| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2446438.2764 | 2277636.5771 | 168801.6993 | 6181499.8979 | 5774668.3449 | 406831.553 |
| Total P&L (%) | 2446.4383 | 2277.6366 | 168.8017 | 6181.4999 | 5774.6683 | 406.8316 |
| Avg Daily Profit (%) | 1.055 | 0.9822 | 0.0728 | 0.1787 | 0.1758 | 0.07 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144859 | -128991 | -105127 | -8708068 | -6517433 | -5439201 |
| Profit Factor | 4.6038 | 7.0341 | 1.5601 | 1.192 | 1.3185 | 1.0289 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
| Profitability (%) | 44.9438 | 37.7778 | 52.2727 | 44.9438 | 37.7778 | 52.2727 |
| Ratio Avg Win / Avg Loss | 5.6396 | 11.5856 | 1.4244 | 1.4602 | 2.1716 | 0.9395 |
| Largest Winning Trade | 1840820 | 1840820 | 81473 | 7640864 | 7640864 | 4410972 |
| Largest Losing Trade | -49724 | -43220 | -49724 | -4112833 | -4112833 | -2686630 |
| Avg Bars in Trades | 75 | 67 | 82 | 75 | 67 | 82 |
| Avg Bars in Winners | 117 | 116 | 118 | 117 | 116 | 118 |
| Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
| Bars Traded | 6683 | 3037 | 3647 | 6683 | 3037 | 3647 |
| 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 | 689864 | 617950 | -93725 | -3194 | 160256 | -289471 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759693928062,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"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": [
[
2446438.2764344523,
2277636.5771498797,
168801.6992845741,
6181499.897865378,
5774668.344862586,
406831.5530027911
],
[
2446.438276,
2277.636577,
168.801699,
6181.499898,
5774.668345,
406.831553
],
[
1.054954,
0.982163,
0.072791,
0.178693,
0.175801,
0.070012
],
[
10,
10,
10,
10,
10,
10
],
[
-144859,
-128991,
-105127,
-8708068,
-6517433,
-5439201
],
[
4.603757,
7.034139,
1.56006,
1.192005,
1.318454,
1.028933
],
[
89,
45,
44,
89,
45,
44
],
[
40,
17,
23,
40,
17,
23
],
[
49,
28,
21,
49,
28,
21
],
[
44.94382,
37.777778,
52.272727,
44.94382,
37.777778,
52.272727
],
[
5.639603,
11.585641,
1.424403,
1.460206,
2.171571,
0.939461
],
[
1840820,
1840820,
81473,
7640864,
7640864,
4410972
],
[
-49724,
-43220,
-49724,
-4112833,
-4112833,
-2686630
],
[
75,
67,
82,
75,
67,
82
],
[
117,
116,
118,
117,
116,
118
],
[
40,
37,
44,
40,
37,
44
],
[
6683,
3037,
3647,
6683,
3037,
3647
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
689864,
617950,
-93725,
-3194,
160256,
-289471
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759693928062,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"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) |
|---|