| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 529304.0253 | 745510.4885 | -216206.4632 | -97741.1878 | 198905.4876 | -296646.6754 |
| Total P&L (%) | 529.304 | 745.5105 | -216.2065 | -97.7412 | 198.9055 | -296.6467 |
| Avg Daily Profit (%) | 0.2542 | 0.358 | -0.1038 | -0.1818 | 0.0526 | 0 |
| Buy And Hold Return (%) | 83.6538 | 83.6538 | 83.6538 | 83.6538 | 83.6538 | 83.6538 |
| Max Trade Drawdown | -370507 | -205508 | -368862 | -833510 | -364941 | -480551 |
| Profit Factor | 1.2696 | 1.7802 | 0.7854 | 0.9267 | 1.3372 | 0.6009 |
| Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
| Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
| Losing Trades | 208 | 108 | 100 | 208 | 108 | 100 |
| Profitability (%) | 41.8994 | 39.6648 | 44.1341 | 41.8994 | 39.6648 | 44.1341 |
| Ratio Avg Win / Avg Loss | 1.7606 | 2.7079 | 0.9942 | 1.285 | 2.034 | 0.7606 |
| Largest Winning Trade | 567521 | 567521 | 35465 | 492822 | 492822 | 150530 |
| Largest Losing Trade | -59162 | -46271 | -59162 | -246045 | -140094 | -246045 |
| Avg Bars in Trades | 68 | 71 | 66 | 68 | 71 | 66 |
| Avg Bars in Winners | 92 | 99 | 85 | 92 | 99 | 85 |
| Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
| Bars Traded | 24652 | 12712 | 11939 | 24652 | 12712 | 11939 |
| 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 | 280196 | 328562 | -582677 | -580389 | -129268 | -582677 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580443200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758878836151,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 239,
"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": [
[
529304.0253445901,
745510.4885356652,
-216206.463191074,
-97741.1877723505,
198905.4875918229,
-296646.6753641733
],
[
529.304025,
745.510489,
-216.206463,
-97.741188,
198.905488,
-296.646675
],
[
0.254168,
0.357988,
-0.103821,
-0.181843,
0.052593,
0
],
[
83.653846,
83.653846,
83.653846,
83.653846,
83.653846,
83.653846
],
[
-370507,
-205508,
-368862,
-833510,
-364941,
-480551
],
[
1.269649,
1.780188,
0.785378,
0.926684,
1.337159,
0.600852
],
[
358,
179,
179,
358,
179,
179
],
[
150,
71,
79,
150,
71,
79
],
[
208,
108,
100,
208,
108,
100
],
[
41.899441,
39.664804,
44.134078,
41.899441,
39.664804,
44.134078
],
[
1.76058,
2.707892,
0.99415,
1.285002,
2.033988,
0.760573
],
[
567521,
567521,
35465,
492822,
492822,
150530
],
[
-59162,
-46271,
-59162,
-246045,
-140094,
-246045
],
[
68,
71,
66,
68,
71,
66
],
[
92,
99,
85,
92,
99,
85
],
[
52,
52,
51,
52,
52,
51
],
[
24652,
12712,
11939,
24652,
12712,
11939
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
280196,
328562,
-582677,
-580389,
-129268,
-582677
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580443200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758878836151,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 239,
"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) |
|---|