| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2363769.9428 | -123300.3749 | -2240469.5679 | -108124.219 | 21157332.0973 | -21265456.3163 |
| Total P&L (%) | -2363.7699 | -123.3004 | -2240.4696 | -108.1242 | 21157.3321 | -21265.4563 |
| Avg Daily Profit (%) | -1.018 | -0.0531 | -0.9649 | 0 | 0.2311 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2490933 | -230058 | -2332407 | -29181906 | -2501718 | -31661140 |
| Profit Factor | 0.2048 | 0.6888 | 0.1303 | 0.997 | 6.7398 | 0.3369 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 46 | 19 | 27 | 32 | 20 | 12 |
| Losing Trades | 25 | 16 | 9 | 39 | 15 | 24 |
| Profitability (%) | 64.7887 | 54.2857 | 75 | 45.0704 | 57.1429 | 33.3333 |
| Ratio Avg Win / Avg Loss | 0.1113 | 0.5801 | 0.0434 | 1.2151 | 5.0549 | 0.6739 |
| Largest Winning Trade | 48026 | 45225 | 48026 | 14010532 | 14010532 | 3271206 |
| Largest Losing Trade | -1835953 | -82486 | -1835953 | -24675108 | -2195493 | -24675108 |
| Avg Bars in Trades | 120 | 137 | 104 | 120 | 137 | 104 |
| Avg Bars in Winners | 47 | 49 | 45 | 167 | 188 | 132 |
| Avg Bars in Losers | 256 | 242 | 280 | 82 | 69 | 90 |
| Bars Traded | 8569 | 4818 | 3751 | 8569 | 4818 | 3751 |
| Profit Streak | 87.5693 | 87.5693 | 279.5693 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -668410 | -579271 | -576146 | -672305 | 638922 | -587261 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9288,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564336800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759952390125,
"expiration_time": 1765965024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.7424
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 232,
"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": [
[
-2363769.9427800225,
-123300.374854877,
-2240469.5679251454,
-108124.2189561079,
21157332.09731853,
-21265456.31627464
],
[
-2363.769943,
-123.300375,
-2240.469568,
-108.124219,
21157.332097,
-21265.456316
],
[
-1.017989,
-0.053101,
-0.964888,
0,
0.231071,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2490933,
-230058,
-2332407,
-29181906,
-2501718,
-31661140
],
[
0.204794,
0.688846,
0.13034,
0.996976,
6.739843,
0.336949
],
[
71,
35,
36,
71,
35,
36
],
[
46,
19,
27,
32,
20,
12
],
[
25,
16,
9,
39,
15,
24
],
[
64.788732,
54.285714,
75,
45.070423,
57.142857,
33.333333
],
[
0.111301,
0.580081,
0.043447,
1.215065,
5.054883,
0.673898
],
[
48026,
45225,
48026,
14010532,
14010532,
3271206
],
[
-1835953,
-82486,
-1835953,
-24675108,
-2195493,
-24675108
],
[
120,
137,
104,
120,
137,
104
],
[
47,
49,
45,
167,
188,
132
],
[
256,
242,
280,
82,
69,
90
],
[
8569,
4818,
3751,
8569,
4818,
3751
],
[
87.56933,
87.56933,
279.56933,
0,
0,
0
],
[
5,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-668410,
-579271,
-576146,
-672305,
638922,
-587261
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9288,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564336800000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759952390125,
"expiration_time": 1765965024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 16,
"offset": 0,
"a": 0.7424
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 232,
"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) |
|---|