| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 860209.9366 | 887124.9524 | -26915.0158 | 132221.1686 | 4585688.7245 | -4453467.5559 |
| Total P&L (%) | 860.2099 | 887.125 | -26.915 | 132.2212 | 4585.6887 | -4453.4676 |
| Avg Daily Profit (%) | 0.413 | 0.4259 | -0.0129 | 0.0405 | 0.1849 | 0 |
| Buy And Hold Return (%) | 69.1358 | 69.1358 | 69.1358 | 69.1358 | 69.1358 | 69.1358 |
| Max Trade Drawdown | -209379 | -154159 | -195271 | -8358755 | -4320417 | -4911053 |
| Profit Factor | 1.7303 | 2.4724 | 0.9532 | 1.0088 | 1.6183 | 0.4111 |
| Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
| Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
| Losing Trades | 174 | 90 | 84 | 174 | 90 | 84 |
| Profitability (%) | 34.0909 | 31.8182 | 36.3636 | 34.0909 | 31.8182 | 36.3636 |
| Ratio Avg Win / Avg Loss | 3.3453 | 5.2979 | 1.6681 | 1.9504 | 3.4677 | 0.7194 |
| Largest Winning Trade | 397753 | 397753 | 82150 | 5500529 | 5500529 | 393350 |
| Largest Losing Trade | -52967 | -42776 | -52967 | -2620278 | -1800987 | -2620278 |
| Avg Bars in Trades | 92 | 90 | 94 | 92 | 90 | 94 |
| Avg Bars in Winners | 177 | 179 | 175 | 177 | 179 | 175 |
| Avg Bars in Losers | 49 | 49 | 48 | 49 | 49 | 48 |
| Bars Traded | 24499 | 12000 | 12499 | 24499 | 12000 | 12499 |
| Profit Streak | 9.6098 | 9.6098 | 18.4431 | 9.6098 | 9.6098 | 18.4431 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339835 | 290543 | -582944 | -359741 | 157043 | -585722 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579305600000,
"first_datapoint_time": 1580860800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759343883429,
"expiration_time": 1765820563200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 118,
"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": [
[
860209.9366236159,
887124.9523904726,
-26915.0157668567,
132221.1686192926,
4585688.724518052,
-4453467.555898763
],
[
860.209937,
887.124952,
-26.915016,
132.221169,
4585.688725,
-4453.467556
],
[
0.412967,
0.425888,
-0.012921,
0.040456,
0.184861,
0
],
[
69.135802,
69.135802,
69.135802,
69.135802,
69.135802,
69.135802
],
[
-209379,
-154159,
-195271,
-8358755,
-4320417,
-4911053
],
[
1.730344,
2.472354,
0.953215,
1.008827,
1.618266,
0.411089
],
[
264,
132,
132,
264,
132,
132
],
[
90,
42,
48,
90,
42,
48
],
[
174,
90,
84,
174,
90,
84
],
[
34.090909,
31.818182,
36.363636,
34.090909,
31.818182,
36.363636
],
[
3.345332,
5.297902,
1.668126,
1.950399,
3.467712,
0.719406
],
[
397753,
397753,
82150,
5500529,
5500529,
393350
],
[
-52967,
-42776,
-52967,
-2620278,
-1800987,
-2620278
],
[
92,
90,
94,
92,
90,
94
],
[
177,
179,
175,
177,
179,
175
],
[
49,
49,
48,
49,
49,
48
],
[
24499,
12000,
12499,
24499,
12000,
12499
],
[
9.609762,
9.609762,
18.443095,
9.609762,
9.609762,
18.443095
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339835,
290543,
-582944,
-359741,
157043,
-585722
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579305600000,
"first_datapoint_time": 1580860800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759343883429,
"expiration_time": 1765820563200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 118,
"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) |
|---|