| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1627145.7359 | 1508710.8733 | 118434.8626 | 2951083.1674 | 1503979.8554 | 1447103.3119 |
| Total P&L (%) | 1627.1457 | 1508.7109 | 118.4349 | 2951.0832 | 1503.9799 | 1447.1033 |
| Avg Daily Profit (%) | 0.7005 | 0.6495 | 0.051 | 0.1472 | 0.1195 | 0.118 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104049 | -97484 | -138187 | -1167865 | -846363 | -878250 |
| Profit Factor | 3.7705 | 5.8563 | 1.4281 | 1.5452 | 1.4742 | 1.6456 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 45.2632 | 45.8333 | 44.6809 | 45.2632 | 45.8333 | 44.6809 |
| Ratio Avg Win / Avg Loss | 4.5597 | 6.9211 | 1.7682 | 1.8686 | 1.7423 | 2.0375 |
| Largest Winning Trade | 1175310 | 1175310 | 80684 | 898732 | 898732 | 882204 |
| Largest Losing Trade | -61130 | -36740 | -61130 | -444651 | -444651 | -428482 |
| Avg Bars in Trades | 68 | 51 | 84 | 68 | 51 | 84 |
| Avg Bars in Winners | 101 | 84 | 119 | 101 | 84 | 119 |
| Avg Bars in Losers | 40 | 24 | 57 | 40 | 24 | 57 |
| Bars Traded | 6482 | 2494 | 3988 | 6482 | 2494 | 3988 |
| 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 | 634304 | 675742 | -124837 | 181693 | -32285 | -33959 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566489600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760048629009,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1627145.7359453517,
1508710.8733117545,
118434.8626335979,
2951083.167358478,
1503979.855434238,
1447103.3119242413
],
[
1627.145736,
1508.710873,
118.434863,
2951.083167,
1503.979855,
1447.103312
],
[
0.70045,
0.649467,
0.050984,
0.147249,
0.119532,
0.117976
],
[
10,
10,
10,
10,
10,
10
],
[
-104049,
-97484,
-138187,
-1167865,
-846363,
-878250
],
[
3.770538,
5.856339,
1.428127,
1.54522,
1.474249,
1.645637
],
[
95,
48,
47,
95,
48,
47
],
[
43,
22,
21,
43,
22,
21
],
[
52,
26,
26,
52,
26,
26
],
[
45.263158,
45.833333,
44.680851,
45.263158,
45.833333,
44.680851
],
[
4.55972,
6.921127,
1.768157,
1.868639,
1.742295,
2.037455
],
[
1175310,
1175310,
80684,
898732,
898732,
882204
],
[
-61130,
-36740,
-61130,
-444651,
-444651,
-428482
],
[
68,
51,
84,
68,
51,
84
],
[
101,
84,
119,
101,
84,
119
],
[
40,
24,
57,
40,
24,
57
],
[
6482,
2494,
3988,
6482,
2494,
3988
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
634304,
675742,
-124837,
181693,
-32285,
-33959
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6969,
"evaluation_days": 2323,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566489600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760048629009,
"expiration_time": 1766046816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|