| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1569747.499 | 1562844.7971 | 6902.702 | 406824.0465 | 266037.2503 | 140786.7962 |
| Total P&L (%) | 1569.7475 | 1562.8448 | 6.9027 | 406.824 | 266.0373 | 140.7868 |
| Avg Daily Profit (%) | 0.676 | 0.6731 | 0.003 | 0.0699 | 0.0559 | 0.0379 |
| Buy And Hold Return (%) | 26.162 | 26.162 | 26.162 | 26.162 | 26.162 | 26.162 |
| Max Trade Drawdown | -124999 | -73759 | -90683 | -1884326 | -1165024 | -754113 |
| Profit Factor | 4.2888 | 7.4648 | 1.0293 | 1.117 | 1.134 | 1.0945 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 46.1538 | 45.4545 | 46.875 | 46.1538 | 45.4545 | 46.875 |
| Ratio Avg Win / Avg Loss | 5.0035 | 8.9578 | 1.1665 | 1.3032 | 1.3608 | 1.2404 |
| Largest Winning Trade | 1534308 | 1534308 | 89089 | 385124 | 353338 | 385124 |
| Largest Losing Trade | -46472 | -42897 | -46472 | -541949 | -541949 | -495890 |
| Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
| Avg Bars in Winners | 105 | 99 | 111 | 105 | 99 | 111 |
| Avg Bars in Losers | 30 | 14 | 47 | 30 | 14 | 47 |
| Bars Traded | 4230 | 1753 | 2477 | 4230 | 1753 | 2477 |
| Profit Streak | 0 | 0 | 24.6444 | 0 | 0 | 24.6444 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -118393 | 677405 | -543617 | -329134 | -193223 | -260729 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4644,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568419200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759937272911,
"expiration_time": 1765943424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 121,
"offset": 90
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1569747.4990332471,
1562844.7970760802,
6902.7019571672,
406824.0464547033,
266037.250265799,
140786.7961889038
],
[
1569.747499,
1562.844797,
6.902702,
406.824046,
266.03725,
140.786796
],
[
0.676033,
0.67306,
0.002973,
0.069921,
0.055897,
0.037851
],
[
26.162019,
26.162019,
26.162019,
26.162019,
26.162019,
26.162019
],
[
-124999,
-73759,
-90683,
-1884326,
-1165024,
-754113
],
[
4.288753,
7.464824,
1.029303,
1.11704,
1.133976,
1.094472
],
[
65,
33,
32,
65,
33,
32
],
[
30,
15,
15,
30,
15,
15
],
[
35,
18,
17,
35,
18,
17
],
[
46.153846,
45.454545,
46.875,
46.153846,
45.454545,
46.875
],
[
5.003545,
8.957789,
1.166544,
1.303213,
1.360771,
1.240402
],
[
1534308,
1534308,
89089,
385124,
353338,
385124
],
[
-46472,
-42897,
-46472,
-541949,
-541949,
-495890
],
[
65,
53,
77,
65,
53,
77
],
[
105,
99,
111,
105,
99,
111
],
[
30,
14,
47,
30,
14,
47
],
[
4230,
1753,
2477,
4230,
1753,
2477
],
[
0,
0,
24.644362,
0,
0,
24.644362
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-118393,
677405,
-543617,
-329134,
-193223,
-260729
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4644,
"evaluation_days": 2322,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1568419200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759937272911,
"expiration_time": 1765943424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 121,
"offset": 90
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|