| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 513087.1815 | 487005.2039 | 26081.9776 | -3936.8275 | 848064.8911 | -852001.7186 |
| Total P&L (%) | 513.0872 | 487.0052 | 26.082 | -3.9368 | 848.0649 | -852.0017 |
| Avg Daily Profit (%) | 0.2221 | 0.2108 | 0.0113 | -0.0017 | 0.0974 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196302 | -132403 | -225058 | -1334844 | -807791 | -991797 |
| Profit Factor | 1.255 | 1.4625 | 1.0272 | 0.9995 | 1.2294 | 0.7673 |
| Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
| Winning Trades | 185 | 92 | 93 | 185 | 92 | 93 |
| Losing Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Profitability (%) | 44.2584 | 44.0191 | 44.4976 | 44.2584 | 44.0191 | 44.4976 |
| Ratio Avg Win / Avg Loss | 1.5806 | 1.8599 | 1.2812 | 1.2588 | 1.5634 | 0.957 |
| Largest Winning Trade | 105233 | 105233 | 60153 | 451657 | 451657 | 222639 |
| Largest Losing Trade | -41686 | -40589 | -41686 | -384278 | -229543 | -384278 |
| Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
| Avg Bars in Winners | 19 | 12 | 27 | 19 | 12 | 27 |
| Avg Bars in Losers | 13 | 15 | 12 | 13 | 15 | 12 |
| Bars Traded | 6883 | 2890 | 3993 | 6883 | 2890 | 3993 |
| Profit Streak | 7.5856 | 7.5856 | 7.919 | 7.5856 | 7.5856 | 7.919 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378592 | 326529 | -372481 | -577741 | -62567 | -581426 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560326400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924199446,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 19,
"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": [
[
513087.1815241277,
487005.203944782,
26081.9775793454,
-3936.8275212563,
848064.8910817164,
-852001.7186029728
],
[
513.087182,
487.005204,
26.081978,
-3.936828,
848.064891,
-852.001719
],
[
0.222116,
0.210825,
0.011291,
-0.001739,
0.097418,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-196302,
-132403,
-225058,
-1334844,
-807791,
-991797
],
[
1.254966,
1.462507,
1.027186,
0.999465,
1.229361,
0.767288
],
[
418,
209,
209,
418,
209,
209
],
[
185,
92,
93,
185,
92,
93
],
[
233,
117,
116,
233,
117,
116
],
[
44.258373,
44.019139,
44.497608,
44.258373,
44.019139,
44.497608
],
[
1.580579,
1.859927,
1.281221,
1.258786,
1.563426,
0.957047
],
[
105233,
105233,
60153,
451657,
451657,
222639
],
[
-41686,
-40589,
-41686,
-384278,
-229543,
-384278
],
[
16,
13,
19,
16,
13,
19
],
[
19,
12,
27,
19,
12,
27
],
[
13,
15,
12,
13,
15,
12
],
[
6883,
2890,
3993,
6883,
2890,
3993
],
[
7.585642,
7.585642,
7.918975,
7.585642,
7.585642,
7.918975
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378592,
326529,
-372481,
-577741,
-62567,
-581426
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560326400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924199446,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 19,
"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) |
|---|