| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523258.5466 | 462299.6717 | 60958.8749 | 83500.6643 | 182317.7029 | -98817.0386 |
| Total P&L (%) | 523.2585 | 462.2997 | 60.9589 | 83.5007 | 182.3177 | -98.817 |
| Avg Daily Profit (%) | 0.2253 | 0.1991 | 0.0263 | 0.0261 | 0.0447 | -0.1909 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206310 | -129814 | -269481 | -1951858 | -776006 | -1527006 |
| Profit Factor | 1.2826 | 1.5072 | 1.0649 | 1.0143 | 1.0651 | 0.9675 |
| Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
| Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
| Losing Trades | 233 | 120 | 113 | 233 | 120 | 113 |
| Profitability (%) | 43.4466 | 41.7476 | 45.1456 | 43.4466 | 41.7476 | 45.1456 |
| Ratio Avg Win / Avg Loss | 1.6696 | 2.1031 | 1.2939 | 1.3203 | 1.4862 | 1.1755 |
| Largest Winning Trade | 108101 | 108101 | 61011 | 339211 | 307621 | 339211 |
| Largest Losing Trade | -40329 | -28499 | -40329 | -339567 | -324141 | -339567 |
| Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
| Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
| Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
| Bars Traded | 9247 | 4136 | 5111 | 9247 | 4136 | 5111 |
| Profit Streak | 7.5412 | 19.5412 | 0 | 7.5412 | 19.5412 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356561 | 314308 | -308676 | -362174 | -283419 | -580198 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9289,
"evaluation_days": 2322.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759993163777,
"expiration_time": 1765987272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 8,
"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": [
[
523258.546632912,
462299.6717300637,
60958.874902848,
83500.6643292171,
182317.7029357082,
-98817.0386064908
],
[
523.258547,
462.299672,
60.958875,
83.500664,
182.317703,
-98.817039
],
[
0.225324,
0.199074,
0.02625,
0.026144,
0.044702,
-0.190889
],
[
10,
10,
10,
10,
10,
10
],
[
-206310,
-129814,
-269481,
-1951858,
-776006,
-1527006
],
[
1.282644,
1.507208,
1.064861,
1.014308,
1.065141,
0.967463
],
[
412,
206,
206,
412,
206,
206
],
[
179,
86,
93,
179,
86,
93
],
[
233,
120,
113,
233,
120,
113
],
[
43.446602,
41.747573,
45.145631,
43.446602,
41.747573,
45.145631
],
[
1.669587,
2.10308,
1.293863,
1.3203,
1.486243,
1.17552
],
[
108101,
108101,
61011,
339211,
307621,
339211
],
[
-40329,
-28499,
-40329,
-339567,
-324141,
-339567
],
[
22,
20,
24,
22,
20,
24
],
[
30,
27,
33,
30,
27,
33
],
[
16,
14,
17,
16,
14,
17
],
[
9247,
4136,
5111,
9247,
4136,
5111
],
[
7.541247,
19.541247,
0,
7.541247,
19.541247,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356561,
314308,
-308676,
-362174,
-283419,
-580198
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9289,
"evaluation_days": 2322.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759993163777,
"expiration_time": 1765987272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 8,
"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) |
|---|