| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1047348.3494 | 1116256.6088 | -68908.2594 | -71919.3317 | 1384.5468 | -73303.8785 |
| Total P&L (%) | 1047.3483 | 1116.2566 | -68.9083 | -71.9193 | 1.3845 | -73.3039 |
| Avg Daily Profit (%) | 0.4538 | 0.4836 | -0.0299 | -0.055 | 0.0006 | -0.0572 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183362 | -195809 | -84384 | -599210 | -595459 | -100962 |
| Profit Factor | 2.6007 | 3.1811 | 0.5165 | 0.9246 | 1.0017 | 0.467 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 37.7049 | 40 | 35.4839 | 37.7049 | 40 | 35.4839 |
| Ratio Avg Win / Avg Loss | 4.2968 | 4.7716 | 0.9391 | 1.5276 | 1.5025 | 0.8492 |
| Largest Winning Trade | 1015445 | 1015445 | 14926 | 295948 | 295948 | 25626 |
| Largest Losing Trade | -63896 | -63896 | -48152 | -386260 | -386260 | -40296 |
| Avg Bars in Trades | 67 | 129 | 6 | 67 | 129 | 6 |
| Avg Bars in Winners | 97 | 182 | 5 | 97 | 182 | 5 |
| Avg Bars in Losers | 48 | 94 | 6 | 48 | 94 | 6 |
| Bars Traded | 4097 | 3896 | 201 | 4097 | 3896 | 201 |
| 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 | -155892 | 453787 | -586185 | -749059 | -579276 | -586185 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563451200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871192376,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 212,
"offset": 0,
"std": 1.48857
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 17,
"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": [
[
1047348.3493685627,
1116256.608789889,
-68908.2594213261,
-71919.331678232,
1384.5468285599,
-73303.878506792
],
[
1047.348349,
1116.256609,
-68.908259,
-71.919332,
1.384547,
-73.303879
],
[
0.45379,
0.483647,
-0.029856,
-0.055015,
0.000596,
-0.057204
],
[
10,
10,
10,
10,
10,
10
],
[
-183362,
-195809,
-84384,
-599210,
-595459,
-100962
],
[
2.60071,
3.181088,
0.516478,
0.924607,
1.001696,
0.467043
],
[
61,
30,
31,
61,
30,
31
],
[
23,
12,
11,
23,
12,
11
],
[
38,
18,
20,
38,
18,
20
],
[
37.704918,
40,
35.483871,
37.704918,
40,
35.483871
],
[
4.296826,
4.771632,
0.939051,
1.527612,
1.502544,
0.849169
],
[
1015445,
1015445,
14926,
295948,
295948,
25626
],
[
-63896,
-63896,
-48152,
-386260,
-386260,
-40296
],
[
67,
129,
6,
67,
129,
6
],
[
97,
182,
5,
97,
182,
5
],
[
48,
94,
6,
48,
94,
6
],
[
4097,
3896,
201,
4097,
3896,
201
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155892,
453787,
-586185,
-749059,
-579276,
-586185
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563451200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871192376,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 212,
"offset": 0,
"std": 1.48857
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 17,
"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) |
|---|