| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1018350.5036 | 1028080.8496 | -9730.346 | 47935.9991 | 280204.0895 | -232268.0904 |
| Total P&L (%) | 1018.3505 | 1028.0809 | -9.7303 | 47.936 | 280.2041 | -232.2681 |
| Avg Daily Profit (%) | 0.489 | 0.4937 | -0.0047 | 0.0188 | 0.0642 | 0 |
| Buy And Hold Return (%) | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 |
| Max Trade Drawdown | -238834 | -223847 | -28804 | -4667346 | -4497047 | -318178 |
| Profit Factor | 2.4686 | 2.7236 | 0.8996 | 1.0081 | 1.0522 | 0.5457 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
| Profitability (%) | 32.4324 | 25.4545 | 39.2857 | 32.4324 | 25.4545 | 39.2857 |
| Ratio Avg Win / Avg Loss | 5.143 | 7.9761 | 1.3903 | 2.1003 | 3.0813 | 0.8433 |
| Largest Winning Trade | 566388 | 566388 | 10617 | 2388687 | 2388687 | 102827 |
| Largest Losing Trade | -81978 | -81978 | -7544 | -2613242 | -2613242 | -112592 |
| Avg Bars in Trades | 220 | 436 | 7 | 220 | 436 | 7 |
| Avg Bars in Winners | 378 | 957 | 10 | 378 | 957 | 10 |
| Avg Bars in Losers | 144 | 259 | 5 | 144 | 259 | 5 |
| Bars Traded | 24449 | 24022 | 427 | 24449 | 24022 | 427 |
| Profit Streak | 0 | 100.0711 | 0 | 0 | 100.0711 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312321 | -191840 | -763055 | -550498 | -479889 | -764722 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579233600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758901344074,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 244,
"offset": 0,
"std": 2.92254
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
1018350.5035922094,
1028080.8496311016,
-9730.3460388914,
47935.9990770622,
280204.0895055171,
-232268.0904284547
],
[
1018.350504,
1028.08085,
-9.730346,
47.935999,
280.20409,
-232.26809
],
[
0.489004,
0.493676,
-0.004672,
0.018807,
0.064152,
0
],
[
89.484127,
89.484127,
89.484127,
89.484127,
89.484127,
89.484127
],
[
-238834,
-223847,
-28804,
-4667346,
-4497047,
-318178
],
[
2.468622,
2.723562,
0.899604,
1.008148,
1.05216,
0.545666
],
[
111,
55,
56,
111,
55,
56
],
[
36,
14,
22,
36,
14,
22
],
[
75,
41,
34,
75,
41,
34
],
[
32.432432,
25.454545,
39.285714,
32.432432,
25.454545,
39.285714
],
[
5.142963,
7.976147,
1.390297,
2.100308,
3.081325,
0.843302
],
[
566388,
566388,
10617,
2388687,
2388687,
102827
],
[
-81978,
-81978,
-7544,
-2613242,
-2613242,
-112592
],
[
220,
436,
7,
220,
436,
7
],
[
378,
957,
10,
378,
957,
10
],
[
144,
259,
5,
144,
259,
5
],
[
24449,
24022,
427,
24449,
24022,
427
],
[
0,
100.071112,
0,
0,
100.071112,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312321,
-191840,
-763055,
-550498,
-479889,
-764722
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579233600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758901344074,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 244,
"offset": 0,
"std": 2.92254
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|