| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 866274.8388 | 707441.4965 | 158833.3423 | 4924750.1513 | 9362901.8585 | -4438151.7072 |
| Total P&L (%) | 866.2748 | 707.4415 | 158.8333 | 4924.7502 | 9362.9019 | -4438.1517 |
| Avg Daily Profit (%) | 0.416 | 0.3397 | 0.0763 | 0.1883 | 0.2187 | 0 |
| Buy And Hold Return (%) | 91.3828 | 91.3828 | 91.3828 | 91.3828 | 91.3828 | 91.3828 |
| Max Trade Drawdown | -135030 | -118556 | -184801 | -24714887 | -16745795 | -18925727 |
| Profit Factor | 1.4903 | 1.8163 | 1.1765 | 1.0432 | 1.1631 | 0.9214 |
| Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
| Winning Trades | 220 | 106 | 114 | 220 | 106 | 114 |
| Losing Trades | 225 | 117 | 108 | 225 | 117 | 108 |
| Profitability (%) | 49.4382 | 47.5336 | 51.3514 | 49.4382 | 47.5336 | 51.3514 |
| Ratio Avg Win / Avg Loss | 1.5242 | 2.0048 | 1.1145 | 1.0669 | 1.2838 | 0.8729 |
| Largest Winning Trade | 79509 | 79509 | 57808 | 10299042 | 10299042 | 5459049 |
| Largest Losing Trade | -50586 | -38328 | -50586 | -8496354 | -4099488 | -8496354 |
| Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
| Avg Bars in Winners | 60 | 49 | 69 | 60 | 49 | 69 |
| Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
| Bars Traded | 24802 | 11376 | 13426 | 24802 | 11376 | 13426 |
| Profit Streak | 0 | 0 | 15.5499 | 0 | 0 | 15.5499 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 516568 | 443881 | -124802 | -162924 | -33280 | -579414 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758849111817,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 4.16262
}
}
}
{
"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": [
[
866274.8388386196,
707441.4964983064,
158833.3423403139,
4924750.151261082,
9362901.858492827,
-4438151.707231742
],
[
866.274839,
707.441496,
158.833342,
4924.750151,
9362.901858,
-4438.151707
],
[
0.415978,
0.339708,
0.076271,
0.188266,
0.218725,
0
],
[
91.382766,
91.382766,
91.382766,
91.382766,
91.382766,
91.382766
],
[
-135030,
-118556,
-184801,
-24714887,
-16745795,
-18925727
],
[
1.490335,
1.816339,
1.176462,
1.043235,
1.163088,
0.921445
],
[
445,
223,
222,
445,
223,
222
],
[
220,
106,
114,
220,
106,
114
],
[
225,
117,
108,
225,
117,
108
],
[
49.438202,
47.533632,
51.351351,
49.438202,
47.533632,
51.351351
],
[
1.524206,
2.004828,
1.114543,
1.066945,
1.283786,
0.872948
],
[
79509,
79509,
57808,
10299042,
10299042,
5459049
],
[
-50586,
-38328,
-50586,
-8496354,
-4099488,
-8496354
],
[
55,
51,
60,
55,
51,
60
],
[
60,
49,
69,
60,
49,
69
],
[
51,
51,
50,
51,
51,
50
],
[
24802,
11376,
13426,
24802,
11376,
13426
],
[
0,
0,
15.549905,
0,
0,
15.549905
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516568,
443881,
-124802,
-162924,
-33280,
-579414
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758849111817,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 4.16262
}
}
}
| # | 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) |
|---|