| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1603802.1684 | 1550457.9514 | 53344.217 | 75452.2153 | 6509498.8723 | -6434046.657 |
| Total P&L (%) | 1603.8022 | 1550.458 | 53.3442 | 75.4522 | 6509.4989 | -6434.0467 |
| Avg Daily Profit (%) | 0.6911 | 0.6682 | 0.023 | 0.0242 | 0.1808 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -220576 | -166478 | -161448 | -7901117 | -4482074 | -6711725 |
| Profit Factor | 2.6147 | 4.7663 | 1.0917 | 1.0042 | 1.962 | 0.4176 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 58.2609 | 56.1404 | 60.3448 | 58.2609 | 56.1404 | 60.3448 |
| Ratio Avg Win / Avg Loss | 1.8732 | 3.7237 | 0.7174 | 0.7195 | 1.5328 | 0.2744 |
| Largest Winning Trade | 1346111 | 1346111 | 58679 | 5455596 | 5455596 | 793035 |
| Largest Losing Trade | -76809 | -57479 | -76809 | -3400918 | -1599210 | -3400918 |
| Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
| Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
| Avg Bars in Losers | 37 | 43 | 30 | 37 | 43 | 30 |
| Bars Traded | 4426 | 2470 | 1956 | 4426 | 2470 | 1956 |
| Profit Streak | 0 | 116.6054 | 0 | 0 | 116.6054 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 669541 | -158638 | -463276 | -376658 | -166700 | -759492 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759804303097,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 148,
"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": [
[
1603802.1683898924,
1550457.9513701466,
53344.2170197465,
75452.2152758272,
6509498.872325804,
-6434046.6570499735
],
[
1603.802168,
1550.457951,
53.344217,
75.452215,
6509.498872,
-6434.046657
],
[
0.691145,
0.668157,
0.022988,
0.02423,
0.180775,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-220576,
-166478,
-161448,
-7901117,
-4482074,
-6711725
],
[
2.614723,
4.766291,
1.091725,
1.004235,
1.961993,
0.417617
],
[
115,
57,
58,
115,
57,
58
],
[
67,
32,
35,
67,
32,
35
],
[
48,
25,
23,
48,
25,
23
],
[
58.26087,
56.140351,
60.344828,
58.26087,
56.140351,
60.344828
],
[
1.873235,
3.723665,
0.717419,
0.719452,
1.532807,
0.274434
],
[
1346111,
1346111,
58679,
5455596,
5455596,
793035
],
[
-76809,
-57479,
-76809,
-3400918,
-1599210,
-3400918
],
[
38,
43,
33,
38,
43,
33
],
[
39,
43,
35,
39,
43,
35
],
[
37,
43,
30,
37,
43,
30
],
[
4426,
2470,
1956,
4426,
2470,
1956
],
[
0,
116.60536,
0,
0,
116.60536,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
669541,
-158638,
-463276,
-376658,
-166700,
-759492
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759804303097,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 148,
"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) |
|---|