| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1668734.3645 | 1960522.1826 | -291787.8181 | -102749.3031 | -1119642.3028 | 1016892.9997 |
| Total P&L (%) | 1668.7344 | 1960.5222 | -291.7878 | -102.7493 | -1119.6423 | 1016.893 |
| Avg Daily Profit (%) | 0.7218 | 0.848 | -0.1262 | 0 | 0 | 0.1044 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -328571 | -154448 | -368147 | -2756876 | -2471119 | -296402 |
| Profit Factor | 2.7046 | 5.6518 | 0.4766 | 0.9667 | 0.5791 | 3.3785 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 35 | 15 | 20 | 37 | 19 | 18 |
| Losing Trades | 34 | 19 | 15 | 32 | 15 | 17 |
| Profitability (%) | 50.7246 | 44.1176 | 57.1429 | 53.6232 | 55.8824 | 51.4286 |
| Ratio Avg Win / Avg Loss | 2.6273 | 7.159 | 0.3575 | 0.8361 | 0.4572 | 3.1908 |
| Largest Winning Trade | 2116225 | 2116225 | 36450 | 1041172 | 1041172 | 541690 |
| Largest Losing Trade | -189233 | -79724 | -189233 | -2382877 | -2382877 | -288184 |
| Avg Bars in Trades | 90 | 109 | 72 | 90 | 109 | 72 |
| Avg Bars in Winners | 67 | 88 | 52 | 98 | 124 | 70 |
| Avg Bars in Losers | 114 | 126 | 99 | 82 | 91 | 74 |
| Bars Traded | 6275 | 3736 | 2539 | 6275 | 3736 | 2539 |
| Profit Streak | 79.9822 | 0 | 273.3155 | 0 | 320.9822 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -87690 | 690326 | -578892 | -686308 | -579066 | -46515 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562947200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759102460057,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 126,
"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": [
[
1668734.36451743,
1960522.1826096156,
-291787.8180921845,
-102749.303111429,
-1119642.3027924167,
1016892.9996809876
],
[
1668.734365,
1960.522183,
-291.787818,
-102.749303,
-1119.642303,
1016.893
],
[
0.721771,
0.847977,
-0.126206,
0,
0,
0.104429
],
[
10,
10,
10,
10,
10,
10
],
[
-328571,
-154448,
-368147,
-2756876,
-2471119,
-296402
],
[
2.704609,
5.651803,
0.476614,
0.966723,
0.579099,
3.378465
],
[
69,
34,
35,
69,
34,
35
],
[
35,
15,
20,
37,
19,
18
],
[
34,
19,
15,
32,
15,
17
],
[
50.724638,
44.117647,
57.142857,
53.623188,
55.882353,
51.428571
],
[
2.627334,
7.158951,
0.357461,
0.836084,
0.457184,
3.190773
],
[
2116225,
2116225,
36450,
1041172,
1041172,
541690
],
[
-189233,
-79724,
-189233,
-2382877,
-2382877,
-288184
],
[
90,
109,
72,
90,
109,
72
],
[
67,
88,
52,
98,
124,
70
],
[
114,
126,
99,
82,
91,
74
],
[
6275,
3736,
2539,
6275,
3736,
2539
],
[
79.982176,
0,
273.31551,
0,
320.982177,
0
],
[
1,
0,
2,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87690,
690326,
-578892,
-686308,
-579066,
-46515
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562947200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759102460057,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 52,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 126,
"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) |
|---|