| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 909789.2245 | 855688.4959 | 54100.7286 | 303829.2281 | 2378671.4432 | -2074842.2151 |
| Total P&L (%) | 909.7892 | 855.6885 | 54.1007 | 303.8292 | 2378.6714 | -2074.8422 |
| Avg Daily Profit (%) | 0.3931 | 0.3697 | 0.0234 | 0.0603 | 0.1388 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179196 | -134282 | -161567 | -6442925 | -4011057 | -3302442 |
| Profit Factor | 1.9576 | 2.7522 | 1.1172 | 1.0236 | 1.3574 | 0.6654 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
| Profitability (%) | 37.1901 | 27.8689 | 46.6667 | 37.1901 | 27.8689 | 46.6667 |
| Ratio Avg Win / Avg Loss | 3.3062 | 7.1234 | 1.2768 | 1.7288 | 3.5133 | 0.7605 |
| Largest Winning Trade | 376948 | 376948 | 67270 | 4043182 | 4043182 | 629653 |
| Largest Losing Trade | -61443 | -54042 | -61443 | -2108658 | -2108658 | -1990857 |
| Avg Bars in Trades | 73 | 66 | 81 | 73 | 66 | 81 |
| Avg Bars in Winners | 126 | 120 | 129 | 126 | 120 | 129 |
| Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
| Bars Traded | 8943 | 4030 | 4913 | 8943 | 4030 | 4913 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314853 | -164388 | -424804 | -310453 | -184905 | -751254 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564401600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317218033,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 40
}
},
"second_band": {
"type": "hilo",
"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": [
[
909789.2244637262,
855688.4958917637,
54100.7285719624,
303829.2280661081,
2378671.4431655686,
-2074842.2150994616
],
[
909.789224,
855.688496,
54.100729,
303.829228,
2378.671443,
-2074.842215
],
[
0.393082,
0.369708,
0.023375,
0.060326,
0.1388,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179196,
-134282,
-161567,
-6442925,
-4011057,
-3302442
],
[
1.957641,
2.752223,
1.117181,
1.023632,
1.357394,
0.665416
],
[
121,
61,
60,
121,
61,
60
],
[
45,
17,
28,
45,
17,
28
],
[
76,
44,
32,
76,
44,
32
],
[
37.190083,
27.868852,
46.666667,
37.190083,
27.868852,
46.666667
],
[
3.306238,
7.123399,
1.276778,
1.7288,
3.513255,
0.760475
],
[
376948,
376948,
67270,
4043182,
4043182,
629653
],
[
-61443,
-54042,
-61443,
-2108658,
-2108658,
-1990857
],
[
73,
66,
81,
73,
66,
81
],
[
126,
120,
129,
126,
120,
129
],
[
42,
44,
40,
42,
44,
40
],
[
8943,
4030,
4913,
8943,
4030,
4913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314853,
-164388,
-424804,
-310453,
-184905,
-751254
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564401600000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317218033,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 40
}
},
"second_band": {
"type": "hilo",
"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) |
|---|