| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371371.4862 | 520105.9822 | -148734.4959 | -95652.5001 | 50648.4965 | -146300.9966 |
| Total P&L (%) | 371.3715 | 520.106 | -148.7345 | -95.6525 | 50.6485 | -146.301 |
| Avg Daily Profit (%) | 0.1598 | 0.2238 | -0.064 | -0.1348 | 0.0176 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165233 | -192921 | -168673 | -191410 | -151736 | -159151 |
| Profit Factor | 1.3433 | 1.8616 | 0.6889 | 0.8571 | 1.1489 | 0.5553 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 40.625 | 41.6667 | 39.5833 | 40.625 | 41.6667 | 39.5833 |
| Ratio Avg Win / Avg Loss | 1.9633 | 2.6063 | 1.0515 | 1.2526 | 1.6084 | 0.8476 |
| Largest Winning Trade | 286756 | 286756 | 43823 | 84199 | 84199 | 46703 |
| Largest Losing Trade | -64588 | -60175 | -64588 | -92233 | -92233 | -65406 |
| Avg Bars in Trades | 66 | 102 | 31 | 66 | 102 | 31 |
| Avg Bars in Winners | 78 | 106 | 47 | 78 | 106 | 47 |
| Avg Bars in Losers | 59 | 98 | 21 | 59 | 98 | 21 |
| Bars Traded | 6420 | 4898 | 1522 | 6420 | 4898 | 1522 |
| Profit Streak | 0 | 0 | 59.9057 | 0 | 0 | 59.9057 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 192490 | 310393 | -582513 | -582501 | -229397 | -584180 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6973,
"evaluation_days": 2324.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563696000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760161455484,
"expiration_time": 1766165472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 152,
"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": [
[
371371.4862230531,
520105.9821532845,
-148734.4959302309,
-95652.5000677738,
50648.4965439463,
-146300.99661172
],
[
371.371486,
520.105982,
-148.734496,
-95.6525,
50.648497,
-146.300997
],
[
0.159776,
0.223766,
-0.06399,
-0.134811,
0.017632,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-165233,
-192921,
-168673,
-191410,
-151736,
-159151
],
[
1.343312,
1.861644,
0.688911,
0.857065,
1.148871,
0.555294
],
[
96,
48,
48,
96,
48,
48
],
[
39,
20,
19,
39,
20,
19
],
[
57,
28,
29,
57,
28,
29
],
[
40.625,
41.666667,
39.583333,
40.625,
41.666667,
39.583333
],
[
1.963303,
2.606301,
1.051496,
1.252633,
1.608419,
0.847555
],
[
286756,
286756,
43823,
84199,
84199,
46703
],
[
-64588,
-60175,
-64588,
-92233,
-92233,
-65406
],
[
66,
102,
31,
66,
102,
31
],
[
78,
106,
47,
78,
106,
47
],
[
59,
98,
21,
59,
98,
21
],
[
6420,
4898,
1522,
6420,
4898,
1522
],
[
0,
0,
59.905735,
0,
0,
59.905735
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
192490,
310393,
-582513,
-582501,
-229397,
-584180
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6973,
"evaluation_days": 2324.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563696000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760161455484,
"expiration_time": 1766165472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 152,
"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) |
|---|