| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 548249.3642 | 547571.8889 | 677.4753 | -64138.6111 | 149029.679 | -213168.2901 |
| Total P&L (%) | 548.2494 | 547.5719 | 0.6775 | -64.1386 | 149.0297 | -213.1683 |
| Avg Daily Profit (%) | 0.2357 | 0.2354 | 0.0003 | -0.0441 | 0.0392 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -281381 | -156651 | -277436 | -693180 | -458927 | -305696 |
| Profit Factor | 1.2656 | 1.5426 | 1.0006 | 0.9721 | 1.1227 | 0.8039 |
| Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
| Winning Trades | 225 | 105 | 120 | 225 | 105 | 120 |
| Losing Trades | 251 | 133 | 118 | 251 | 133 | 118 |
| Profitability (%) | 47.2689 | 44.1176 | 50.4202 | 47.2689 | 44.1176 | 50.4202 |
| Ratio Avg Win / Avg Loss | 1.4119 | 1.9539 | 0.984 | 1.0845 | 1.422 | 0.7905 |
| Largest Winning Trade | 335574 | 335574 | 56069 | 443587 | 443587 | 96308 |
| Largest Losing Trade | -35049 | -34142 | -35049 | -244293 | -244293 | -132384 |
| Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
| Avg Bars in Winners | 22 | 19 | 24 | 22 | 19 | 24 |
| Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
| Bars Traded | 9202 | 4437 | 4765 | 9202 | 4437 | 4765 |
| Profit Streak | 2.6697 | 2.6697 | 9.6697 | 2.6697 | 2.6697 | 9.6697 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321716 | 296641 | -577996 | -578391 | -228868 | -579090 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9304,
"evaluation_days": 2326,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561118400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760306664201,
"expiration_time": 1766320992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
548249.3641676197,
547571.8889119684,
677.4752556513,
-64138.6111405492,
149029.6789547818,
-213168.290095331
],
[
548.249364,
547.571889,
0.677475,
-64.138611,
149.029679,
-213.16829
],
[
0.235705,
0.235414,
0.000291,
-0.044079,
0.039234,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-281381,
-156651,
-277436,
-693180,
-458927,
-305696
],
[
1.265621,
1.542577,
1.000642,
0.972137,
1.122664,
0.803891
],
[
476,
238,
238,
476,
238,
238
],
[
225,
105,
120,
225,
105,
120
],
[
251,
133,
118,
251,
133,
118
],
[
47.268908,
44.117647,
50.420168,
47.268908,
44.117647,
50.420168
],
[
1.411871,
1.953931,
0.983965,
1.084473,
1.422041,
0.790493
],
[
335574,
335574,
56069,
443587,
443587,
96308
],
[
-35049,
-34142,
-35049,
-244293,
-244293,
-132384
],
[
19,
18,
20,
19,
18,
20
],
[
22,
19,
24,
22,
19,
24
],
[
16,
17,
15,
16,
17,
15
],
[
9202,
4437,
4765,
9202,
4437,
4765
],
[
2.669724,
2.669724,
9.669724,
2.669724,
2.669725,
9.669725
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321716,
296641,
-577996,
-578391,
-228868,
-579090
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9304,
"evaluation_days": 2326,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561118400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760306664201,
"expiration_time": 1766320992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|