| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1963065.9312 | 1911556.4145 | 51509.5167 | 653062.0291 | 333699.7686 | 319362.2605 |
| Total P&L (%) | 1963.0659 | 1911.5564 | 51.5095 | 653.062 | 333.6998 | 319.3623 |
| Avg Daily Profit (%) | 0.8469 | 0.8247 | 0.0222 | 0.0871 | 0.0633 | 0.0619 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -114489 | -109335 | -107717 | -1553700 | -1650777 | -917504 |
| Profit Factor | 3.1288 | 4.889 | 1.1196 | 1.0847 | 1.0702 | 1.1082 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
| Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Profitability (%) | 48.9933 | 50.6667 | 47.2973 | 48.9933 | 50.6667 | 47.2973 |
| Ratio Avg Win / Avg Loss | 3.2573 | 4.7603 | 1.2476 | 1.1293 | 1.042 | 1.2348 |
| Largest Winning Trade | 1760027 | 1760027 | 79155 | 784271 | 784271 | 496383 |
| Largest Losing Trade | -56860 | -38390 | -56860 | -622046 | -622046 | -470105 |
| Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
| Avg Bars in Winners | 38 | 32 | 45 | 38 | 32 | 45 |
| Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
| Bars Traded | 4296 | 1876 | 2420 | 4296 | 1876 | 2420 |
| Profit Streak | 0 | 0 | 19.985 | 0 | 0 | 19.985 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 700762 | -35693 | -318313 | -203232 | -308281 | -276836 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4636,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566820800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759621106264,
"expiration_time": 1765587456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1963065.9312285522,
1911556.4145046736,
51509.5167238791,
653062.0290896237,
333699.7686289554,
319362.2604606685
],
[
1963.065931,
1911.556415,
51.509517,
653.062029,
333.699769,
319.36226
],
[
0.846879,
0.824658,
0.022222,
0.087138,
0.063315,
0.061864
],
[
10,
10,
10,
10,
10,
10
],
[
-114489,
-109335,
-107717,
-1553700,
-1650777,
-917504
],
[
3.128765,
4.88897,
1.119615,
1.084745,
1.070205,
1.10815
],
[
149,
75,
74,
149,
75,
74
],
[
73,
38,
35,
73,
38,
35
],
[
76,
37,
39,
76,
37,
39
],
[
48.993289,
50.666667,
47.297297,
48.993289,
50.666667,
47.297297
],
[
3.257344,
4.760313,
1.24757,
1.129323,
1.042041,
1.234796
],
[
1760027,
1760027,
79155,
784271,
784271,
496383
],
[
-56860,
-38390,
-56860,
-622046,
-622046,
-470105
],
[
28,
25,
32,
28,
25,
32
],
[
38,
32,
45,
38,
32,
45
],
[
19,
17,
21,
19,
17,
21
],
[
4296,
1876,
2420,
4296,
1876,
2420
],
[
0,
0,
19.985026,
0,
0,
19.985026
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
700762,
-35693,
-318313,
-203232,
-308281,
-276836
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4636,
"evaluation_days": 2318,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566820800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759621106264,
"expiration_time": 1765587456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|