| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1243167.6951 | 1039251.7607 | 203915.9344 | 16700220.595 | 13026554.3664 | 3673666.2287 |
| Total P&L (%) | 1243.1677 | 1039.2518 | 203.9159 | 16700.2206 | 13026.5544 | 3673.6662 |
| Avg Daily Profit (%) | 0.5967 | 0.4988 | 0.0979 | 0.2463 | 0.2344 | 0.1744 |
| Buy And Hold Return (%) | 100.5906 | 100.5906 | 100.5906 | 100.5906 | 100.5906 | 100.5906 |
| Max Trade Drawdown | -95345 | -87414 | -170135 | -33201597 | -26835819 | -11981351 |
| Profit Factor | 2.1085 | 2.8772 | 1.3591 | 1.1844 | 1.2776 | 1.0842 |
| Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
| Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
| Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
| Profitability (%) | 37.0656 | 34.8837 | 39.2308 | 37.0656 | 34.8837 | 39.2308 |
| Ratio Avg Win / Avg Loss | 3.5801 | 5.3708 | 2.1053 | 2.0111 | 2.3849 | 1.6794 |
| Largest Winning Trade | 483789 | 483789 | 61274 | 25176217 | 25176217 | 7914968 |
| Largest Losing Trade | -21717 | -18570 | -21717 | -8954001 | -8954001 | -8557615 |
| Avg Bars in Trades | 95 | 90 | 99 | 95 | 90 | 99 |
| Avg Bars in Winners | 177 | 181 | 174 | 177 | 181 | 174 |
| Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
| Bars Traded | 24639 | 11702 | 12937 | 24639 | 11702 | 12937 |
| Profit Streak | 13.2867 | 0 | 15.0367 | 13.2867 | 0 | 15.0367 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 445253 | 359804 | -71262 | -11186 | 118775 | -122789 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579384800000,
"first_datapoint_time": 1580256000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759452767322,
"expiration_time": 1765929600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 29,
"offset": 93
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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": [
[
1243167.6951255386,
1039251.7606819207,
203915.9344436179,
16700220.595038354,
13026554.366362825,
3673666.2286755135
],
[
1243.167695,
1039.251761,
203.915934,
16700.220595,
13026.554366,
3673.666229
],
[
0.596721,
0.498842,
0.09788,
0.246254,
0.234381,
0.174423
],
[
100.590551,
100.590551,
100.590551,
100.590551,
100.590551,
100.590551
],
[
-95345,
-87414,
-170135,
-33201597,
-26835819,
-11981351
],
[
2.108526,
2.87721,
1.359105,
1.184424,
1.277616,
1.084199
],
[
259,
129,
130,
259,
129,
130
],
[
96,
45,
51,
96,
45,
51
],
[
163,
84,
79,
163,
84,
79
],
[
37.065637,
34.883721,
39.230769,
37.065637,
34.883721,
39.230769
],
[
3.580101,
5.370793,
2.10528,
2.011053,
2.384883,
1.679446
],
[
483789,
483789,
61274,
25176217,
25176217,
7914968
],
[
-21717,
-18570,
-21717,
-8954001,
-8954001,
-8557615
],
[
95,
90,
99,
95,
90,
99
],
[
177,
181,
174,
177,
181,
174
],
[
46,
42,
50,
46,
42,
50
],
[
24639,
11702,
12937,
24639,
11702,
12937
],
[
13.286659,
0,
15.036659,
13.286659,
0,
15.036659
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
445253,
359804,
-71262,
-11186,
118775,
-122789
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579384800000,
"first_datapoint_time": 1580256000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759452767322,
"expiration_time": 1765929600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 29,
"offset": 93
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 26,
"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) |
|---|