| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1080994.5018 | 962707.6638 | 118286.838 | 944064.2518 | 2376176.4451 | -1432112.1933 |
| Total P&L (%) | 1080.9945 | 962.7077 | 118.2868 | 944.0643 | 2376.1764 | -1432.1122 |
| Avg Daily Profit (%) | 0.4684 | 0.4172 | 0.0513 | 0.1017 | 0.1392 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192797 | -100255 | -192501 | -3242732 | -1699397 | -2225904 |
| Profit Factor | 2.1015 | 3.0996 | 1.2262 | 1.0951 | 1.5384 | 0.7401 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
| Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
| Profitability (%) | 40.8333 | 33.3333 | 48.3333 | 40.8333 | 33.3333 | 48.3333 |
| Ratio Avg Win / Avg Loss | 3.045 | 6.1991 | 1.3108 | 1.5868 | 3.0769 | 0.7912 |
| Largest Winning Trade | 402237 | 402237 | 84747 | 2408177 | 2408177 | 522092 |
| Largest Losing Trade | -64592 | -39913 | -64592 | -1601524 | -985993 | -1601524 |
| Avg Bars in Trades | 76 | 69 | 83 | 76 | 69 | 83 |
| Avg Bars in Winners | 129 | 134 | 126 | 129 | 134 | 126 |
| Avg Bars in Losers | 39 | 36 | 43 | 39 | 36 | 43 |
| Bars Traded | 9148 | 4140 | 5008 | 9148 | 4140 | 5008 |
| 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 | 398939 | -160123 | -294660 | -174819 | -180126 | -750606 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560600000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848658210,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 36,
"offset": 58,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 35,
"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": [
[
1080994.5017846029,
962707.6638015471,
118286.8379830553,
944064.2517523478,
2376176.4450819073,
-1432112.193329559
],
[
1080.994502,
962.707664,
118.286838,
944.064252,
2376.176445,
-1432.112193
],
[
0.468419,
0.417163,
0.051256,
0.101696,
0.139163,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-192797,
-100255,
-192501,
-3242732,
-1699397,
-2225904
],
[
2.101482,
3.099554,
1.226226,
1.095125,
1.538425,
0.740148
],
[
120,
60,
60,
120,
60,
60
],
[
49,
20,
29,
49,
20,
29
],
[
71,
40,
31,
71,
40,
31
],
[
40.833333,
33.333333,
48.333333,
40.833333,
33.333333,
48.333333
],
[
3.045005,
6.199108,
1.310793,
1.586814,
3.07685,
0.791193
],
[
402237,
402237,
84747,
2408177,
2408177,
522092
],
[
-64592,
-39913,
-64592,
-1601524,
-985993,
-1601524
],
[
76,
69,
83,
76,
69,
83
],
[
129,
134,
126,
129,
134,
126
],
[
39,
36,
43,
39,
36,
43
],
[
9148,
4140,
5008,
9148,
4140,
5008
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398939,
-160123,
-294660,
-174819,
-180126,
-750606
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560600000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758848658210,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 36,
"offset": 58,
"poles": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 35,
"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) |
|---|