| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1263483.835 | 1247269.1471 | 16214.6879 | 176189.3605 | 5635.1484 | 170554.2121 |
| Total P&L (%) | 1263.4838 | 1247.2691 | 16.2147 | 176.1894 | 5.6351 | 170.5542 |
| Avg Daily Profit (%) | 0.547 | 0.5399 | 0.007 | 0.044 | 0.0024 | 0.0431 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153237 | -150607 | -91565 | -859017 | -970298 | -138162 |
| Profit Factor | 3.3155 | 4.4908 | 1.0861 | 1.0964 | 1.0039 | 1.4635 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Profitability (%) | 50.6849 | 55.5556 | 45.9459 | 50.6849 | 55.5556 | 45.9459 |
| Ratio Avg Win / Avg Loss | 3.2259 | 3.5927 | 1.2777 | 1.0668 | 0.8031 | 1.7218 |
| Largest Winning Trade | 716421 | 716421 | 32714 | 849402 | 849402 | 130862 |
| Largest Losing Trade | -70747 | -70747 | -30105 | -667587 | -667587 | -119691 |
| Avg Bars in Trades | 86 | 159 | 15 | 86 | 159 | 15 |
| Avg Bars in Winners | 67 | 113 | 14 | 67 | 113 | 14 |
| Avg Bars in Losers | 105 | 217 | 16 | 105 | 217 | 16 |
| Bars Traded | 6314 | 5744 | 570 | 6314 | 5744 | 570 |
| Profit Streak | 0 | 162.5856 | 0 | 0 | 162.5856 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58846 | 721755 | -319993 | -324842 | -571684 | -134444 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564243200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924199249,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 24,
"offset": 0,
"std": 4.16568
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 171,
"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": [
[
1263483.8349884264,
1247269.1470517975,
16214.6879366289,
176189.3605444829,
5635.1484400894,
170554.2121043935
],
[
1263.483835,
1247.269147,
16.214688,
176.189361,
5.635148,
170.554212
],
[
0.546963,
0.539943,
0.007019,
0.043989,
0.002373,
0.043096
],
[
10,
10,
10,
10,
10,
10
],
[
-153237,
-150607,
-91565,
-859017,
-970298,
-138162
],
[
3.315483,
4.490846,
1.086079,
1.096389,
1.00386,
1.463521
],
[
73,
36,
37,
73,
36,
37
],
[
37,
20,
17,
37,
20,
17
],
[
36,
16,
20,
36,
16,
20
],
[
50.684932,
55.555556,
45.945946,
50.684932,
55.555556,
45.945946
],
[
3.225875,
3.592677,
1.27774,
1.066757,
0.803088,
1.721789
],
[
716421,
716421,
32714,
849402,
849402,
130862
],
[
-70747,
-70747,
-30105,
-667587,
-667587,
-119691
],
[
86,
159,
15,
86,
159,
15
],
[
67,
113,
14,
67,
113,
14
],
[
105,
217,
16,
105,
217,
16
],
[
6314,
5744,
570,
6314,
5744,
570
],
[
0,
162.585639,
0,
0,
162.585639,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58846,
721755,
-319993,
-324842,
-571684,
-134444
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564243200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924199249,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 24,
"offset": 0,
"std": 4.16568
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 171,
"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) |
|---|