| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 291429.2697 | 502018.9722 | -210589.7026 | -80225.1586 | 6270.5633 | -86495.722 |
| Total P&L (%) | 291.4293 | 502.019 | -210.5897 | -80.2252 | 6.2706 | -86.4957 |
| Avg Daily Profit (%) | 0.1263 | 0.2175 | -0.0912 | -0.0702 | 0.0026 | -0.0867 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -221861 | -55144 | -359218 | -78980 | -20218 | -101512 |
| Profit Factor | 1.3673 | 3.6854 | 0.6528 | 0.6254 | 1.1014 | 0.432 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 23 | 16 | 7 | 23 | 16 | 7 |
| Losing Trades | 70 | 31 | 39 | 70 | 31 | 39 |
| Profitability (%) | 24.7312 | 34.0426 | 15.2174 | 24.7312 | 34.0426 | 15.2174 |
| Ratio Avg Win / Avg Loss | 4.1612 | 7.1404 | 3.6372 | 1.9033 | 2.1339 | 2.4069 |
| Largest Winning Trade | 265451 | 265451 | 93598 | 29486 | 29486 | 24828 |
| Largest Losing Trade | -51441 | -19172 | -51441 | -24535 | -17043 | -24535 |
| Avg Bars in Trades | 42 | 8 | 78 | 42 | 8 | 78 |
| Avg Bars in Winners | 140 | 16 | 422 | 140 | 16 | 422 |
| Avg Bars in Losers | 10 | 3 | 16 | 10 | 3 | 16 |
| Bars Traded | 3970 | 377 | 3594 | 3970 | 377 | 3594 |
| 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 | -53593 | 330176 | -651135 | -608751 | -468818 | -651135 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565568000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882344545,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 145,
"offset": 0,
"std": 2.30135
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
291429.2696528186,
502018.9722366428,
-210589.7025838244,
-80225.1586436192,
6270.5633094528,
-86495.721953072
],
[
291.42927,
502.018972,
-210.589703,
-80.225159,
6.270563,
-86.495722
],
[
0.126269,
0.217513,
-0.091243,
-0.070199,
0.002635,
-0.086711
],
[
10,
10,
10,
10,
10,
10
],
[
-221861,
-55144,
-359218,
-78980,
-20218,
-101512
],
[
1.367255,
3.685364,
0.652829,
0.625355,
1.101377,
0.432005
],
[
93,
47,
46,
93,
47,
46
],
[
23,
16,
7,
23,
16,
7
],
[
70,
31,
39,
70,
31,
39
],
[
24.731183,
34.042553,
15.217391,
24.731183,
34.042553,
15.217391
],
[
4.161211,
7.140392,
3.637189,
1.903254,
2.133918,
2.406882
],
[
265451,
265451,
93598,
29486,
29486,
24828
],
[
-51441,
-19172,
-51441,
-24535,
-17043,
-24535
],
[
42,
8,
78,
42,
8,
78
],
[
140,
16,
422,
140,
16,
422
],
[
10,
3,
16,
10,
3,
16
],
[
3970,
377,
3594,
3970,
377,
3594
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53593,
330176,
-651135,
-608751,
-468818,
-651135
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565568000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882344545,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 145,
"offset": 0,
"std": 2.30135
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|