| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 957565.5002 | 881091.964 | 76473.5362 | 1198521.79 | 673363.5387 | 525158.2514 |
| Total P&L (%) | 957.5655 | 881.092 | 76.4735 | 1198.5218 | 673.3635 | 525.1583 |
| Avg Daily Profit (%) | 0.4598 | 0.4231 | 0.0367 | 0.1232 | 0.0983 | 0.0881 |
| Buy And Hold Return (%) | 90.239 | 90.239 | 90.239 | 90.239 | 90.239 | 90.239 |
| Max Trade Drawdown | -100302 | -99789 | -162151 | -2956859 | -2665379 | -886610 |
| Profit Factor | 1.9276 | 2.7787 | 1.1424 | 1.0994 | 1.0997 | 1.099 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
| Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
| Profitability (%) | 37.9518 | 32.5301 | 43.3735 | 37.9518 | 32.5301 | 43.3735 |
| Ratio Avg Win / Avg Loss | 3.1515 | 5.7633 | 1.4915 | 1.7974 | 2.2808 | 1.4348 |
| Largest Winning Trade | 417975 | 417975 | 57486 | 2432613 | 2432613 | 659277 |
| Largest Losing Trade | -36115 | -36115 | -31738 | -720173 | -690252 | -720173 |
| Avg Bars in Trades | 147 | 139 | 155 | 147 | 139 | 155 |
| Avg Bars in Winners | 252 | 254 | 250 | 252 | 254 | 250 |
| Avg Bars in Losers | 83 | 84 | 82 | 83 | 84 | 82 |
| Bars Traded | 24484 | 11598 | 12886 | 24484 | 11598 | 12886 |
| 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 | 363714 | 292383 | -376381 | -142057 | -178278 | -190288 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579773600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863265427,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 146,
"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": [
[
957565.5002043692,
881091.9639830409,
76473.5362213292,
1198521.7900183252,
673363.5386577714,
525158.2513605534
],
[
957.5655,
881.091964,
76.473536,
1198.52179,
673.363539,
525.158251
],
[
0.459815,
0.423093,
0.036722,
0.123188,
0.098275,
0.08805
],
[
90.239044,
90.239044,
90.239044,
90.239044,
90.239044,
90.239044
],
[
-100302,
-99789,
-162151,
-2956859,
-2665379,
-886610
],
[
1.927641,
2.778726,
1.142433,
1.099376,
1.099654,
1.099022
],
[
166,
83,
83,
166,
83,
83
],
[
63,
27,
36,
63,
27,
36
],
[
103,
56,
47,
103,
56,
47
],
[
37.951807,
32.53012,
43.373494,
37.951807,
32.53012,
43.373494
],
[
3.15154,
5.763283,
1.49151,
1.797393,
2.280765,
1.434835
],
[
417975,
417975,
57486,
2432613,
2432613,
659277
],
[
-36115,
-36115,
-31738,
-720173,
-690252,
-720173
],
[
147,
139,
155,
147,
139,
155
],
[
252,
254,
250,
252,
254,
250
],
[
83,
84,
82,
83,
84,
82
],
[
24484,
11598,
12886,
24484,
11598,
12886
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363714,
292383,
-376381,
-142057,
-178278,
-190288
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579773600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863265427,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 146,
"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) |
|---|