| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1252162.5412 | 1028585.5821 | 223576.9591 | 6772918.018 | 2989571.7285 | 3783346.2894 |
| Total P&L (%) | 1252.1625 | 1028.5856 | 223.577 | 6772.918 | 2989.5717 | 3783.3463 |
| Avg Daily Profit (%) | 0.5404 | 0.4439 | 0.0965 | 0.1827 | 0.1482 | 0.158 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128599 | -120931 | -138136 | -11185173 | -10395154 | -3305826 |
| Profit Factor | 1.9243 | 2.4339 | 1.3508 | 1.186 | 1.1439 | 1.2418 |
| Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
| Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
| Losing Trades | 213 | 111 | 102 | 213 | 111 | 102 |
| Profitability (%) | 30.3922 | 27.451 | 33.3333 | 30.3922 | 27.451 | 33.3333 |
| Ratio Avg Win / Avg Loss | 4.4073 | 6.4324 | 2.7016 | 2.7162 | 3.0232 | 2.4835 |
| Largest Winning Trade | 524714 | 524714 | 57896 | 10794408 | 10794408 | 2726852 |
| Largest Losing Trade | -21910 | -21910 | -20072 | -2230829 | -2230829 | -1544219 |
| Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
| Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
| Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
| Bars Traded | 9185 | 4199 | 4986 | 9185 | 4199 | 4986 |
| Profit Streak | 14.6362 | 0 | 16.3862 | 14.6362 | 0 | 16.3862 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329973 | -3728 | -68315 | -12415 | -74447 | 102884 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9269,
"evaluation_days": 2317.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560837600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759547767958,
"expiration_time": 1765542312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 188,
"offset": 0,
"std": 2.09521
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 70,
"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": [
[
1252162.541210121,
1028585.5821045889,
223576.9591055335,
6772918.017978802,
2989571.7285299134,
3783346.2894488894
],
[
1252.162541,
1028.585582,
223.576959,
6772.918018,
2989.571729,
3783.346289
],
[
0.540366,
0.443882,
0.096484,
0.182718,
0.148157,
0.15804
],
[
10,
10,
10,
10,
10,
10
],
[
-128599,
-120931,
-138136,
-11185173,
-10395154,
-3305826
],
[
1.924307,
2.433868,
1.350789,
1.185951,
1.143913,
1.241753
],
[
306,
153,
153,
306,
153,
153
],
[
93,
42,
51,
93,
42,
51
],
[
213,
111,
102,
213,
111,
102
],
[
30.392157,
27.45098,
33.333333,
30.392157,
27.45098,
33.333333
],
[
4.407283,
6.432367,
2.701578,
2.71621,
3.023198,
2.483505
],
[
524714,
524714,
57896,
10794408,
10794408,
2726852
],
[
-21910,
-21910,
-20072,
-2230829,
-2230829,
-1544219
],
[
30,
27,
32,
30,
27,
32
],
[
68,
66,
70,
68,
66,
70
],
[
13,
12,
13,
13,
12,
13
],
[
9185,
4199,
4986,
9185,
4199,
4986
],
[
14.636203,
0,
16.386203,
14.636203,
0,
16.386203
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329973,
-3728,
-68315,
-12415,
-74447,
102884
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9269,
"evaluation_days": 2317.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560837600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759547767958,
"expiration_time": 1765542312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 188,
"offset": 0,
"std": 2.09521
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 70,
"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) |
|---|