| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2378412.3988 | 2202672.9586 | 175739.4401 | 6834556.9051 | 3786444.7471 | 3048112.158 |
| Total P&L (%) | 2378.4124 | 2202.673 | 175.7394 | 6834.5569 | 3786.4447 | 3048.1122 |
| Avg Daily Profit (%) | 1.0305 | 0.9544 | 0.0761 | 0.1838 | 0.1587 | 0.1496 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113901 | -115726 | -71653 | -15502097 | -8611259 | -9474118 |
| Profit Factor | 5.0095 | 6.8723 | 1.8058 | 1.1531 | 1.1336 | 1.187 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 45.9016 | 33.3333 | 58.0645 | 45.9016 | 33.3333 | 58.0645 |
| Ratio Avg Win / Avg Loss | 5.9041 | 13.7446 | 1.3042 | 1.3591 | 2.2673 | 0.8573 |
| Largest Winning Trade | 1800048 | 1800048 | 59871 | 6947049 | 6947049 | 3452663 |
| Largest Losing Trade | -48982 | -48982 | -37729 | -5788228 | -4391613 | -5788228 |
| Avg Bars in Trades | 71 | 86 | 58 | 71 | 86 | 58 |
| Avg Bars in Winners | 98 | 132 | 79 | 98 | 132 | 79 |
| Avg Bars in Losers | 49 | 63 | 28 | 49 | 63 | 28 |
| Bars Traded | 4385 | 2586 | 1799 | 4385 | 2586 | 1799 |
| Profit Streak | 37.7678 | 0 | 161.2678 | 37.7678 | 0 | 161.2678 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145880 | 550773 | -86995 | -211224 | -71250 | -7465 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565827200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911137984,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.54203
}
}
} {
"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": [
[
2378412.3987771305,
2202672.9586404557,
175739.4401366725,
6834556.905099791,
3786444.747079712,
3048112.1580200815
],
[
2378.412399,
2202.672959,
175.73944,
6834.556905,
3786.444747,
3048.112158
],
[
1.030508,
0.954364,
0.076144,
0.183839,
0.158708,
0.149565
],
[
10,
10,
10,
10,
10,
10
],
[
-113901,
-115726,
-71653,
-15502097,
-8611259,
-9474118
],
[
5.009529,
6.872308,
1.805793,
1.153138,
1.133645,
1.187025
],
[
61,
30,
31,
61,
30,
31
],
[
28,
10,
18,
28,
10,
18
],
[
33,
20,
13,
33,
20,
13
],
[
45.901639,
33.333333,
58.064516,
45.901639,
33.333333,
58.064516
],
[
5.904088,
13.744615,
1.304184,
1.359056,
2.267289,
0.857296
],
[
1800048,
1800048,
59871,
6947049,
6947049,
3452663
],
[
-48982,
-48982,
-37729,
-5788228,
-4391613,
-5788228
],
[
71,
86,
58,
71,
86,
58
],
[
98,
132,
79,
98,
132,
79
],
[
49,
63,
28,
49,
63,
28
],
[
4385,
2586,
1799,
4385,
2586,
1799
],
[
37.767801,
0,
161.267801,
37.767801,
0,
161.267801
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145880,
550773,
-86995,
-211224,
-71250,
-7465
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565827200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911137984,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.54203
}
}
}
| # | 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) |
|---|