
| Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
| Profitability (%) | 50 | 35.7143 | 64.2857 | 50 | 35.7143 | 64.2857 |
| Ratio Avg Win / Avg Loss | 6.0324 | 11.6941 | 0.9377 | 1.0468 | 1.8386 | 0.6875 |
| Largest Winning Trade | 2605073 | 2605073 | 8483 | 3701606 | 3701606 | 357944 |
| Largest Losing Trade | -68488 | -68488 | -7935 | -1755079 | -1755079 | -431900 |
| Avg Bars in Trades | 280 | 552 | 8 | 280 | 552 | 8 |
| Avg Bars in Winners | 334 | 924 | 7 | 334 | 924 | 7 |
| Avg Bars in Losers | 225 | 346 | 9 | 225 | 346 | 9 |
| Bars Traded | 23555 | 23216 | 339 | 23555 | 23216 | 339 |
| 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 | 808402 | 601293 | -331035 | -255356 | -336388 | -113620 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758926392969,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 70,
"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": [
[
2953967.7366865682,
2914990.235017322,
38977.5016692464,
438790.3300863726,
177441.942172753,
261348.3879136199
],
[
2953.967737,
2914.990235,
38.977502,
438.79033,
177.441942,
261.348388
],
[
1.418472,
1.399755,
0.018717,
0.080905,
0.049013,
0.061708
],
[
93.711968,
93.711968,
93.711968,
93.711968,
93.711968,
93.711968
],
[
-192611,
-199669,
-12103,
-5094513,
-4929877,
-626530
],
[
6.032442,
6.496711,
1.687803,
1.046814,
1.02145,
1.237413
],
[
84,
42,
42,
84,
42,
42
],
[
42,
15,
27,
42,
15,
27
],
[
42,
27,
15,
42,
27,
15
],
[
50,
35.714286,
64.285714,
50,
35.714286,
64.285714
],
[
6.032442,
11.69408,
0.937668,
1.046814,
1.838611,
0.687452
],
[
2605073,
2605073,
8483,
3701606,
3701606,
357944
],
[
-68488,
-68488,
-7935,
-1755079,
-1755079,
-431900
],
[
280,
552,
8,
280,
552,
8
],
[
334,
924,
7,
334,
924,
7
],
[
225,
346,
9,
225,
346,
9
],
[
23555,
23216,
339,
23555,
23216,
339
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
808402,
601293,
-331035,
-255356,
-336388,
-113620
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579226400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758926392969,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 70,
"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) |
|---|