| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2373658.4122 | 2271018.2817 | 102640.1305 | 1492895.933 | 1401096.5357 | 91799.3973 |
| Total P&L (%) | 2373.6584 | 2271.0183 | 102.6401 | 1492.8959 | 1401.0965 | 91.7994 |
| Avg Daily Profit (%) | 1.0258 | 0.9814 | 0.0444 | 0.1197 | 0.1171 | 0.0281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158024 | -165207 | -36425 | -7068892 | -7040892 | -1730667 |
| Profit Factor | 5.5032 | 7.2014 | 1.638 | 1.1141 | 1.1422 | 1.0283 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
| Ratio Avg Win / Avg Loss | 7.4687 | 11.079 | 1.9655 | 1.5119 | 1.7573 | 1.234 |
| Largest Winning Trade | 2138264 | 2138264 | 53688 | 5076760 | 5076760 | 1264762 |
| Largest Losing Trade | -65735 | -65735 | -23523 | -2379958 | -2379958 | -865580 |
| Avg Bars in Trades | 99 | 159 | 40 | 99 | 159 | 40 |
| Avg Bars in Winners | 128 | 206 | 60 | 128 | 206 | 60 |
| Avg Bars in Losers | 78 | 128 | 22 | 78 | 128 | 22 |
| Bars Traded | 6577 | 5250 | 1327 | 6577 | 5250 | 1327 |
| Profit Streak | 0 | 0 | 175.7044 | 0 | 0 | 175.7044 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -110197 | 637284 | -131386 | -258466 | -103309 | -345448 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6942,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564848000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759251260767,
"expiration_time": 1765245888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 192,
"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": [
[
2373658.4122286513,
2271018.28168108,
102640.1305475727,
1492895.933033425,
1401096.5357267074,
91799.3973067178
],
[
2373.658412,
2271.018282,
102.640131,
1492.895933,
1401.096536,
91.799397
],
[
1.025782,
0.981425,
0.044356,
0.119697,
0.117129,
0.028149
],
[
10,
10,
10,
10,
10,
10
],
[
-158024,
-165207,
-36425,
-7068892,
-7040892,
-1730667
],
[
5.503218,
7.20135,
1.637956,
1.114061,
1.142249,
1.028342
],
[
66,
33,
33,
66,
33,
33
],
[
28,
13,
15,
28,
13,
15
],
[
38,
20,
18,
38,
20,
18
],
[
42.424242,
39.393939,
45.454545,
42.424242,
39.393939,
45.454545
],
[
7.468653,
11.079,
1.965547,
1.511939,
1.757306,
1.23401
],
[
2138264,
2138264,
53688,
5076760,
5076760,
1264762
],
[
-65735,
-65735,
-23523,
-2379958,
-2379958,
-865580
],
[
99,
159,
40,
99,
159,
40
],
[
128,
206,
60,
128,
206,
60
],
[
78,
128,
22,
78,
128,
22
],
[
6577,
5250,
1327,
6577,
5250,
1327
],
[
0,
0,
175.704407,
0,
0,
175.704407
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110197,
637284,
-131386,
-258466,
-103309,
-345448
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6942,
"evaluation_days": 2314,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564848000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759251260767,
"expiration_time": 1765245888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 192,
"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) |
|---|