| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1218883 | 1016447.2186 | 202435.7814 | 4188513.5436 | 4048.0351 | 4184465.5085 |
| Total P&L (%) | 1218.883 | 1016.4472 | 202.4358 | 4188.5135 | 4.048 | 4184.4655 |
| Avg Daily Profit (%) | 0.5261 | 0.4387 | 0.0874 | 0.1623 | 0.0017 | 0.1623 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143366 | -103124 | -152864 | -11227711 | -11274962 | -4105112 |
| Profit Factor | 1.8861 | 2.3918 | 1.3137 | 1.1309 | 1.0002 | 1.3372 |
| Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
| Winning Trades | 103 | 43 | 60 | 103 | 43 | 60 |
| Losing Trades | 211 | 114 | 97 | 211 | 114 | 97 |
| Profitability (%) | 32.8025 | 27.3885 | 38.2166 | 32.8025 | 27.3885 | 38.2166 |
| Ratio Avg Win / Avg Loss | 3.8637 | 6.3411 | 2.1238 | 2.3166 | 2.6517 | 2.1618 |
| Largest Winning Trade | 499829 | 499829 | 58444 | 9116842 | 9116842 | 3226245 |
| Largest Losing Trade | -32275 | -32275 | -30297 | -2054211 | -1867948 | -2054211 |
| Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
| Avg Bars in Winners | 31 | 33 | 30 | 31 | 33 | 30 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 4593 | 2176 | 2417 | 4593 | 2176 | 2417 |
| Profit Streak | 14.4272 | 0 | 16.4272 | 14.4272 | 0 | 16.4272 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368237 | -4108 | -78497 | -71932 | -594231 | 204301 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4634,
"evaluation_days": 2317,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560211200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529708551,
"expiration_time": 1765498464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 21,
"offset": 0,
"a": 0.60411
}
},
"second_band": {
"type": "hlc3",
"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": [
[
1218883.000027829,
1016447.2186431694,
202435.7813846616,
4188513.5436427407,
4048.0351284189,
4184465.508514315
],
[
1218.883,
1016.447219,
202.435781,
4188.513544,
4.048035,
4184.465509
],
[
0.526061,
0.438691,
0.08737,
0.162347,
0.001713,
0.162306
],
[
10,
10,
10,
10,
10,
10
],
[
-143366,
-103124,
-152864,
-11227711,
-11274962,
-4105112
],
[
1.886055,
2.391803,
1.313699,
1.130858,
1.000207,
1.337203
],
[
314,
157,
157,
314,
157,
157
],
[
103,
43,
60,
103,
43,
60
],
[
211,
114,
97,
211,
114,
97
],
[
32.802548,
27.388535,
38.216561,
32.802548,
27.388535,
38.216561
],
[
3.863667,
6.341058,
2.123813,
2.316611,
2.65171,
2.161812
],
[
499829,
499829,
58444,
9116842,
9116842,
3226245
],
[
-32275,
-32275,
-30297,
-2054211,
-1867948,
-2054211
],
[
14,
13,
15,
14,
13,
15
],
[
31,
33,
30,
31,
33,
30
],
[
6,
6,
6,
6,
6,
6
],
[
4593,
2176,
2417,
4593,
2176,
2417
],
[
14.427182,
0,
16.427182,
14.427182,
0,
16.427182
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368237,
-4108,
-78497,
-71932,
-594231,
204301
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4634,
"evaluation_days": 2317,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560211200000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529708551,
"expiration_time": 1765498464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 21,
"offset": 0,
"a": 0.60411
}
},
"second_band": {
"type": "hlc3",
"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) |
|---|