| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2635923.2341 | 2628378.9773 | 7544.2569 | 73937.6799 | 2386233.3294 | -2312295.6495 |
| Total P&L (%) | 2635.9232 | 2628.379 | 7.5443 | 73.9377 | 2386.2333 | -2312.2957 |
| Avg Daily Profit (%) | 1.1422 | 1.1389 | 0.0033 | 0.024 | 0.1393 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204614 | -151009 | -158268 | -5084433 | -2256709 | -3153624 |
| Profit Factor | 3.7396 | 6.3695 | 1.016 | 1.0081 | 1.5588 | 0.5285 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
| Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
| Profitability (%) | 34.3434 | 22 | 46.9388 | 34.3434 | 22 | 46.9388 |
| Ratio Avg Win / Avg Loss | 7.1492 | 22.5827 | 1.1485 | 1.9272 | 5.5266 | 0.5975 |
| Largest Winning Trade | 2417893 | 2417893 | 78765 | 4504048 | 4504048 | 568042 |
| Largest Losing Trade | -50236 | -35844 | -50236 | -1793104 | -1012152 | -1793104 |
| Avg Bars in Trades | 90 | 86 | 94 | 90 | 86 | 94 |
| Avg Bars in Winners | 162 | 202 | 143 | 162 | 202 | 143 |
| Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
| Bars Traded | 8944 | 4307 | 4637 | 8944 | 4307 | 4637 |
| 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 | 522312 | -201381 | -558288 | -377198 | -227198 | -581872 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562004000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894625750,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 55,
"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": [
[
2635923.2341249697,
2628378.9772739676,
7544.2568510012,
73937.6798638208,
2386233.329385311,
-2312295.649521493
],
[
2635.923234,
2628.378977,
7.544257,
73.93768,
2386.233329,
-2312.29565
],
[
1.142205,
1.138936,
0.003269,
0.023988,
0.139339,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-204614,
-151009,
-158268,
-5084433,
-2256709,
-3153624
],
[
3.739605,
6.369471,
1.015962,
1.008059,
1.558779,
0.528514
],
[
99,
50,
49,
99,
50,
49
],
[
34,
11,
23,
34,
11,
23
],
[
65,
39,
26,
65,
39,
26
],
[
34.343434,
22,
46.938776,
34.343434,
22,
46.938776
],
[
7.149244,
22.582671,
1.148478,
1.927171,
5.526581,
0.597451
],
[
2417893,
2417893,
78765,
4504048,
4504048,
568042
],
[
-50236,
-35844,
-50236,
-1793104,
-1012152,
-1793104
],
[
90,
86,
94,
90,
86,
94
],
[
162,
202,
143,
162,
202,
143
],
[
52,
53,
51,
52,
53,
51
],
[
8944,
4307,
4637,
8944,
4307,
4637
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
522312,
-201381,
-558288,
-377198,
-227198,
-581872
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562004000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894625750,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 55,
"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) |
|---|