| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2175613.6681 | 2040601.2072 | 135012.461 | 1849060.9886 | 132170.767 | 1716890.2217 |
| Total P&L (%) | 2175.6137 | 2040.6012 | 135.0125 | 1849.061 | 132.1708 | 1716.8902 |
| Avg Daily Profit (%) | 0.9407 | 0.8824 | 0.0584 | 0.1285 | 0.0364 | 0.1255 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122017 | -153307 | -74023 | -9562063 | -9999068 | -4874988 |
| Profit Factor | 3.88 | 5.9658 | 1.3919 | 1.0679 | 1.0084 | 1.15 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
| Profitability (%) | 50 | 43.4783 | 56.5217 | 50 | 43.4783 | 56.5217 |
| Ratio Avg Win / Avg Loss | 3.88 | 7.7556 | 1.0707 | 1.0679 | 1.3109 | 0.8846 |
| Largest Winning Trade | 1639105 | 1639105 | 67691 | 3828468 | 3828468 | 3197495 |
| Largest Losing Trade | -70453 | -36740 | -70453 | -4650793 | -2628796 | -4650793 |
| Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
| Avg Bars in Winners | 104 | 114 | 97 | 104 | 114 | 97 |
| Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
| Bars Traded | 6629 | 3364 | 3265 | 6629 | 3364 | 3265 |
| 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 | 738256 | 694008 | -113403 | -166605 | -358007 | -81378 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6938,
"evaluation_days": 2312.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565654400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759137969363,
"expiration_time": 1765127232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 167,
"offset": 53
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
2175613.668141168,
2040601.2071658135,
135012.4609753542,
1849060.9886263185,
132170.766956159,
1716890.2216701598
],
[
2175.613668,
2040.601207,
135.012461,
1849.060989,
132.170767,
1716.890222
],
[
0.940737,
0.882357,
0.058379,
0.128503,
0.036428,
0.125462
],
[
10,
10,
10,
10,
10,
10
],
[
-122017,
-153307,
-74023,
-9562063,
-9999068,
-4874988
],
[
3.87996,
5.965808,
1.391907,
1.067935,
1.00838,
1.150003
],
[
92,
46,
46,
92,
46,
46
],
[
46,
20,
26,
46,
20,
26
],
[
46,
26,
20,
46,
26,
20
],
[
50,
43.478261,
56.521739,
50,
43.478261,
56.521739
],
[
3.87996,
7.75555,
1.070697,
1.067935,
1.310894,
0.884618
],
[
1639105,
1639105,
67691,
3828468,
3828468,
3197495
],
[
-70453,
-36740,
-70453,
-4650793,
-2628796,
-4650793
],
[
72,
73,
70,
72,
73,
70
],
[
104,
114,
97,
104,
114,
97
],
[
39,
41,
37,
39,
41,
37
],
[
6629,
3364,
3265,
6629,
3364,
3265
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
738256,
694008,
-113403,
-166605,
-358007,
-81378
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6938,
"evaluation_days": 2312.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565654400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759137969363,
"expiration_time": 1765127232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 167,
"offset": 53
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|