| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -292265.6846 | 212019.7762 | -504285.4608 | -100114.4784 | 2783857.5799 | -2883972.0584 |
| Total P&L (%) | -292.2657 | 212.0198 | -504.2855 | -100.1145 | 2783.8576 | -2883.9721 |
| Avg Daily Profit (%) | -0.1257 | 0.0912 | -0.2168 | 0 | 0.1446 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -853796 | -227407 | -725928 | -3978162 | -458727 | -4540199 |
| Profit Factor | 0.84 | 1.3262 | 0.5715 | 0.9831 | 4.531 | 0.4391 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 90 | 40 | 50 | 83 | 48 | 35 |
| Losing Trades | 78 | 44 | 34 | 85 | 36 | 49 |
| Profitability (%) | 53.5714 | 47.619 | 59.5238 | 49.4048 | 57.1429 | 41.6667 |
| Ratio Avg Win / Avg Loss | 0.728 | 1.4588 | 0.3886 | 1.0068 | 3.3983 | 0.6147 |
| Largest Winning Trade | 147827 | 147827 | 65411 | 1089088 | 1089088 | 654549 |
| Largest Losing Trade | -345807 | -56570 | -345807 | -3928922 | -222011 | -3928922 |
| Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
| Avg Bars in Winners | 56 | 55 | 57 | 56 | 53 | 61 |
| Avg Bars in Losers | 51 | 47 | 55 | 51 | 48 | 53 |
| Bars Traded | 9092 | 4310 | 4782 | 9092 | 4310 | 4782 |
| Profit Streak | 41.6697 | 41.6697 | 159.1697 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 7 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577932 | -71294 | -578124 | -578462 | 306024 | -584348 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9304,
"evaluation_days": 2326,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562263200000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760306662716,
"expiration_time": 1766320992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 248,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 136,
"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": [
[
-292265.6845913349,
212019.7762447966,
-504285.4608361315,
-100114.47844514,
2783857.5799448146,
-2883972.0583899533
],
[
-292.265685,
212.019776,
-504.285461,
-100.114478,
2783.85758,
-2883.972058
],
[
-0.125652,
0.091152,
-0.216804,
0,
0.144632,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-853796,
-227407,
-725928,
-3978162,
-458727,
-4540199
],
[
0.840018,
1.326186,
0.571502,
0.983117,
4.531041,
0.439082
],
[
168,
84,
84,
168,
84,
84
],
[
90,
40,
50,
83,
48,
35
],
[
78,
44,
34,
85,
36,
49
],
[
53.571429,
47.619048,
59.52381,
49.404762,
57.142857,
41.666667
],
[
0.728015,
1.458805,
0.388621,
1.006807,
3.39828,
0.614715
],
[
147827,
147827,
65411,
1089088,
1089088,
654549
],
[
-345807,
-56570,
-345807,
-3928922,
-222011,
-3928922
],
[
54,
51,
56,
54,
51,
56
],
[
56,
55,
57,
56,
53,
61
],
[
51,
47,
55,
51,
48,
53
],
[
9092,
4310,
4782,
9092,
4310,
4782
],
[
41.669707,
41.669707,
159.169707,
0,
0,
0
],
[
4,
2,
7,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577932,
-71294,
-578124,
-578462,
306024,
-584348
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9304,
"evaluation_days": 2326,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1562263200000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760306662716,
"expiration_time": 1766320992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 248,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 136,
"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) |
|---|