| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2662740.2959 | 2570908.6328 | 91831.6632 | 2944634.8451 | 1327068.928 | 1617565.9171 |
| Total P&L (%) | 2662.7403 | 2570.9086 | 91.8317 | 2944.6348 | 1327.0689 | 1617.5659 |
| Avg Daily Profit (%) | 1.1507 | 1.111 | 0.0397 | 0.1477 | 0.1149 | 0.123 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98391 | -84481 | -52122 | -5688052 | -3561065 | -2126986 |
| Profit Factor | 6.0457 | 9.125 | 1.4346 | 1.2156 | 1.1596 | 1.3029 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 30.5085 | 30 | 31.0345 | 30.5085 | 30 | 31.0345 |
| Ratio Avg Win / Avg Loss | 13.7708 | 21.2917 | 3.188 | 2.769 | 2.7057 | 2.8953 |
| Largest Winning Trade | 2331459 | 2331459 | 85582 | 2862411 | 2862411 | 2688408 |
| Largest Losing Trade | -44311 | -44311 | -24492 | -1719898 | -1719898 | -962912 |
| Avg Bars in Trades | 145 | 140 | 150 | 145 | 140 | 150 |
| Avg Bars in Winners | 332 | 277 | 388 | 332 | 277 | 388 |
| Avg Bars in Losers | 63 | 82 | 43 | 63 | 82 | 43 |
| Bars Traded | 8583 | 4229 | 4354 | 8583 | 4229 | 4354 |
| 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 | -165358 | 509002 | -145306 | -182093 | -90809 | -34663 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9256,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563991200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759273355643,
"expiration_time": 1765253088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 0,
"a": 0.62882
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
2662740.2959406986,
2570908.6327736895,
91831.6631670095,
2944634.8450827133,
1327068.927964896,
1617565.917117816
],
[
2662.740296,
2570.908633,
91.831663,
2944.634845,
1327.068928,
1617.565917
],
[
1.150709,
1.111024,
0.039685,
0.147731,
0.114941,
0.122958
],
[
10,
10,
10,
10,
10,
10
],
[
-98391,
-84481,
-52122,
-5688052,
-3561065,
-2126986
],
[
6.045728,
9.125032,
1.434596,
1.215638,
1.159606,
1.30287
],
[
59,
30,
29,
59,
30,
29
],
[
18,
9,
9,
18,
9,
9
],
[
41,
21,
20,
41,
21,
20
],
[
30.508475,
30,
31.034483,
30.508475,
30,
31.034483
],
[
13.770826,
21.291741,
3.187992,
2.768953,
2.705747,
2.895266
],
[
2331459,
2331459,
85582,
2862411,
2862411,
2688408
],
[
-44311,
-44311,
-24492,
-1719898,
-1719898,
-962912
],
[
145,
140,
150,
145,
140,
150
],
[
332,
277,
388,
332,
277,
388
],
[
63,
82,
43,
63,
82,
43
],
[
8583,
4229,
4354,
8583,
4229,
4354
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165358,
509002,
-145306,
-182093,
-90809,
-34663
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9256,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563991200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759273355643,
"expiration_time": 1765253088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 0,
"a": 0.62882
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 35,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|