| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1278390.7214 | 1103156.1846 | 175234.5368 | 10542948.7147 | 6068194.6388 | 4474754.0759 |
| Total P&L (%) | 1278.3907 | 1103.1562 | 175.2345 | 10542.9487 | 6068.1946 | 4474.7541 |
| Avg Daily Profit (%) | 0.6136 | 0.5295 | 0.0841 | 0.2243 | 0.1981 | 0.1837 |
| Buy And Hold Return (%) | 73.8318 | 73.8318 | 73.8318 | 73.8318 | 73.8318 | 73.8318 |
| Max Trade Drawdown | -111290 | -101279 | -124293 | -28570247 | -25232039 | -9274066 |
| Profit Factor | 1.7562 | 2.3564 | 1.1997 | 1.0737 | 1.0827 | 1.0642 |
| Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
| Winning Trades | 267 | 128 | 139 | 267 | 128 | 139 |
| Losing Trades | 299 | 155 | 144 | 299 | 155 | 144 |
| Profitability (%) | 47.1731 | 45.2297 | 49.1166 | 47.1731 | 45.2297 | 49.1166 |
| Ratio Avg Win / Avg Loss | 1.9666 | 2.8535 | 1.2429 | 1.2023 | 1.3111 | 1.1024 |
| Largest Winning Trade | 453019 | 453019 | 68031 | 9846357 | 9846357 | 8195814 |
| Largest Losing Trade | -36307 | -33841 | -36307 | -6659609 | -6659609 | -4926273 |
| Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
| Avg Bars in Winners | 60 | 50 | 70 | 60 | 50 | 70 |
| Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
| Bars Traded | 24515 | 10622 | 13892 | 24515 | 10622 | 13892 |
| Profit Streak | 0 | 0 | 10.9825 | 0 | 0 | 10.9825 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 603382 | 518822 | -84657 | -129393 | -122468 | -140831 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579068000000,
"first_datapoint_time": 1580666400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759138491437,
"expiration_time": 1765612800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1278390.721446031,
1103156.1846431815,
175234.5368028497,
10542948.714741796,
6068194.638814958,
4474754.075926855
],
[
1278.390721,
1103.156185,
175.234537,
10542.948715,
6068.194639,
4474.754076
],
[
0.613629,
0.529516,
0.084113,
0.224291,
0.198052,
0.183679
],
[
73.831776,
73.831776,
73.831776,
73.831776,
73.831776,
73.831776
],
[
-111290,
-101279,
-124293,
-28570247,
-25232039,
-9274066
],
[
1.756151,
2.356405,
1.199729,
1.073664,
1.082698,
1.064159
],
[
566,
283,
283,
566,
283,
283
],
[
267,
128,
139,
267,
128,
139
],
[
299,
155,
144,
299,
155,
144
],
[
47.173145,
45.229682,
49.116608,
47.173145,
45.229682,
49.116608
],
[
1.966626,
2.853459,
1.242885,
1.202343,
1.31108,
1.102439
],
[
453019,
453019,
68031,
9846357,
9846357,
8195814
],
[
-36307,
-33841,
-36307,
-6659609,
-6659609,
-4926273
],
[
43,
37,
49,
43,
37,
49
],
[
60,
50,
70,
60,
50,
70
],
[
27,
27,
28,
27,
27,
28
],
[
24515,
10622,
13892,
24515,
10622,
13892
],
[
0,
0,
10.98254,
0,
0,
10.98254
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
603382,
518822,
-84657,
-129393,
-122468,
-140831
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579068000000,
"first_datapoint_time": 1580666400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759138491437,
"expiration_time": 1765612800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|