| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 703489.741 | 748161.4069 | -44671.6659 | -69947.5618 | 404435.0576 | -474382.6194 |
| Total P&L (%) | 703.4897 | 748.1614 | -44.6717 | -69.9476 | 404.4351 | -474.3826 |
| Avg Daily Profit (%) | 0.3032 | 0.3224 | -0.0193 | -0.0518 | 0.0698 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -215992 | -183189 | -161780 | -1286124 | -776186 | -692547 |
| Profit Factor | 1.5534 | 2.1189 | 0.9259 | 0.9806 | 1.2076 | 0.713 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
| Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
| Profitability (%) | 40.2597 | 38.961 | 41.5584 | 40.2597 | 38.961 | 41.5584 |
| Ratio Avg Win / Avg Loss | 2.3051 | 3.3196 | 1.302 | 1.455 | 1.892 | 1.0027 |
| Largest Winning Trade | 419140 | 419140 | 63878 | 827179 | 827179 | 188127 |
| Largest Losing Trade | -46061 | -42660 | -46061 | -561492 | -561492 | -337122 |
| Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
| Avg Bars in Winners | 45 | 49 | 42 | 45 | 49 | 42 |
| Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
| Bars Traded | 4554 | 2422 | 2132 | 4554 | 2422 | 2132 |
| 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 | 322556 | -33137 | -624074 | -581814 | -145410 | -624074 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560686400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838707580,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 32,
"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": [
[
703489.741021429,
748161.4069352945,
-44671.6659138652,
-69947.5618217756,
404435.0575567409,
-474382.619378516
],
[
703.489741,
748.161407,
-44.671666,
-69.947562,
404.435058,
-474.382619
],
[
0.303163,
0.322414,
-0.019251,
-0.051796,
0.069762,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-215992,
-183189,
-161780,
-1286124,
-776186,
-692547
],
[
1.553404,
2.118896,
0.925862,
0.980575,
1.207633,
0.713038
],
[
154,
77,
77,
154,
77,
77
],
[
62,
30,
32,
62,
30,
32
],
[
92,
47,
45,
92,
47,
45
],
[
40.25974,
38.961039,
41.558442,
40.25974,
38.961039,
41.558442
],
[
2.305051,
3.319604,
1.301993,
1.455047,
1.891959,
1.00271
],
[
419140,
419140,
63878,
827179,
827179,
188127
],
[
-46061,
-42660,
-46061,
-561492,
-561492,
-337122
],
[
29,
31,
27,
29,
31,
27
],
[
45,
49,
42,
45,
49,
42
],
[
18,
20,
17,
18,
20,
17
],
[
4554,
2422,
2132,
4554,
2422,
2132
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322556,
-33137,
-624074,
-581814,
-145410,
-624074
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4641,
"evaluation_days": 2320.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560686400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759838707580,
"expiration_time": 1765809936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 81,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 32,
"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) |
|---|