| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 518174.1662 | 528855.1051 | -10680.9389 | 29168.1899 | 2327363.3549 | -2298195.165 |
| Total P&L (%) | 518.1742 | 528.8551 | -10.6809 | 29.1682 | 2327.3634 | -2298.1952 |
| Avg Daily Profit (%) | 0.2488 | 0.2539 | -0.0051 | 0.0123 | 0.1532 | 0 |
| Buy And Hold Return (%) | 90.7547 | 90.7547 | 90.7547 | 90.7547 | 90.7547 | 90.7547 |
| Max Trade Drawdown | -191428 | -135061 | -190282 | -3846405 | -1100902 | -3093974 |
| Profit Factor | 1.2745 | 1.5692 | 0.9889 | 1.0026 | 1.508 | 0.6466 |
| Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
| Winning Trades | 208 | 109 | 99 | 208 | 109 | 99 |
| Losing Trades | 201 | 95 | 106 | 201 | 95 | 106 |
| Profitability (%) | 50.8557 | 53.4314 | 48.2927 | 50.8557 | 53.4314 | 48.2927 |
| Ratio Avg Win / Avg Loss | 1.2316 | 1.3677 | 1.0588 | 0.9689 | 1.3143 | 0.6923 |
| Largest Winning Trade | 90775 | 90775 | 54424 | 1410812 | 1410812 | 559547 |
| Largest Losing Trade | -61203 | -49258 | -61203 | -1615165 | -402028 | -1615165 |
| Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
| Avg Bars in Winners | 59 | 49 | 71 | 59 | 49 | 71 |
| Avg Bars in Losers | 61 | 58 | 64 | 61 | 58 | 64 |
| Bars Traded | 24806 | 10966 | 13840 | 24806 | 10966 | 13840 |
| Profit Streak | 0 | 48.7518 | 0 | 0 | 48.7518 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351758 | 425528 | -579257 | -559249 | 409220 | -580924 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580702400000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759701755522,
"expiration_time": 1766172844800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
518174.1662201948,
528855.1051081527,
-10680.9388879579,
29168.1899153096,
2327363.354893017,
-2298195.164977704
],
[
518.174166,
528.855105,
-10.680939,
29.16819,
2327.363355,
-2298.195165
],
[
0.248784,
0.253912,
-0.005128,
0.012289,
0.153245,
0
],
[
90.754717,
90.754717,
90.754717,
90.754717,
90.754717,
90.754717
],
[
-191428,
-135061,
-190282,
-3846405,
-1100902,
-3093974
],
[
1.274469,
1.569247,
0.988861,
1.002631,
1.507982,
0.646576
],
[
409,
204,
205,
409,
204,
205
],
[
208,
109,
99,
208,
109,
99
],
[
201,
95,
106,
201,
95,
106
],
[
50.855746,
53.431373,
48.292683,
50.855746,
53.431373,
48.292683
],
[
1.231578,
1.367692,
1.05878,
0.968889,
1.314296,
0.692294
],
[
90775,
90775,
54424,
1410812,
1410812,
559547
],
[
-61203,
-49258,
-61203,
-1615165,
-402028,
-1615165
],
[
60,
53,
67,
60,
53,
67
],
[
59,
49,
71,
59,
49,
71
],
[
61,
58,
64,
61,
58,
64
],
[
24806,
10966,
13840,
24806,
10966,
13840
],
[
0,
48.7518,
0,
0,
48.7518,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351758,
425528,
-579257,
-559249,
409220,
-580924
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580702400000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759701755522,
"expiration_time": 1766172844800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|