| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1995730.3572 | 1954568.4658 | 41161.8914 | 438969.661 | 389875.2972 | 49094.3637 |
| Total P&L (%) | 1995.7304 | 1954.5685 | 41.1619 | 438.9697 | 389.8753 | 49.0944 |
| Avg Daily Profit (%) | 0.861 | 0.8432 | 0.0178 | 0.0727 | 0.0686 | 0.0172 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138850 | -73945 | -184143 | -613225 | -545608 | -498496 |
| Profit Factor | 3.3338 | 5.5702 | 1.0963 | 1.1548 | 1.2589 | 1.0369 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 47.1074 | 44.2623 | 50 | 47.1074 | 44.2623 | 50 |
| Ratio Avg Win / Avg Loss | 3.7432 | 7.0143 | 1.0963 | 1.2967 | 1.5852 | 1.0369 |
| Largest Winning Trade | 1813286 | 1813286 | 78912 | 520200 | 520200 | 330668 |
| Largest Losing Trade | -51542 | -46205 | -51542 | -239875 | -154244 | -239875 |
| Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
| Avg Bars in Winners | 56 | 51 | 60 | 56 | 51 | 60 |
| Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
| Bars Traded | 4344 | 1972 | 2372 | 4344 | 1972 | 2372 |
| 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 | 676414 | -142495 | -455032 | -146878 | -264343 | -520307 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4636,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759621214088,
"expiration_time": 1765587456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.2252
}
}
} {
"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": [
[
1995730.357151024,
1954568.4657696942,
41161.8913813299,
438969.6609570557,
389875.2972489297,
49094.363708126
],
[
1995.730357,
1954.568466,
41.161891,
438.969661,
389.875297,
49.094364
],
[
0.860971,
0.843213,
0.017758,
0.072696,
0.068573,
0.017232
],
[
10,
10,
10,
10,
10,
10
],
[
-138850,
-73945,
-184143,
-613225,
-545608,
-498496
],
[
3.333813,
5.570197,
1.096294,
1.154846,
1.25885,
1.036949
],
[
121,
61,
60,
121,
61,
60
],
[
57,
27,
30,
57,
27,
30
],
[
64,
34,
30,
64,
34,
30
],
[
47.107438,
44.262295,
50,
47.107438,
44.262295,
50
],
[
3.743229,
7.014322,
1.096294,
1.296669,
1.585218,
1.036949
],
[
1813286,
1813286,
78912,
520200,
520200,
330668
],
[
-51542,
-46205,
-51542,
-239875,
-154244,
-239875
],
[
35,
32,
39,
35,
32,
39
],
[
56,
51,
60,
56,
51,
60
],
[
17,
16,
18,
17,
16,
18
],
[
4344,
1972,
2372,
4344,
1972,
2372
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
676414,
-142495,
-455032,
-146878,
-264343,
-520307
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4636,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759621214088,
"expiration_time": 1765587456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.2252
}
}
}
| # | 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) |
|---|