| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1504815.8572 | 1456825.1458 | 47990.7113 | 744409.8706 | 527687.8871 | 216721.9836 |
| Total P&L (%) | 1504.8159 | 1456.8251 | 47.9907 | 744.4099 | 527.6879 | 216.722 |
| Avg Daily Profit (%) | 0.652 | 0.6312 | 0.0208 | 0.0925 | 0.0796 | 0.05 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94192 | -63100 | -166879 | -796457 | -224946 | -702402 |
| Profit Factor | 3.6743 | 9.028 | 1.1259 | 1.3755 | 1.906 | 1.1548 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Profitability (%) | 56.5217 | 60.8696 | 52.1739 | 56.5217 | 60.8696 | 52.1739 |
| Ratio Avg Win / Avg Loss | 2.8263 | 5.8037 | 1.0321 | 1.0581 | 1.2253 | 1.0586 |
| Largest Winning Trade | 1213618 | 1213618 | 86540 | 446249 | 243807 | 446249 |
| Largest Losing Trade | -74006 | -63100 | -74006 | -604469 | -224946 | -604469 |
| Avg Bars in Trades | 45 | 40 | 50 | 45 | 40 | 50 |
| Avg Bars in Winners | 56 | 48 | 65 | 56 | 48 | 65 |
| Avg Bars in Losers | 31 | 26 | 34 | 31 | 26 | 34 |
| Bars Traded | 4184 | 1853 | 2331 | 4184 | 1853 | 2331 |
| 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 | 713324 | 782430 | -248297 | -67445 | -82240 | -176067 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566518400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030477730,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 166
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 103,
"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": [
[
1504815.8571607282,
1456825.145827812,
47990.7113329164,
744409.8706394184,
527687.8870790341,
216721.9835603845
],
[
1504.815857,
1456.825146,
47.990711,
744.409871,
527.687887,
216.721984
],
[
0.652,
0.631207,
0.020793,
0.092481,
0.079619,
0.049963
],
[
10,
10,
10,
10,
10,
10
],
[
-94192,
-63100,
-166879,
-796457,
-224946,
-702402
],
[
3.67425,
9.027996,
1.125881,
1.375518,
1.905978,
1.154812
],
[
92,
46,
46,
92,
46,
46
],
[
52,
28,
24,
52,
28,
24
],
[
40,
18,
22,
40,
18,
22
],
[
56.521739,
60.869565,
52.173913,
56.521739,
60.869565,
52.173913
],
[
2.826346,
5.803712,
1.032058,
1.058091,
1.225272,
1.058578
],
[
1213618,
1213618,
86540,
446249,
243807,
446249
],
[
-74006,
-63100,
-74006,
-604469,
-224946,
-604469
],
[
45,
40,
50,
45,
40,
50
],
[
56,
48,
65,
56,
48,
65
],
[
31,
26,
34,
31,
26,
34
],
[
4184,
1853,
2331,
4184,
1853,
2331
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
713324,
782430,
-248297,
-67445,
-82240,
-176067
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566518400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030477730,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 166
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 103,
"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) |
|---|