| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2321580.7632 | 2420412.5363 | -98831.773 | -71504.3189 | 330807.0885 | -402311.4074 |
| Total P&L (%) | 2321.5808 | 2420.4125 | -98.8318 | -71.5043 | 330.8071 | -402.3114 |
| Avg Daily Profit (%) | 1.1144 | 1.1618 | -0.0474 | -0.0602 | 0.0701 | 0 |
| Buy And Hold Return (%) | 79.7557 | 79.7557 | 79.7557 | 79.7557 | 79.7557 | 79.7557 |
| Max Trade Drawdown | -240039 | -220944 | -92871 | -968206 | -700585 | -409336 |
| Profit Factor | 3.8027 | 5.0175 | 0.5625 | 0.9627 | 1.2378 | 0.2384 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 42.268 | 37.5 | 46.9388 | 42.268 | 37.5 | 46.9388 |
| Ratio Avg Win / Avg Loss | 5.1939 | 8.3626 | 0.6358 | 1.315 | 2.063 | 0.2695 |
| Largest Winning Trade | 2347489 | 2347489 | 19653 | 915867 | 915867 | 40149 |
| Largest Losing Trade | -62130 | -62130 | -41176 | -412180 | -412180 | -141601 |
| Avg Bars in Trades | 252 | 482 | 26 | 252 | 482 | 26 |
| Avg Bars in Winners | 343 | 747 | 27 | 343 | 747 | 27 |
| Avg Bars in Losers | 185 | 324 | 25 | 185 | 324 | 25 |
| Bars Traded | 24467 | 23177 | 1290 | 24467 | 23177 | 1290 |
| 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 | 633864 | 594555 | -581594 | -581859 | -105350 | -581594 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579572000000,
"first_datapoint_time": 1580882400000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759642384122,
"expiration_time": 1766116800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 241,
"offset": 0,
"std": 2.22059
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 183,
"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": [
[
2321580.763248827,
2420412.536278097,
-98831.7730292701,
-71504.3189285639,
330807.088509489,
-402311.4074380531
],
[
2321.580763,
2420.412536,
-98.831773,
-71.504319,
330.807089,
-402.311407
],
[
1.114361,
1.1618,
-0.047439,
-0.060242,
0.070128,
0
],
[
79.755672,
79.755672,
79.755672,
79.755672,
79.755672,
79.755672
],
[
-240039,
-220944,
-92871,
-968206,
-700585,
-409336
],
[
3.802671,
5.017543,
0.562468,
0.962743,
1.237819,
0.238377
],
[
97,
48,
49,
97,
48,
49
],
[
41,
18,
23,
41,
18,
23
],
[
56,
30,
26,
56,
30,
26
],
[
42.268041,
37.5,
46.938776,
42.268041,
37.5,
46.938776
],
[
5.193892,
8.362572,
0.635834,
1.314966,
2.063031,
0.269469
],
[
2347489,
2347489,
19653,
915867,
915867,
40149
],
[
-62130,
-62130,
-41176,
-412180,
-412180,
-141601
],
[
252,
482,
26,
252,
482,
26
],
[
343,
747,
27,
343,
747,
27
],
[
185,
324,
25,
185,
324,
25
],
[
24467,
23177,
1290,
24467,
23177,
1290
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
633864,
594555,
-581594,
-581859,
-105350,
-581594
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579572000000,
"first_datapoint_time": 1580882400000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759642384122,
"expiration_time": 1766116800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 241,
"offset": 0,
"std": 2.22059
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 183,
"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) |
|---|