| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3105245.5061 | 2986688.9207 | 118556.5854 | 2495765.314 | 3703198.4617 | -1207433.1477 |
| Total P&L (%) | 3105.2455 | 2986.6889 | 118.5566 | 2495.7653 | 3703.1985 | -1207.4331 |
| Avg Daily Profit (%) | 1.3416 | 1.2904 | 0.0512 | 0.1408 | 0.1573 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147865 | -107852 | -92451 | -17531719 | -9148232 | -9335988 |
| Profit Factor | 4.3025 | 7.135 | 1.2615 | 1.0488 | 1.1454 | 0.953 |
| Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
| Profitability (%) | 31.9728 | 27.027 | 36.9863 | 31.9728 | 27.027 | 36.9863 |
| Ratio Avg Win / Avg Loss | 9.1543 | 19.2644 | 2.1492 | 2.2315 | 3.0927 | 1.6236 |
| Largest Winning Trade | 2785277 | 2785277 | 83576 | 7242200 | 7242200 | 5234398 |
| Largest Losing Trade | -30297 | -28490 | -30297 | -3923233 | -1950417 | -3923233 |
| Avg Bars in Trades | 60 | 53 | 68 | 60 | 53 | 68 |
| Avg Bars in Winners | 139 | 132 | 145 | 139 | 132 | 145 |
| Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
| Bars Traded | 8941 | 3956 | 4985 | 8941 | 3956 | 4985 |
| 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 | 514727 | -63219 | -200568 | -177015 | -137092 | -655019 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562349600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320483070,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
3105245.506146571,
2986688.920702814,
118556.5854437563,
2495765.3139754,
3703198.46169534,
-1207433.147719937
],
[
3105.245506,
2986.688921,
118.556585,
2495.765314,
3703.198462,
-1207.433148
],
[
1.341649,
1.290425,
0.051223,
0.140798,
0.157325,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147865,
-107852,
-92451,
-17531719,
-9148232,
-9335988
],
[
4.302539,
7.134951,
1.261467,
1.048801,
1.145445,
0.952982
],
[
147,
74,
73,
147,
74,
73
],
[
47,
20,
27,
47,
20,
27
],
[
100,
54,
46,
100,
54,
46
],
[
31.972789,
27.027027,
36.986301,
31.972789,
27.027027,
36.986301
],
[
9.154339,
19.264367,
2.149166,
2.231492,
3.092701,
1.623598
],
[
2785277,
2785277,
83576,
7242200,
7242200,
5234398
],
[
-30297,
-28490,
-30297,
-3923233,
-1950417,
-3923233
],
[
60,
53,
68,
60,
53,
68
],
[
139,
132,
145,
139,
132,
145
],
[
23,
24,
23,
23,
24,
23
],
[
8941,
3956,
4985,
8941,
3956,
4985
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
514727,
-63219,
-200568,
-177015,
-137092,
-655019
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562349600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320483070,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|