| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1215898.4477 | 1013258.1207 | 202640.3269 | 8650548.1139 | -365142.4865 | 9015690.6004 |
| Total P&L (%) | 1215.8984 | 1013.2581 | 202.6403 | 8650.5481 | -365.1425 | 9015.6906 |
| Avg Daily Profit (%) | 0.5239 | 0.4366 | 0.0873 | 0.1928 | 0 | 0.1946 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118445 | -104479 | -135593 | -26111124 | -24115721 | -8437173 |
| Profit Factor | 2.1772 | 2.7373 | 1.4507 | 1.1176 | 0.9916 | 1.3 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
| Profitability (%) | 32.5688 | 30.2752 | 34.8624 | 32.5688 | 30.2752 | 34.8624 |
| Ratio Avg Win / Avg Loss | 4.5077 | 6.3041 | 2.7105 | 2.3138 | 2.2837 | 2.4289 |
| Largest Winning Trade | 473154 | 473154 | 58934 | 20407910 | 20407910 | 8584428 |
| Largest Losing Trade | -32275 | -32275 | -17634 | -6553112 | -6553112 | -2935961 |
| Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
| Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
| Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
| Bars Traded | 4497 | 2050 | 2447 | 4497 | 2050 | 2447 |
| Profit Streak | 18.4972 | 0 | 19.9972 | 18.4972 | 0 | 19.9972 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365407 | 274525 | -79598 | -86926 | -585657 | 139282 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4642,
"evaluation_days": 2321,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759881356889,
"expiration_time": 1765854432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
1215898.447656138,
1013258.120743047,
202640.3269130915,
8650548.113883425,
-365142.4864818626,
9015690.60036527
],
[
1215.898448,
1013.258121,
202.640327,
8650.548114,
-365.142486,
9015.6906
],
[
0.523868,
0.436561,
0.087307,
0.192848,
0,
0.194613
],
[
10,
10,
10,
10,
10,
10
],
[
-118445,
-104479,
-135593,
-26111124,
-24115721,
-8437173
],
[
2.177204,
2.737318,
1.450674,
1.117555,
0.991612,
1.299985
],
[
218,
109,
109,
218,
109,
109
],
[
71,
33,
38,
71,
33,
38
],
[
147,
76,
71,
147,
76,
71
],
[
32.568807,
30.275229,
34.862385,
32.568807,
30.275229,
34.862385
],
[
4.507732,
6.304127,
2.710469,
2.313812,
2.283713,
2.42892
],
[
473154,
473154,
58934,
20407910,
20407910,
8584428
],
[
-32275,
-32275,
-17634,
-6553112,
-6553112,
-2935961
],
[
20,
18,
22,
20,
18,
22
],
[
44,
40,
48,
44,
40,
48
],
[
8,
9,
8,
8,
9,
8
],
[
4497,
2050,
2447,
4497,
2050,
2447
],
[
18.497186,
0,
19.997186,
18.497186,
0,
19.997186
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365407,
274525,
-79598,
-86926,
-585657,
139282
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4642,
"evaluation_days": 2321,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759881356889,
"expiration_time": 1765854432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|