| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 965407.3252 | 844879.5264 | 120527.7989 | 750207.9503 | 309500.8931 | 440707.0572 |
| Total P&L (%) | 965.4073 | 844.8795 | 120.5278 | 750.208 | 309.5009 | 440.7071 |
| Avg Daily Profit (%) | 0.4172 | 0.3651 | 0.0521 | 0.0925 | 0.0609 | 0.073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170688 | -115848 | -255201 | -1428110 | -1050761 | -706343 |
| Profit Factor | 1.4637 | 1.8181 | 1.1149 | 1.1207 | 1.0948 | 1.1494 |
| Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
| Winning Trades | 176 | 80 | 96 | 176 | 80 | 96 |
| Losing Trades | 404 | 210 | 194 | 404 | 210 | 194 |
| Profitability (%) | 30.3448 | 27.5862 | 33.1034 | 30.3448 | 27.5862 | 33.1034 |
| Ratio Avg Win / Avg Loss | 3.3599 | 4.7725 | 2.253 | 2.5726 | 2.8739 | 2.3228 |
| Largest Winning Trade | 549526 | 549526 | 58839 | 612995 | 612995 | 394849 |
| Largest Losing Trade | -20766 | -20766 | -19985 | -264531 | -264531 | -250014 |
| Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
| Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
| Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
| Bars Traded | 9133 | 4775 | 4358 | 9133 | 4775 | 4358 |
| Profit Streak | 11.9947 | 0 | 13.2447 | 11.9947 | 0 | 13.2447 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301578 | -4279 | -221146 | -159331 | -243857 | -155289 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9257,
"evaluation_days": 2314.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561744800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759297939742,
"expiration_time": 1765275336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
965407.3252359305,
844879.5263784586,
120527.7988574734,
750207.9502905695,
309500.893084721,
440707.057205849
],
[
965.407325,
844.879526,
120.527799,
750.20795,
309.500893,
440.707057
],
[
0.417158,
0.365077,
0.052081,
0.092527,
0.060935,
0.072953
],
[
10,
10,
10,
10,
10,
10
],
[
-170688,
-115848,
-255201,
-1428110,
-1050761,
-706343
],
[
1.463703,
1.818098,
1.114874,
1.120743,
1.094814,
1.149444
],
[
580,
290,
290,
580,
290,
290
],
[
176,
80,
96,
176,
80,
96
],
[
404,
210,
194,
404,
210,
194
],
[
30.344828,
27.586207,
33.103448,
30.344828,
27.586207,
33.103448
],
[
3.359865,
4.772507,
2.252975,
2.572614,
2.873886,
2.322834
],
[
549526,
549526,
58839,
612995,
612995,
394849
],
[
-20766,
-20766,
-19985,
-264531,
-264531,
-250014
],
[
15,
16,
15,
15,
16,
15
],
[
32,
36,
29,
32,
36,
29
],
[
8,
8,
7,
8,
8,
7
],
[
9133,
4775,
4358,
9133,
4775,
4358
],
[
11.994673,
0,
13.244673,
11.994673,
0,
13.244673
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301578,
-4279,
-221146,
-159331,
-243857,
-155289
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9257,
"evaluation_days": 2314.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561744800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759297939742,
"expiration_time": 1765275336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|