| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567373.1453 | 553956.1537 | 13416.9916 | 377410.8012 | 258822.3612 | 118588.4401 |
| Total P&L (%) | 567.3731 | 553.9562 | 13.417 | 377.4108 | 258.8224 | 118.5884 |
| Avg Daily Profit (%) | 0.2723 | 0.2659 | 0.0064 | 0.0751 | 0.0613 | 0.0375 |
| Buy And Hold Return (%) | 97.4659 | 97.4659 | 97.4659 | 97.4659 | 97.4659 | 97.4659 |
| Max Trade Drawdown | -182115 | -151365 | -221767 | -672351 | -522356 | -300631 |
| Profit Factor | 1.3747 | 1.7701 | 1.0169 | 1.0782 | 1.103 | 1.0513 |
| Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
| Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
| Losing Trades | 226 | 112 | 114 | 226 | 112 | 114 |
| Profitability (%) | 41.6021 | 42.268 | 40.9326 | 41.6021 | 42.268 | 40.9326 |
| Ratio Avg Win / Avg Loss | 1.9297 | 2.4177 | 1.4674 | 1.5135 | 1.5065 | 1.5171 |
| Largest Winning Trade | 110594 | 110594 | 80899 | 256167 | 256167 | 163259 |
| Largest Losing Trade | -52788 | -43951 | -52788 | -219278 | -219278 | -206600 |
| Avg Bars in Trades | 64 | 57 | 70 | 64 | 57 | 70 |
| Avg Bars in Winners | 97 | 83 | 112 | 97 | 83 | 112 |
| Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
| Bars Traded | 24785 | 11133 | 13652 | 24785 | 11133 | 13652 |
| 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 | 298043 | 307196 | -555026 | -229682 | -223112 | -407169 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579341600000,
"first_datapoint_time": 1580119200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759410024865,
"expiration_time": 1765886400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 109,
"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": [
[
567373.1452989375,
553956.1537227356,
13416.9915762018,
377410.801246882,
258822.3611527776,
118588.4400941045
],
[
567.373145,
553.956154,
13.416992,
377.410801,
258.822361,
118.58844
],
[
0.27234,
0.265899,
0.00644,
0.075062,
0.061346,
0.037544
],
[
97.465887,
97.465887,
97.465887,
97.465887,
97.465887,
97.465887
],
[
-182115,
-151365,
-221767,
-672351,
-522356,
-300631
],
[
1.374718,
1.770097,
1.016881,
1.078214,
1.102981,
1.051291
],
[
387,
194,
193,
387,
194,
193
],
[
161,
82,
79,
161,
82,
79
],
[
226,
112,
114,
226,
112,
114
],
[
41.602067,
42.268041,
40.932642,
41.602067,
42.268041,
40.932642
],
[
1.929728,
2.417693,
1.467398,
1.513518,
1.506511,
1.517053
],
[
110594,
110594,
80899,
256167,
256167,
163259
],
[
-52788,
-43951,
-52788,
-219278,
-219278,
-206600
],
[
64,
57,
70,
64,
57,
70
],
[
97,
83,
112,
97,
83,
112
],
[
40,
38,
41,
40,
38,
41
],
[
24785,
11133,
13652,
24785,
11133,
13652
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298043,
307196,
-555026,
-229682,
-223112,
-407169
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579341600000,
"first_datapoint_time": 1580119200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759410024865,
"expiration_time": 1765886400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 109,
"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) |
|---|