| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1421886.9911 | 1172183.1236 | 249703.8675 | 36851242.1724 | 3340135.3746 | 33511106.7978 |
| Total P&L (%) | 1421.887 | 1172.1831 | 249.7039 | 36851.2422 | 3340.1354 | 33511.1068 |
| Avg Daily Profit (%) | 0.6826 | 0.5627 | 0.1199 | 0.2842 | 0.17 | 0.2797 |
| Buy And Hold Return (%) | 81.5534 | 81.5534 | 81.5534 | 81.5534 | 81.5534 | 81.5534 |
| Max Trade Drawdown | -111386 | -74370 | -148253 | -77776030 | -46768563 | -39921103 |
| Profit Factor | 1.8369 | 2.3518 | 1.3002 | 1.1314 | 1.0215 | 1.2672 |
| Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
| Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
| Losing Trades | 393 | 203 | 190 | 393 | 203 | 190 |
| Profitability (%) | 31.7708 | 29.5139 | 34.0278 | 31.7708 | 29.5139 | 34.0278 |
| Ratio Avg Win / Avg Loss | 3.9448 | 5.6167 | 2.5207 | 2.4297 | 2.4397 | 2.4567 |
| Largest Winning Trade | 557127 | 557127 | 56546 | 32976528 | 32976528 | 12617848 |
| Largest Losing Trade | -18337 | -16526 | -18337 | -16262085 | -13114996 | -16262085 |
| Avg Bars in Trades | 43 | 42 | 43 | 43 | 42 | 43 |
| Avg Bars in Winners | 93 | 96 | 91 | 93 | 96 | 91 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 24783 | 12167 | 12616 | 24783 | 12167 | 12616 |
| Profit Streak | 8.2765 | 9.2765 | 0 | 8.2765 | 9.2765 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440676 | 263317 | -40097 | -69534 | -196238 | 160281 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580450400000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759991891152,
"expiration_time": 1766468822400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1421886.9911371185,
1172183.123601219,
249703.8675358996,
36851242.17238176,
3340135.3745946754,
33511106.797787063
],
[
1421.886991,
1172.183124,
249.703868,
36851.242172,
3340.135375,
33511.106798
],
[
0.682589,
0.562716,
0.119872,
0.284223,
0.169994,
0.279661
],
[
81.553398,
81.553398,
81.553398,
81.553398,
81.553398,
81.553398
],
[
-111386,
-74370,
-148253,
-77776030,
-46768563,
-39921103
],
[
1.836898,
2.351835,
1.300164,
1.131392,
1.021545,
1.267159
],
[
576,
288,
288,
576,
288,
288
],
[
183,
85,
98,
183,
85,
98
],
[
393,
203,
190,
393,
203,
190
],
[
31.770833,
29.513889,
34.027778,
31.770833,
29.513889,
34.027778
],
[
3.944813,
5.616735,
2.520725,
2.42971,
2.439689,
2.456736
],
[
557127,
557127,
56546,
32976528,
32976528,
12617848
],
[
-18337,
-16526,
-18337,
-16262085,
-13114996,
-16262085
],
[
43,
42,
43,
43,
42,
43
],
[
93,
96,
91,
93,
96,
91
],
[
19,
19,
19,
19,
19,
19
],
[
24783,
12167,
12616,
24783,
12167,
12616
],
[
8.276518,
9.276518,
0,
8.276518,
9.276518,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440676,
263317,
-40097,
-69534,
-196238,
160281
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1580450400000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759991891152,
"expiration_time": 1766468822400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|