| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 702097.9037 | 713707.1646 | -11609.2608 | -49713.2363 | -42970.0636 | -6743.1727 |
| Total P&L (%) | 702.0979 | 713.7072 | -11.6093 | -49.7132 | -42.9701 | -6.7432 |
| Avg Daily Profit (%) | 0.3026 | 0.3076 | -0.005 | -0.0296 | -0.0242 | -0.003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -231705 | -127479 | -375299 | -110157 | -67639 | -119604 |
| Profit Factor | 1.4614 | 1.9171 | 0.9844 | 0.9059 | 0.8457 | 0.973 |
| Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
| Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
| Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
| Profitability (%) | 37.1841 | 34.058 | 40.2878 | 37.1841 | 34.058 | 40.2878 |
| Ratio Avg Win / Avg Loss | 2.4688 | 3.7119 | 1.459 | 1.5304 | 1.6374 | 1.4422 |
| Largest Winning Trade | 461845 | 461845 | 52964 | 50690 | 50690 | 39639 |
| Largest Losing Trade | -46662 | -35214 | -46662 | -21582 | -15922 | -21582 |
| Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
| Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
| Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
| Bars Traded | 6913 | 3283 | 3630 | 6913 | 3283 | 3630 |
| Profit Streak | 16.278 | 0 | 27.9447 | 16.278 | 0 | 27.9447 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302941 | 233556 | -582255 | -580681 | -584110 | -582255 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6960,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560297600000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759790418862,
"expiration_time": 1765779840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 33,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwap",
"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": [
[
702097.9037434001,
713707.1645702171,
-11609.2608268175,
-49713.2362910428,
-42970.0635922575,
-6743.1726987854
],
[
702.097904,
713.707165,
-11.609261,
-49.713236,
-42.970064,
-6.743173
],
[
0.302628,
0.307632,
-0.005004,
-0.029626,
-0.024204,
-0.003009
],
[
10,
10,
10,
10,
10,
10
],
[
-231705,
-127479,
-375299,
-110157,
-67639,
-119604
],
[
1.461444,
1.917137,
0.984382,
0.905934,
0.845672,
0.973034
],
[
277,
138,
139,
277,
138,
139
],
[
103,
47,
56,
103,
47,
56
],
[
174,
91,
83,
174,
91,
83
],
[
37.184116,
34.057971,
40.28777,
37.184116,
34.057971,
40.28777
],
[
2.468847,
3.711903,
1.458995,
1.530413,
1.637365,
1.442175
],
[
461845,
461845,
52964,
50690,
50690,
39639
],
[
-46662,
-35214,
-46662,
-21582,
-15922,
-21582
],
[
24,
23,
26,
24,
23,
26
],
[
43,
45,
41,
43,
45,
41
],
[
13,
12,
15,
13,
12,
15
],
[
6913,
3283,
3630,
6913,
3283,
3630
],
[
16.277996,
0,
27.944663,
16.277996,
0,
27.944663
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302941,
233556,
-582255,
-580681,
-584110,
-582255
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6960,
"evaluation_days": 2320,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560297600000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759790418862,
"expiration_time": 1765779840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 33,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwap",
"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) |
|---|