| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 444088.4607 | 459958.1678 | -15869.7071 | -248077.4489 | 743146.8043 | -991224.2532 |
| Total P&L (%) | 444.0885 | 459.9582 | -15.8697 | -248.0774 | 743.1468 | -991.2243 |
| Avg Daily Profit (%) | 0.1916 | 0.1985 | -0.0068 | 0 | 0.092 | 0 |
| Buy And Hold Return (%) | 19.0639 | 19.0639 | 19.0639 | 19.0639 | 19.0639 | 19.0639 |
| Max Trade Drawdown | -118260 | -55528 | -268361 | -731690 | -140628 | -1165567 |
| Profit Factor | 1.6658 | 2.9692 | 0.9634 | 0.8566 | 3.0979 | 0.2795 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 48 | 26 | 22 | 38 | 22 | 16 |
| Losing Trades | 34 | 15 | 19 | 44 | 19 | 25 |
| Profitability (%) | 58.5366 | 63.4146 | 53.6585 | 46.3415 | 53.6585 | 39.0244 |
| Ratio Avg Win / Avg Loss | 1.1799 | 1.713 | 0.832 | 0.9919 | 2.6754 | 0.4367 |
| Largest Winning Trade | 134355 | 134355 | 71701 | 185415 | 185415 | 91190 |
| Largest Losing Trade | -112136 | -52040 | -112136 | -470123 | -95192 | -470123 |
| Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
| Avg Bars in Winners | 55 | 45 | 67 | 45 | 50 | 38 |
| Avg Bars in Losers | 47 | 60 | 37 | 58 | 52 | 63 |
| Bars Traded | 4293 | 2101 | 2192 | 4293 | 2101 | 2192 |
| Profit Streak | 0 | 0 | 0 | 67.1753 | 68.6753 | 67.1753 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 79213 | 541918 | -580268 | -590008 | -62686 | -584452 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4635,
"evaluation_days": 2317.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1567684800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759551143313,
"expiration_time": 1765542960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 171
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 178,
"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": [
[
444088.460672412,
459958.1678071346,
-15869.7071347226,
-248077.4488905428,
743146.8042995932,
-991224.2531901364
],
[
444.088461,
459.958168,
-15.869707,
-248.077449,
743.146804,
-991.224253
],
[
0.191624,
0.198472,
-0.006848,
0,
0.092037,
0
],
[
19.063927,
19.063927,
19.063927,
19.063927,
19.063927,
19.063927
],
[
-118260,
-55528,
-268361,
-731690,
-140628,
-1165567
],
[
1.665773,
2.969191,
0.963387,
0.856602,
3.097881,
0.279507
],
[
82,
41,
41,
82,
41,
41
],
[
48,
26,
22,
38,
22,
16
],
[
34,
15,
19,
44,
19,
25
],
[
58.536585,
63.414634,
53.658537,
46.341463,
53.658537,
39.02439
],
[
1.179923,
1.712995,
0.832016,
0.991855,
2.675443,
0.43673
],
[
134355,
134355,
71701,
185415,
185415,
91190
],
[
-112136,
-52040,
-112136,
-470123,
-95192,
-470123
],
[
52,
51,
53,
52,
51,
53
],
[
55,
45,
67,
45,
50,
38
],
[
47,
60,
37,
58,
52,
63
],
[
4293,
2101,
2192,
4293,
2101,
2192
],
[
0,
0,
0,
67.17527,
68.67527,
67.17527
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
79213,
541918,
-580268,
-590008,
-62686,
-584452
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4635,
"evaluation_days": 2317.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1567684800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759551143313,
"expiration_time": 1765542960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 171
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 178,
"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) |
|---|