| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2181826.213 | 2045301.8743 | 136524.3387 | 1483190.3093 | 2343051.6225 | -859861.3131 |
| Total P&L (%) | 2181.8262 | 2045.3019 | 136.5243 | 1483.1903 | 2343.0516 | -859.8613 |
| Avg Daily Profit (%) | 0.9454 | 0.8863 | 0.0592 | 0.1198 | 0.1386 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117469 | -157975 | -99813 | -4651563 | -3271226 | -4634736 |
| Profit Factor | 4.0321 | 5.6218 | 1.4928 | 1.1069 | 1.3333 | 0.8744 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
| Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
| Ratio Avg Win / Avg Loss | 5.2728 | 11.2436 | 1.3062 | 1.4474 | 2.6665 | 0.7651 |
| Largest Winning Trade | 1820118 | 1820118 | 67790 | 2767300 | 2767300 | 1140504 |
| Largest Losing Trade | -57527 | -37400 | -57527 | -3072923 | -781091 | -3072923 |
| Avg Bars in Trades | 98 | 151 | 46 | 98 | 151 | 46 |
| Avg Bars in Winners | 136 | 279 | 47 | 136 | 279 | 47 |
| Avg Bars in Losers | 69 | 86 | 45 | 69 | 86 | 45 |
| Bars Traded | 8899 | 6799 | 2100 | 8899 | 6799 | 2100 |
| Profit Streak | 0 | 96.5875 | 0 | 0 | 96.5875 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 648899 | 562891 | -112167 | -138046 | -12075 | -580279 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563256800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830763508,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.86785
}
}
}
{
"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": [
[
2181826.212999251,
2045301.8742517782,
136524.3387474715,
1483190.3093455504,
2343051.6224609707,
-859861.3131154203
],
[
2181.826213,
2045.301874,
136.524339,
1483.190309,
2343.051622,
-859.861313
],
[
0.945434,
0.886275,
0.059159,
0.119756,
0.138579,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117469,
-157975,
-99813,
-4651563,
-3271226,
-4634736
],
[
4.032116,
5.621815,
1.492797,
1.106862,
1.333252,
0.874448
],
[
90,
45,
45,
90,
45,
45
],
[
39,
15,
24,
39,
15,
24
],
[
51,
30,
21,
51,
30,
21
],
[
43.333333,
33.333333,
53.333333,
43.333333,
33.333333,
53.333333
],
[
5.272767,
11.243629,
1.306197,
1.447434,
2.666504,
0.765142
],
[
1820118,
1820118,
67790,
2767300,
2767300,
1140504
],
[
-57527,
-37400,
-57527,
-3072923,
-781091,
-3072923
],
[
98,
151,
46,
98,
151,
46
],
[
136,
279,
47,
136,
279,
47
],
[
69,
86,
45,
69,
86,
45
],
[
8899,
6799,
2100,
8899,
6799,
2100
],
[
0,
96.587541,
0,
0,
96.587541,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
648899,
562891,
-112167,
-138046,
-12075,
-580279
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563256800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758830763508,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.86785
}
}
}
| # | 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) |
|---|