| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873457.6282 | 839409.8074 | 34047.8207 | 409302.0193 | 332692.6039 | 76609.4154 |
| Total P&L (%) | 873.4576 | 839.4098 | 34.0478 | 409.302 | 332.6926 | 76.6094 |
| Avg Daily Profit (%) | 0.4194 | 0.4031 | 0.0163 | 0.0782 | 0.0704 | 0.0273 |
| Buy And Hold Return (%) | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 | 93.3198 |
| Max Trade Drawdown | -165670 | -124793 | -231975 | -2972887 | -2392876 | -862960 |
| Profit Factor | 1.5397 | 2.0453 | 1.0418 | 1.037 | 1.0547 | 1.0154 |
| Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
| Winning Trades | 160 | 74 | 86 | 160 | 74 | 86 |
| Losing Trades | 231 | 122 | 109 | 231 | 122 | 109 |
| Profitability (%) | 40.9207 | 37.7551 | 44.1026 | 40.9207 | 37.7551 | 44.1026 |
| Ratio Avg Win / Avg Loss | 2.2229 | 3.3719 | 1.3204 | 1.4972 | 1.7388 | 1.287 |
| Largest Winning Trade | 496027 | 496027 | 55616 | 1869577 | 1869577 | 550770 |
| Largest Losing Trade | -29170 | -29170 | -27612 | -839785 | -839785 | -467540 |
| Avg Bars in Trades | 63 | 60 | 65 | 63 | 60 | 65 |
| Avg Bars in Winners | 99 | 100 | 97 | 99 | 100 | 97 |
| Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
| Bars Traded | 24810 | 11941 | 12869 | 24810 | 11941 | 12869 |
| Profit Streak | 0 | 0 | 18.3625 | 0 | 0 | 18.3625 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399092 | 337309 | -512648 | -271719 | -265122 | -527025 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579665600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758969718835,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "jma",
"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": [
[
873457.6281736933,
839409.8074389235,
34047.8207347697,
409302.0193367546,
332692.6038980252,
76609.4154387298
],
[
873.457628,
839.409807,
34.047821,
409.302019,
332.692604,
76.609415
],
[
0.419427,
0.403078,
0.016349,
0.0782,
0.070366,
0.027316
],
[
93.319838,
93.319838,
93.319838,
93.319838,
93.319838,
93.319838
],
[
-165670,
-124793,
-231975,
-2972887,
-2392876,
-862960
],
[
1.539667,
2.04525,
1.041754,
1.037012,
1.054708,
1.015391
],
[
391,
196,
195,
391,
196,
195
],
[
160,
74,
86,
160,
74,
86
],
[
231,
122,
109,
231,
122,
109
],
[
40.920716,
37.755102,
44.102564,
40.920716,
37.755102,
44.102564
],
[
2.222894,
3.371899,
1.320362,
1.497186,
1.738842,
1.28695
],
[
496027,
496027,
55616,
1869577,
1869577,
550770
],
[
-29170,
-29170,
-27612,
-839785,
-839785,
-467540
],
[
63,
60,
65,
63,
60,
65
],
[
99,
100,
97,
99,
100,
97
],
[
38,
37,
40,
38,
37,
40
],
[
24810,
11941,
12869,
24810,
11941,
12869
],
[
0,
0,
18.362486,
0,
0,
18.362486
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399092,
337309,
-512648,
-271719,
-265122,
-527025
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579665600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758969718835,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "jma",
"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) |
|---|