| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 924235.4969 | 859763.0959 | 64472.401 | 880130.7325 | -289945.7834 | 1170076.5159 |
| Total P&L (%) | 924.2355 | 859.7631 | 64.4724 | 880.1307 | -289.9458 | 1170.0765 |
| Avg Daily Profit (%) | 0.4437 | 0.4127 | 0.031 | 0.1096 | 0 | 0.1221 |
| Buy And Hold Return (%) | 82.1643 | 82.1643 | 82.1643 | 82.1643 | 82.1643 | 82.1643 |
| Max Trade Drawdown | -185199 | -110827 | -264774 | -5135690 | -3636668 | -2597543 |
| Profit Factor | 1.489 | 1.9802 | 1.0637 | 1.0438 | 0.9721 | 1.1207 |
| Total Trades | 568 | 284 | 284 | 568 | 284 | 284 |
| Winning Trades | 203 | 89 | 114 | 203 | 89 | 114 |
| Losing Trades | 365 | 195 | 170 | 365 | 195 | 170 |
| Profitability (%) | 35.7394 | 31.338 | 40.1408 | 35.7394 | 31.338 | 40.1408 |
| Ratio Avg Win / Avg Loss | 2.6773 | 4.3385 | 1.5862 | 1.8768 | 2.13 | 1.6713 |
| Largest Winning Trade | 458099 | 458099 | 52006 | 1028798 | 1028798 | 918932 |
| Largest Losing Trade | -34540 | -17388 | -34540 | -889833 | -765211 | -889833 |
| Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
| Avg Bars in Winners | 79 | 82 | 77 | 79 | 82 | 77 |
| Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
| Bars Traded | 24906 | 12149 | 12757 | 24906 | 12149 | 12757 |
| Profit Streak | 9.6908 | 9.6908 | 11.1908 | 9.6908 | 9.6908 | 11.1908 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411754 | 286388 | -468514 | -218497 | -583662 | -118030 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759199684141,
"expiration_time": 1765676822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 15,
"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": [
[
924235.4969041902,
859763.0959176787,
64472.4009865104,
880130.7325270986,
-289945.7833579037,
1170076.5158850001
],
[
924.235497,
859.763096,
64.472401,
880.130733,
-289.945783,
1170.076516
],
[
0.443687,
0.412736,
0.030951,
0.109634,
0,
0.122089
],
[
82.164329,
82.164329,
82.164329,
82.164329,
82.164329,
82.164329
],
[
-185199,
-110827,
-264774,
-5135690,
-3636668,
-2597543
],
[
1.48904,
1.98015,
1.063663,
1.043784,
0.972147,
1.120729
],
[
568,
284,
284,
568,
284,
284
],
[
203,
89,
114,
203,
89,
114
],
[
365,
195,
170,
365,
195,
170
],
[
35.739437,
31.338028,
40.140845,
35.739437,
31.338028,
40.140845
],
[
2.677339,
4.338532,
1.586163,
1.876755,
2.129984,
1.671262
],
[
458099,
458099,
52006,
1028798,
1028798,
918932
],
[
-34540,
-17388,
-34540,
-889833,
-765211,
-889833
],
[
43,
42,
44,
43,
42,
44
],
[
79,
82,
77,
79,
82,
77
],
[
24,
24,
23,
24,
24,
23
],
[
24906,
12149,
12757,
24906,
12149,
12757
],
[
9.690788,
9.690788,
11.190788,
9.690789,
9.690789,
11.190789
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411754,
286388,
-468514,
-218497,
-583662,
-118030
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579154400000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759199684141,
"expiration_time": 1765676822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 15,
"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) |
|---|