| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1541618.5321 | 1276853.3508 | 264765.1813 | 67447663.9278 | 601598.2547 | 66846065.6731 |
| Total P&L (%) | 1541.6185 | 1276.8534 | 264.7652 | 67447.6639 | 601.5983 | 66846.0657 |
| Avg Daily Profit (%) | 0.667 | 0.5524 | 0.1146 | 0.2823 | 0.0843 | 0.2819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93491 | -128310 | -70889 | -88467701 | -76189321 | -42835750 |
| Profit Factor | 3.509 | 4.5648 | 2.0332 | 1.2616 | 1.0036 | 1.7478 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
| Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
| Profitability (%) | 38.8889 | 31.4815 | 46.2963 | 38.8889 | 31.4815 | 46.2963 |
| Ratio Avg Win / Avg Loss | 5.5141 | 9.9351 | 2.3585 | 1.9825 | 2.1842 | 2.0275 |
| Largest Winning Trade | 419290 | 419290 | 59610 | 61759099 | 61759099 | 47088799 |
| Largest Losing Trade | -59793 | -59793 | -35863 | -24833616 | -24833616 | -16539339 |
| Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
| Avg Bars in Winners | 99 | 118 | 86 | 99 | 118 | 86 |
| Avg Bars in Losers | 32 | 46 | 15 | 32 | 46 | 15 |
| Bars Traded | 6330 | 3722 | 2608 | 6330 | 3722 | 2608 |
| 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 | 529083 | -169008 | -217703 | 204033 | -482979 | -169444 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6934,
"evaluation_days": 2311.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566230400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759035995199,
"expiration_time": 1765008576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 27,
"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": [
[
1541618.532077085,
1276853.3508129276,
264765.1812641577,
67447663.92775965,
601598.2546502203,
66846065.67310941
],
[
1541.618532,
1276.853351,
264.765181,
67447.663928,
601.598255,
66846.065673
],
[
0.666983,
0.552432,
0.114551,
0.282288,
0.084324,
0.2819
],
[
10,
10,
10,
10,
10,
10
],
[
-93491,
-128310,
-70889,
-88467701,
-76189321,
-42835750
],
[
3.508968,
4.564796,
2.033193,
1.261612,
1.003572,
1.747832
],
[
108,
54,
54,
108,
54,
54
],
[
42,
17,
25,
42,
17,
25
],
[
66,
37,
29,
66,
37,
29
],
[
38.888889,
31.481481,
46.296296,
38.888889,
31.481481,
46.296296
],
[
5.514093,
9.935143,
2.358504,
1.982533,
2.184245,
2.027485
],
[
419290,
419290,
59610,
61759099,
61759099,
47088799
],
[
-59793,
-59793,
-35863,
-24833616,
-24833616,
-16539339
],
[
58,
68,
48,
58,
68,
48
],
[
99,
118,
86,
99,
118,
86
],
[
32,
46,
15,
32,
46,
15
],
[
6330,
3722,
2608,
6330,
3722,
2608
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
529083,
-169008,
-217703,
204033,
-482979,
-169444
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6934,
"evaluation_days": 2311.33,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566230400000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759035995199,
"expiration_time": 1765008576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 27,
"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) |
|---|