| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3264658.1732 | 3248480.6103 | 16177.5629 | -29860.4971 | -32924.0193 | 3063.5222 |
| Total P&L (%) | 3264.6582 | 3248.4806 | 16.1776 | -29.8605 | -32.924 | 3.0635 |
| Avg Daily Profit (%) | 1.4117 | 1.4047 | 0.007 | -0.0153 | -0.0173 | 0.0013 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -240289 | -210593 | -175783 | -371932 | -333122 | -149252 |
| Profit Factor | 3.6192 | 4.9084 | 1.039 | 0.9765 | 0.962 | 1.0076 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
| Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
| Profitability (%) | 37.4233 | 28.0488 | 46.9136 | 37.4233 | 28.0488 | 46.9136 |
| Ratio Avg Win / Avg Loss | 6.0519 | 12.5912 | 1.1757 | 1.6328 | 2.4678 | 1.1402 |
| Largest Winning Trade | 3030945 | 3030945 | 45110 | 189762 | 189762 | 41658 |
| Largest Losing Trade | -64151 | -64151 | -39745 | -131105 | -131105 | -59883 |
| Avg Bars in Trades | 28 | 40 | 15 | 28 | 40 | 15 |
| Avg Bars in Winners | 34 | 62 | 17 | 34 | 62 | 17 |
| Avg Bars in Losers | 23 | 32 | 12 | 23 | 32 | 12 |
| Bars Traded | 4571 | 3337 | 1234 | 4571 | 3337 | 1234 |
| 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 | 601926 | 20988 | -383470 | -581759 | -598835 | -581855 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4625,
"evaluation_days": 2312.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561204800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759114528288,
"expiration_time": 1765098000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 21
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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": [
[
3264658.173216031,
3248480.6103122965,
16177.5629037337,
-29860.497089891,
-32924.0193300918,
3063.5222402009
],
[
3264.658173,
3248.48061,
16.177563,
-29.860497,
-32.924019,
3.063522
],
[
1.411744,
1.404748,
0.006996,
-0.015337,
-0.017267,
0.001305
],
[
10,
10,
10,
10,
10,
10
],
[
-240289,
-210593,
-175783,
-371932,
-333122,
-149252
],
[
3.619245,
4.908439,
1.038957,
0.976463,
0.962041,
1.007633
],
[
163,
82,
81,
163,
82,
81
],
[
61,
23,
38,
61,
23,
38
],
[
102,
59,
43,
102,
59,
43
],
[
37.423313,
28.04878,
46.91358,
37.423313,
28.04878,
46.91358
],
[
6.051853,
12.591214,
1.175662,
1.632775,
2.467844,
1.140217
],
[
3030945,
3030945,
45110,
189762,
189762,
41658
],
[
-64151,
-64151,
-39745,
-131105,
-131105,
-59883
],
[
28,
40,
15,
28,
40,
15
],
[
34,
62,
17,
34,
62,
17
],
[
23,
32,
12,
23,
32,
12
],
[
4571,
3337,
1234,
4571,
3337,
1234
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
601926,
20988,
-383470,
-581759,
-598835,
-581855
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4625,
"evaluation_days": 2312.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561204800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759114528288,
"expiration_time": 1765098000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 21
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 16,
"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) |
|---|