| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2449765.324 | 2258137.5935 | 191627.7305 | 8761344.9219 | 4176509.7519 | 4584835.17 |
| Total P&L (%) | 2449.7653 | 2258.1376 | 191.6277 | 8761.3449 | 4176.5098 | 4584.8352 |
| Avg Daily Profit (%) | 1.0584 | 0.9756 | 0.0828 | 0.1939 | 0.1624 | 0.1663 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104047 | -126311 | -116090 | -2397228 | -1660954 | -1691546 |
| Profit Factor | 3.4506 | 5.9536 | 1.3524 | 1.5504 | 1.6926 | 1.4637 |
| Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
| Winning Trades | 105 | 44 | 61 | 105 | 44 | 61 |
| Losing Trades | 177 | 97 | 80 | 177 | 97 | 80 |
| Profitability (%) | 37.234 | 31.2057 | 43.2624 | 37.234 | 31.2057 | 43.2624 |
| Ratio Avg Win / Avg Loss | 5.8167 | 13.1249 | 1.7736 | 2.6136 | 3.7315 | 1.9196 |
| Largest Winning Trade | 1790691 | 1790691 | 78059 | 3729991 | 3729991 | 3597240 |
| Largest Losing Trade | -33090 | -27938 | -33090 | -1154575 | -575152 | -1154575 |
| Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
| Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
| Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
| Bars Traded | 4475 | 2139 | 2336 | 4475 | 2139 | 2336 |
| Profit Streak | 11.5656 | 11.5656 | 12.5656 | 11.5656 | 11.5656 | 12.5656 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 643234 | 548342 | -82807 | 309200 | 156330 | 289338 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4629,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565136000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759282464918,
"expiration_time": 1765275984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 2,
"offset": 0,
"std": 4.47416
}
}
} {
"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": [
[
2449765.324040524,
2258137.593527637,
191627.7305128889,
8761344.92189054,
4176509.7519260263,
4584835.169964518
],
[
2449.765324,
2258.137594,
191.627731,
8761.344922,
4176.509752,
4584.83517
],
[
1.058443,
0.975648,
0.082794,
0.193935,
0.162401,
0.166348
],
[
10,
10,
10,
10,
10,
10
],
[
-104047,
-126311,
-116090,
-2397228,
-1660954,
-1691546
],
[
3.450587,
5.953572,
1.352384,
1.550412,
1.69262,
1.463687
],
[
282,
141,
141,
282,
141,
141
],
[
105,
44,
61,
105,
44,
61
],
[
177,
97,
80,
177,
97,
80
],
[
37.234043,
31.205674,
43.262411,
37.234043,
31.205674,
43.262411
],
[
5.816704,
13.12492,
1.773618,
2.613552,
3.731458,
1.91959
],
[
1790691,
1790691,
78059,
3729991,
3729991,
3597240
],
[
-33090,
-27938,
-33090,
-1154575,
-575152,
-1154575
],
[
15,
15,
16,
15,
15,
16
],
[
30,
33,
28,
30,
33,
28
],
[
7,
6,
7,
7,
6,
7
],
[
4475,
2139,
2336,
4475,
2139,
2336
],
[
11.565566,
11.565566,
12.565566,
11.565566,
11.565566,
12.565566
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
643234,
548342,
-82807,
309200,
156330,
289338
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4629,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565136000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759282464918,
"expiration_time": 1765275984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 2,
"offset": 0,
"std": 4.47416
}
}
}
| # | 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) |
|---|