| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 943409.4206 | 920617.4585 | 22791.962 | 931584.6832 | 370196.282 | 561388.4012 |
| Total P&L (%) | 943.4094 | 920.6175 | 22.792 | 931.5847 | 370.1963 | 561.3884 |
| Avg Daily Profit (%) | 0.4086 | 0.3988 | 0.0099 | 0.1011 | 0.0671 | 0.0819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116791 | -70304 | -78244 | -1458869 | -1549946 | -859587 |
| Profit Factor | 2.7424 | 4.5949 | 1.0799 | 1.2189 | 1.1356 | 1.3676 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Profitability (%) | 57.377 | 58.0645 | 56.6667 | 57.377 | 58.0645 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.0372 | 3.3185 | 0.8258 | 0.9054 | 0.8202 | 1.0458 |
| Largest Winning Trade | 393023 | 393023 | 87157 | 1373384 | 1373384 | 560123 |
| Largest Losing Trade | -71372 | -54188 | -71372 | -1294515 | -1294515 | -805148 |
| Avg Bars in Trades | 98 | 64 | 134 | 98 | 64 | 134 |
| Avg Bars in Winners | 112 | 55 | 171 | 112 | 55 | 171 |
| Avg Bars in Losers | 80 | 76 | 84 | 80 | 76 | 84 |
| Bars Traded | 6025 | 2003 | 4022 | 6025 | 2003 | 4022 |
| Profit Streak | 32.1268 | 92.1268 | 0 | 32.1268 | 92.1268 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149449 | 676757 | -318190 | -224125 | -174815 | -81925 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6926,
"evaluation_days": 2308.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566864000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758798159023,
"expiration_time": 1764771264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 21
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 181,
"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": [
[
943409.4205514262,
920617.4585047388,
22791.9620466877,
931584.6831810641,
370196.282010523,
561388.4011705413
],
[
943.409421,
920.617459,
22.791962,
931.584683,
370.196282,
561.388401
],
[
0.408638,
0.398765,
0.009872,
0.101134,
0.067073,
0.081863
],
[
10,
10,
10,
10,
10,
10
],
[
-116791,
-70304,
-78244,
-1458869,
-1549946,
-859587
],
[
2.742379,
4.594912,
1.079871,
1.218862,
1.135627,
1.367647
],
[
61,
31,
30,
61,
31,
30
],
[
35,
18,
17,
35,
18,
17
],
[
26,
13,
13,
26,
13,
13
],
[
57.377049,
58.064516,
56.666667,
57.377049,
58.064516,
56.666667
],
[
2.037196,
3.318548,
0.825784,
0.90544,
0.820175,
1.045848
],
[
393023,
393023,
87157,
1373384,
1373384,
560123
],
[
-71372,
-54188,
-71372,
-1294515,
-1294515,
-805148
],
[
98,
64,
134,
98,
64,
134
],
[
112,
55,
171,
112,
55,
171
],
[
80,
76,
84,
80,
76,
84
],
[
6025,
2003,
4022,
6025,
2003,
4022
],
[
32.12684,
92.12684,
0,
32.12684,
92.126841,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149449,
676757,
-318190,
-224125,
-174815,
-81925
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6926,
"evaluation_days": 2308.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566864000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758798159023,
"expiration_time": 1764771264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 241,
"offset": 21
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 181,
"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) |
|---|