| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 913794.4888 | 872920.9173 | 40873.5715 | 333917.4747 | 115694.302 | 218223.1728 |
| Total P&L (%) | 913.7945 | 872.9209 | 40.8736 | 333.9175 | 115.6943 | 218.2232 |
| Avg Daily Profit (%) | 0.4386 | 0.419 | 0.0196 | 0.0705 | 0.0369 | 0.0556 |
| Buy And Hold Return (%) | 39.759 | 39.759 | 39.759 | 39.759 | 39.759 | 39.759 |
| Max Trade Drawdown | -195103 | -110681 | -279472 | -574848 | -506543 | -184841 |
| Profit Factor | 1.8023 | 2.5253 | 1.0721 | 1.1936 | 1.1099 | 1.3247 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
| Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
| Profitability (%) | 43.871 | 41.5584 | 46.1538 | 43.871 | 41.5584 | 46.1538 |
| Ratio Avg Win / Avg Loss | 2.3059 | 3.5513 | 1.2508 | 1.5271 | 1.5608 | 1.5455 |
| Largest Winning Trade | 408157 | 408157 | 52994 | 526933 | 526933 | 162189 |
| Largest Losing Trade | -57285 | -57285 | -37949 | -176542 | -168433 | -176542 |
| Avg Bars in Trades | 158 | 171 | 146 | 158 | 171 | 146 |
| Avg Bars in Winners | 215 | 229 | 202 | 215 | 229 | 202 |
| Avg Bars in Losers | 114 | 130 | 98 | 114 | 130 | 98 |
| Bars Traded | 24627 | 13206 | 11421 | 24627 | 13206 | 11421 |
| Profit Streak | 19.4797 | 0 | 30.8964 | 19.4797 | 0 | 30.8964 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 449362 | -30517 | -500309 | -106340 | -290583 | -153774 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580011200000,
"first_datapoint_time": 1581487200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760081449396,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 0,
"a": 0.96705
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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": [
[
913794.4888201013,
872920.9173458205,
40873.5714742811,
333917.4747130743,
115694.3019575313,
218223.172755543
],
[
913.794489,
872.920917,
40.873571,
333.917475,
115.694302,
218.223173
],
[
0.438622,
0.419003,
0.019619,
0.070474,
0.036904,
0.05558
],
[
39.759036,
39.759036,
39.759036,
39.759036,
39.759036,
39.759036
],
[
-195103,
-110681,
-279472,
-574848,
-506543,
-184841
],
[
1.802276,
2.525341,
1.072123,
1.193573,
1.109878,
1.324697
],
[
155,
77,
78,
155,
77,
78
],
[
68,
32,
36,
68,
32,
36
],
[
87,
45,
42,
87,
45,
42
],
[
43.870968,
41.558442,
46.153846,
43.870968,
41.558442,
46.153846
],
[
2.305853,
3.551261,
1.25081,
1.527071,
1.560765,
1.545479
],
[
408157,
408157,
52994,
526933,
526933,
162189
],
[
-57285,
-57285,
-37949,
-176542,
-168433,
-176542
],
[
158,
171,
146,
158,
171,
146
],
[
215,
229,
202,
215,
229,
202
],
[
114,
130,
98,
114,
130,
98
],
[
24627,
13206,
11421,
24627,
13206,
11421
],
[
19.479738,
0,
30.896405,
19.479738,
0,
30.896405
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449362,
-30517,
-500309,
-106340,
-290583,
-153774
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1580011200000,
"first_datapoint_time": 1581487200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760081449396,
"expiration_time": 1766556000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 0,
"a": 0.96705
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 206,
"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) |
|---|