| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1121201.8845 | 948881.0886 | 172320.7959 | 2786896.0729 | 2217704.658 | 569191.415 |
| Total P&L (%) | 1121.2019 | 948.8811 | 172.3208 | 2786.8961 | 2217.7047 | 569.1914 |
| Avg Daily Profit (%) | 0.4842 | 0.4098 | 0.0744 | 0.1453 | 0.1358 | 0.0821 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100285 | -91327 | -173163 | -6688206 | -5213632 | -2668423 |
| Profit Factor | 1.6974 | 2.2295 | 1.2061 | 1.0792 | 1.1253 | 1.0326 |
| Total Trades | 461 | 230 | 231 | 461 | 230 | 231 |
| Winning Trades | 141 | 64 | 77 | 141 | 64 | 77 |
| Losing Trades | 320 | 166 | 154 | 320 | 166 | 154 |
| Profitability (%) | 30.5857 | 27.8261 | 33.3333 | 30.5857 | 27.8261 | 33.3333 |
| Ratio Avg Win / Avg Loss | 3.8523 | 5.7828 | 2.4123 | 2.4493 | 2.9187 | 2.0651 |
| Largest Winning Trade | 490790 | 490790 | 58520 | 4709655 | 4709655 | 1260468 |
| Largest Losing Trade | -21707 | -17534 | -21707 | -1724898 | -1178419 | -1724898 |
| Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
| Avg Bars in Winners | 33 | 31 | 35 | 33 | 31 | 35 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 6912 | 3108 | 3804 | 6912 | 3108 | 3804 |
| Profit Streak | 13.0784 | 0 | 14.4117 | 13.0784 | 0 | 14.4117 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339396 | -2359 | -97923 | -135172 | -109318 | -271460 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6947,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560268800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398771559,
"expiration_time": 1765394208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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": [
[
1121201.8844589235,
948881.0885906182,
172320.795868307,
2786896.0729405875,
2217704.657984271,
569191.4149563155
],
[
1121.201884,
948.881089,
172.320796,
2786.896073,
2217.704658,
569.191415
],
[
0.48418,
0.409765,
0.074415,
0.145323,
0.135827,
0.082122
],
[
10,
10,
10,
10,
10,
10
],
[
-100285,
-91327,
-173163,
-6688206,
-5213632,
-2668423
],
[
1.697399,
2.229531,
1.206138,
1.079204,
1.125289,
1.032552
],
[
461,
230,
231,
461,
230,
231
],
[
141,
64,
77,
141,
64,
77
],
[
320,
166,
154,
320,
166,
154
],
[
30.585683,
27.826087,
33.333333,
30.585683,
27.826087,
33.333333
],
[
3.852252,
5.782845,
2.412276,
2.449257,
2.918717,
2.065104
],
[
490790,
490790,
58520,
4709655,
4709655,
1260468
],
[
-21707,
-17534,
-21707,
-1724898,
-1178419,
-1724898
],
[
14,
13,
16,
14,
13,
16
],
[
33,
31,
35,
33,
31,
35
],
[
6,
6,
6,
6,
6,
6
],
[
6912,
3108,
3804,
6912,
3108,
3804
],
[
13.078374,
0,
14.411708,
13.078374,
0,
14.411708
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339396,
-2359,
-97923,
-135172,
-109318,
-271460
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6947,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560268800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398771559,
"expiration_time": 1765394208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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) |
|---|