| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2367776.5647 | 2264412.1281 | 103364.4366 | -1679063.0134 | 8125374.2225 | -9804437.2359 |
| Total P&L (%) | 2367.7766 | 2264.4121 | 103.3644 | -1679.063 | 8125.3742 | -9804.4372 |
| Avg Daily Profit (%) | 1.0241 | 0.9794 | 0.0447 | 0 | 0.1909 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -257752 | -140837 | -145987 | -30639996 | -20583246 | -27610146 |
| Profit Factor | 4.3279 | 5.9414 | 1.4082 | 0.974 | 1.2462 | 0.6891 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 36 | 16 | 20 | 48 | 24 | 24 |
| Losing Trades | 42 | 23 | 19 | 30 | 15 | 15 |
| Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 61.5385 | 61.5385 | 61.5385 |
| Ratio Avg Win / Avg Loss | 5.0492 | 8.5408 | 1.3378 | 0.6087 | 0.7789 | 0.4307 |
| Largest Winning Trade | 1856925 | 1856925 | 50650 | 13400930 | 13400930 | 4799270 |
| Largest Losing Trade | -124935 | -63944 | -124935 | -26757417 | -11908943 | -26757417 |
| Avg Bars in Trades | 85 | 117 | 52 | 85 | 117 | 52 |
| Avg Bars in Winners | 93 | 140 | 56 | 82 | 111 | 53 |
| Avg Bars in Losers | 77 | 101 | 49 | 90 | 127 | 52 |
| Bars Traded | 6638 | 4578 | 2060 | 6638 | 4578 | 2060 |
| Profit Streak | 0 | 0 | 0 | 71.5322 | 257.1989 | 71.5322 |
| Trades During Streak | 0 | 0 | 0 | 4 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -19610 | 660153 | -132263 | -616354 | 323446 | -578294 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092382563,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 137
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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": [
[
2367776.56470536,
2264412.1280915136,
103364.4366138473,
-1679063.0133845683,
8125374.222511957,
-9804437.235896522
],
[
2367.776565,
2264.412128,
103.364437,
-1679.063013,
8125.374223,
-9804.437236
],
[
1.024125,
0.979417,
0.044708,
0,
0.190918,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-257752,
-140837,
-145987,
-30639996,
-20583246,
-27610146
],
[
4.327906,
5.941392,
1.408172,
0.973985,
1.246167,
0.689097
],
[
78,
39,
39,
78,
39,
39
],
[
36,
16,
20,
48,
24,
24
],
[
42,
23,
19,
30,
15,
15
],
[
46.153846,
41.025641,
51.282051,
61.538462,
61.538462,
61.538462
],
[
5.049224,
8.540752,
1.337763,
0.608741,
0.778854,
0.430686
],
[
1856925,
1856925,
50650,
13400930,
13400930,
4799270
],
[
-124935,
-63944,
-124935,
-26757417,
-11908943,
-26757417
],
[
85,
117,
52,
85,
117,
52
],
[
93,
140,
56,
82,
111,
53
],
[
77,
101,
49,
90,
127,
52
],
[
6638,
4578,
2060,
6638,
4578,
2060
],
[
0,
0,
0,
71.532206,
257.198872,
71.532206
],
[
0,
0,
0,
4,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19610,
660153,
-132263,
-616354,
323446,
-578294
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092382563,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 137
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 185,
"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) |
|---|