| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 925509.4682 | 880459.6696 | 45049.7986 | 126351.3377 | 23067.4461 | 103283.8916 |
| Total P&L (%) | 925.5095 | 880.4597 | 45.0498 | 126.3513 | 23.0674 | 103.2839 |
| Avg Daily Profit (%) | 0.3988 | 0.3794 | 0.0194 | 0.0352 | 0.0089 | 0.0306 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165148 | -120151 | -231128 | -852524 | -718800 | -303491 |
| Profit Factor | 1.5462 | 2.0325 | 1.0535 | 1.0403 | 1.0134 | 1.0733 |
| Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
| Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
| Losing Trades | 210 | 112 | 98 | 210 | 112 | 98 |
| Profitability (%) | 34.375 | 30 | 38.75 | 34.375 | 30 | 38.75 |
| Ratio Avg Win / Avg Loss | 2.9519 | 4.7426 | 1.6653 | 1.986 | 2.3645 | 1.6966 |
| Largest Winning Trade | 555522 | 555522 | 58156 | 541121 | 541121 | 215377 |
| Largest Losing Trade | -32275 | -32275 | -30297 | -146382 | -146382 | -122810 |
| Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
| Avg Bars in Winners | 27 | 27 | 26 | 27 | 27 | 26 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 4543 | 2122 | 2421 | 4543 | 2122 | 2421 |
| Profit Streak | 18.5036 | 0 | 19.0036 | 18.5036 | 0 | 19.0036 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 319457 | 223814 | -332487 | -324508 | -397666 | -294023 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562846400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838714595,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 82,
"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": [
[
925509.4682141722,
880459.669638304,
45049.7985758685,
126351.337673644,
23067.4460560014,
103283.891617642
],
[
925.509468,
880.45967,
45.049799,
126.351338,
23.067446,
103.283892
],
[
0.398841,
0.379427,
0.019414,
0.035211,
0.008945,
0.030577
],
[
10,
10,
10,
10,
10,
10
],
[
-165148,
-120151,
-231128,
-852524,
-718800,
-303491
],
[
1.546226,
2.032536,
1.053525,
1.040299,
1.013355,
1.073349
],
[
320,
160,
160,
320,
160,
160
],
[
110,
48,
62,
110,
48,
62
],
[
210,
112,
98,
210,
112,
98
],
[
34.375,
30,
38.75,
34.375,
30,
38.75
],
[
2.951886,
4.742585,
1.66525,
1.986026,
2.364496,
1.696584
],
[
555522,
555522,
58156,
541121,
541121,
215377
],
[
-32275,
-32275,
-30297,
-146382,
-146382,
-122810
],
[
14,
13,
15,
14,
13,
15
],
[
27,
27,
26,
27,
27,
26
],
[
7,
7,
7,
7,
7,
7
],
[
4543,
2122,
2421,
4543,
2122,
2421
],
[
18.503641,
0,
19.003641,
18.503641,
0,
19.003641
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319457,
223814,
-332487,
-324508,
-397666,
-294023
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562846400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838714595,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 82,
"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) |
|---|