| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1272811.265 | 1125258.1647 | 147553.1003 | 9211060.1739 | 3919860.6506 | 5291199.5232 |
| Total P&L (%) | 1272.8113 | 1125.2582 | 147.5531 | 9211.0602 | 3919.8607 | 5291.1995 |
| Avg Daily Profit (%) | 0.611 | 0.5401 | 0.0708 | 0.2179 | 0.1775 | 0.1916 |
| Buy And Hold Return (%) | 46.89 | 46.89 | 46.89 | 46.89 | 46.89 | 46.89 |
| Max Trade Drawdown | -126723 | -98898 | -96549 | -30149684 | -26623710 | -12207619 |
| Profit Factor | 2.5746 | 3.9027 | 1.3508 | 1.091 | 1.0732 | 1.111 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
| Profitability (%) | 37.6 | 32.2581 | 42.8571 | 37.6 | 32.2581 | 42.8571 |
| Ratio Avg Win / Avg Loss | 4.2728 | 8.1957 | 1.801 | 1.8106 | 2.2538 | 1.4814 |
| Largest Winning Trade | 411990 | 411990 | 84651 | 21510911 | 21510911 | 11143971 |
| Largest Losing Trade | -33963 | -28650 | -33963 | -8322252 | -8322252 | -7070590 |
| Avg Bars in Trades | 197 | 179 | 214 | 197 | 179 | 214 |
| Avg Bars in Winners | 364 | 348 | 376 | 364 | 348 | 376 |
| Avg Bars in Losers | 96 | 98 | 93 | 96 | 98 | 93 |
| Bars Traded | 24643 | 11116 | 13527 | 24643 | 11116 | 13527 |
| 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 | 430869 | -143422 | -249583 | -115585 | -292384 | -240164 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579975200000,
"first_datapoint_time": 1581415200000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760044294885,
"expiration_time": 1766520000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 201,
"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": [
[
1272811.2650110233,
1125258.1647234117,
147553.1002876117,
9211060.173884712,
3919860.650636469,
5291199.523248237
],
[
1272.811265,
1125.258165,
147.5531,
9211.060174,
3919.860651,
5291.199523
],
[
0.61095,
0.540125,
0.070826,
0.217859,
0.177462,
0.191577
],
[
46.889952,
46.889952,
46.889952,
46.889952,
46.889952,
46.889952
],
[
-126723,
-98898,
-96549,
-30149684,
-26623710,
-12207619
],
[
2.574623,
3.902714,
1.350757,
1.091028,
1.073222,
1.11103
],
[
125,
62,
63,
125,
62,
63
],
[
47,
20,
27,
47,
20,
27
],
[
78,
42,
36,
78,
42,
36
],
[
37.6,
32.258065,
42.857143,
37.6,
32.258065,
42.857143
],
[
4.272778,
8.195699,
1.801009,
1.810642,
2.253766,
1.481374
],
[
411990,
411990,
84651,
21510911,
21510911,
11143971
],
[
-33963,
-28650,
-33963,
-8322252,
-8322252,
-7070590
],
[
197,
179,
214,
197,
179,
214
],
[
364,
348,
376,
364,
348,
376
],
[
96,
98,
93,
96,
98,
93
],
[
24643,
11116,
13527,
24643,
11116,
13527
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430869,
-143422,
-249583,
-115585,
-292384,
-240164
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579975200000,
"first_datapoint_time": 1581415200000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760044294885,
"expiration_time": 1766520000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 201,
"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) |
|---|