| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1063033.6409 | 1011795.3366 | 51238.3042 | 719160.9786 | 75628.6774 | 643532.3012 |
| Total P&L (%) | 1063.0336 | 1011.7953 | 51.2383 | 719.161 | 75.6287 | 643.5323 |
| Avg Daily Profit (%) | 0.5103 | 0.4857 | 0.0246 | 0.101 | 0.027 | 0.0964 |
| Buy And Hold Return (%) | 78.1496 | 78.1496 | 78.1496 | 78.1496 | 78.1496 | 78.1496 |
| Max Trade Drawdown | -205708 | -145925 | -231259 | -7399121 | -5985876 | -2231081 |
| Profit Factor | 1.6727 | 2.2668 | 1.0656 | 1.0327 | 1.0058 | 1.0726 |
| Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
| Winning Trades | 139 | 60 | 79 | 139 | 60 | 79 |
| Losing Trades | 209 | 114 | 95 | 209 | 114 | 95 |
| Profitability (%) | 39.9425 | 34.4828 | 45.4023 | 39.9425 | 34.4828 | 45.4023 |
| Ratio Avg Win / Avg Loss | 2.515 | 4.3069 | 1.2814 | 1.5528 | 1.911 | 1.2898 |
| Largest Winning Trade | 593806 | 593806 | 56869 | 4477381 | 4477381 | 797554 |
| Largest Losing Trade | -30803 | -27014 | -30803 | -1402209 | -1402209 | -875039 |
| Avg Bars in Trades | 71 | 69 | 73 | 71 | 69 | 73 |
| Avg Bars in Winners | 113 | 124 | 104 | 113 | 124 | 104 |
| Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
| Bars Traded | 24739 | 12011 | 12728 | 24739 | 12011 | 12728 |
| 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 | 423599 | 328178 | -475638 | -243207 | -541275 | -206050 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580162400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759207637789,
"expiration_time": 1765684281600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 131,
"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": [
[
1063033.6408592283,
1011795.3366240277,
51238.3042351989,
719160.9785705297,
75628.6773655563,
643532.3012049694
],
[
1063.033641,
1011.795337,
51.238304,
719.160979,
75.628677,
643.532301
],
[
0.510296,
0.4857,
0.024596,
0.101008,
0.027039,
0.096354
],
[
78.149606,
78.149606,
78.149606,
78.149606,
78.149606,
78.149606
],
[
-205708,
-145925,
-231259,
-7399121,
-5985876,
-2231081
],
[
1.672673,
2.2668,
1.065555,
1.032739,
1.005774,
1.07257
],
[
348,
174,
174,
348,
174,
174
],
[
139,
60,
79,
139,
60,
79
],
[
209,
114,
95,
209,
114,
95
],
[
39.942529,
34.482759,
45.402299,
39.942529,
34.482759,
45.402299
],
[
2.515026,
4.306921,
1.281363,
1.552824,
1.91097,
1.289799
],
[
593806,
593806,
56869,
4477381,
4477381,
797554
],
[
-30803,
-27014,
-30803,
-1402209,
-1402209,
-875039
],
[
71,
69,
73,
71,
69,
73
],
[
113,
124,
104,
113,
124,
104
],
[
43,
39,
47,
43,
39,
47
],
[
24739,
12011,
12728,
24739,
12011,
12728
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423599,
328178,
-475638,
-243207,
-541275,
-206050
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1580162400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759207637789,
"expiration_time": 1765684281600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 97,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 131,
"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) |
|---|