| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 272392.9009 | 485290.8075 | -212897.9066 | -99847.4094 | -5024.599 | -94822.8104 |
| Total P&L (%) | 272.3929 | 485.2908 | -212.8979 | -99.8474 | -5.0246 | -94.8228 |
| Avg Daily Profit (%) | 0.1179 | 0.2101 | -0.0922 | -0.2803 | -0.0022 | -0.1281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -215959 | -166413 | -481667 | -201982 | -38258 | -207057 |
| Profit Factor | 1.2315 | 1.9629 | 0.6834 | 0.7116 | 0.9566 | 0.5884 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 46 | 22 | 24 | 44 | 21 | 23 |
| Losing Trades | 46 | 24 | 22 | 48 | 25 | 23 |
| Profitability (%) | 50 | 47.8261 | 52.1739 | 47.8261 | 45.6522 | 50 |
| Ratio Avg Win / Avg Loss | 1.2315 | 2.1413 | 0.6264 | 0.7763 | 1.1388 | 0.5884 |
| Largest Winning Trade | 158663 | 158663 | 64716 | 78600 | 27142 | 78600 |
| Largest Losing Trade | -168838 | -64708 | -168838 | -77506 | -39258 | -77506 |
| Avg Bars in Trades | 72 | 85 | 58 | 72 | 85 | 58 |
| Avg Bars in Winners | 85 | 95 | 77 | 81 | 88 | 75 |
| Avg Bars in Losers | 58 | 77 | 37 | 63 | 83 | 41 |
| Bars Traded | 6643 | 3955 | 2688 | 6643 | 3955 | 2688 |
| Profit Streak | 0 | 0 | 192.2523 | 0 | 0 | 192.2523 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35670 | 383902 | -579448 | -581378 | -580728 | -579730 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924198509,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 35,
"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": [
[
272392.9008767792,
485290.8074562713,
-212897.9065794921,
-99847.4094163328,
-5024.5989725415,
-94822.8104437913
],
[
272.392901,
485.290807,
-212.897907,
-99.847409,
-5.024599,
-94.82281
],
[
0.117919,
0.210083,
-0.092164,
-0.280349,
-0.002232,
-0.128096
],
[
10,
10,
10,
10,
10,
10
],
[
-215959,
-166413,
-481667,
-201982,
-38258,
-207057
],
[
1.231544,
1.962852,
0.683378,
0.711578,
0.956613,
0.588401
],
[
92,
46,
46,
92,
46,
46
],
[
46,
22,
24,
44,
21,
23
],
[
46,
24,
22,
48,
25,
23
],
[
50,
47.826087,
52.173913,
47.826087,
45.652174,
50
],
[
1.231544,
2.141293,
0.62643,
0.776267,
1.138825,
0.588401
],
[
158663,
158663,
64716,
78600,
27142,
78600
],
[
-168838,
-64708,
-168838,
-77506,
-39258,
-77506
],
[
72,
85,
58,
72,
85,
58
],
[
85,
95,
77,
81,
88,
75
],
[
58,
77,
37,
63,
83,
41
],
[
6643,
3955,
2688,
6643,
3955,
2688
],
[
0,
0,
192.252297,
0,
0,
192.252298
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35670,
383902,
-579448,
-581378,
-580728,
-579730
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758924198509,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 35,
"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) |
|---|