| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2194349.6168 | -70598.5409 | -2123751.0758 | -229199.0078 | 8289531.1745 | -8518730.1823 |
| Total P&L (%) | -2194.3496 | -70.5985 | -2123.7511 | -229.199 | 8289.5312 | -8518.7302 |
| Avg Daily Profit (%) | -1.0537 | -0.0339 | -1.0198 | 0 | 0.2129 | 0 |
| Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
| Max Trade Drawdown | -2258062 | -152640 | -1947082 | -12621153 | -1373491 | -13364709 |
| Profit Factor | 0.2406 | 0.8139 | 0.154 | 0.9864 | 4.065 | 0.3954 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 53 | 23 | 30 | 25 | 16 | 9 |
| Losing Trades | 23 | 15 | 8 | 51 | 22 | 29 |
| Profitability (%) | 69.7368 | 60.5263 | 78.9474 | 32.8947 | 42.1053 | 23.6842 |
| Ratio Avg Win / Avg Loss | 0.1044 | 0.5308 | 0.0411 | 2.0122 | 5.5894 | 1.2741 |
| Largest Winning Trade | 37992 | 28153 | 37992 | 6561514 | 6561514 | 1747977 |
| Largest Losing Trade | -1732965 | -80426 | -1732965 | -7996586 | -1355237 | -7996586 |
| Avg Bars in Trades | 321 | 364 | 278 | 321 | 364 | 278 |
| Avg Bars in Winners | 124 | 137 | 114 | 570 | 612 | 496 |
| Avg Bars in Losers | 775 | 712 | 893 | 199 | 184 | 211 |
| Bars Traded | 24444 | 13855 | 10589 | 24444 | 13855 | 10589 |
| Profit Streak | 77.2923 | 77.2923 | 119.5423 | 0 | 0 | 0 |
| Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -630096 | -577982 | -575590 | -638429 | 439215 | -614712 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758927657451,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 246,
"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": [
[
-2194349.616779172,
-70598.5409367702,
-2123751.075842399,
-229199.0078476968,
8289531.174480455,
-8518730.182328155
],
[
-2194.349617,
-70.598541,
-2123.751076,
-229.199008,
8289.531174,
-8518.730182
],
[
-1.053709,
-0.033901,
-1.019808,
0,
0.212931,
0
],
[
84.362934,
84.362934,
84.362934,
84.362934,
84.362934,
84.362934
],
[
-2258062,
-152640,
-1947082,
-12621153,
-1373491,
-13364709
],
[
0.240614,
0.813925,
0.153961,
0.986353,
4.065033,
0.395396
],
[
76,
38,
38,
76,
38,
38
],
[
53,
23,
30,
25,
16,
9
],
[
23,
15,
8,
51,
22,
29
],
[
69.736842,
60.526316,
78.947368,
32.894737,
42.105263,
23.684211
],
[
0.104417,
0.530821,
0.041056,
2.012159,
5.589421,
1.274053
],
[
37992,
28153,
37992,
6561514,
6561514,
1747977
],
[
-1732965,
-80426,
-1732965,
-7996586,
-1355237,
-7996586
],
[
321,
364,
278,
321,
364,
278
],
[
124,
137,
114,
570,
612,
496
],
[
775,
712,
893,
199,
184,
211
],
[
24444,
13855,
10589,
24444,
13855,
10589
],
[
77.292332,
77.292332,
119.542332,
0,
0,
0
],
[
9,
4,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-630096,
-577982,
-575590,
-638429,
439215,
-614712
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758927657451,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 246,
"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) |
|---|