| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2202095.6217 | 2210150.7054 | -8055.0837 | 5195.7218 | 668030.1146 | -662834.3929 |
| Total P&L (%) | 2202.0956 | 2210.1507 | -8.0551 | 5.1957 | 668.0301 | -662.8344 |
| Avg Daily Profit (%) | 0.9503 | 0.9538 | -0.0035 | 0.0022 | 0.088 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -264780 | -183657 | -212447 | -1872044 | -1028103 | -1228445 |
| Profit Factor | 3.37 | 5.5372 | 0.9818 | 1.0015 | 1.3562 | 0.5918 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Profitability (%) | 46.0177 | 44.6429 | 47.3684 | 46.0177 | 44.6429 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.9532 | 6.8661 | 1.0909 | 1.1748 | 1.6816 | 0.6576 |
| Largest Winning Trade | 2228918 | 2228918 | 39894 | 1355462 | 1355462 | 297924 |
| Largest Losing Trade | -58056 | -50579 | -58056 | -681704 | -681704 | -528723 |
| Avg Bars in Trades | 77 | 117 | 38 | 77 | 117 | 38 |
| Avg Bars in Winners | 93 | 134 | 55 | 93 | 134 | 55 |
| Avg Bars in Losers | 64 | 104 | 23 | 64 | 104 | 23 |
| Bars Traded | 8808 | 6588 | 2220 | 8808 | 6588 | 2220 |
| 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 | 665711 | -160650 | -760190 | -575811 | -255635 | -761856 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9269,
"evaluation_days": 2317.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759547774028,
"expiration_time": 1765542312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 241,
"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": [
[
2202095.621690125,
2210150.705389445,
-8055.0836993193,
5195.7217682017,
668030.1146198972,
-662834.3928516953
],
[
2202.095622,
2210.150705,
-8.055084,
5.195722,
668.030115,
-662.834393
],
[
0.950306,
0.953782,
-0.003476,
0.002186,
0.088016,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-264780,
-183657,
-212447,
-1872044,
-1028103,
-1228445
],
[
3.369968,
5.537194,
0.981778,
1.001485,
1.356158,
0.591839
],
[
113,
56,
57,
113,
56,
57
],
[
52,
25,
27,
52,
25,
27
],
[
61,
31,
30,
61,
31,
30
],
[
46.017699,
44.642857,
47.368421,
46.017699,
44.642857,
47.368421
],
[
3.953231,
6.866121,
1.090864,
1.174819,
1.681636,
0.657598
],
[
2228918,
2228918,
39894,
1355462,
1355462,
297924
],
[
-58056,
-50579,
-58056,
-681704,
-681704,
-528723
],
[
77,
117,
38,
77,
117,
38
],
[
93,
134,
55,
93,
134,
55
],
[
64,
104,
23,
64,
104,
23
],
[
8808,
6588,
2220,
8808,
6588,
2220
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
665711,
-160650,
-760190,
-575811,
-255635,
-761856
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9269,
"evaluation_days": 2317.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759547774028,
"expiration_time": 1765542312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 241,
"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) |
|---|