| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 707349.0804 | 716832.2455 | -9483.1652 | 86668.8936 | 1096819.5047 | -1010150.6111 |
| Total P&L (%) | 707.3491 | 716.8322 | -9.4832 | 86.6689 | 1096.8195 | -1010.1506 |
| Avg Daily Profit (%) | 0.3396 | 0.3442 | -0.0046 | 0.03 | 0.1193 | 0 |
| Buy And Hold Return (%) | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 |
| Max Trade Drawdown | -129400 | -124768 | -192276 | -1850473 | -998799 | -1128333 |
| Profit Factor | 1.4741 | 1.99 | 0.9876 | 1.0111 | 1.2745 | 0.7371 |
| Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
| Winning Trades | 127 | 66 | 61 | 127 | 66 | 61 |
| Losing Trades | 146 | 70 | 76 | 146 | 70 | 76 |
| Profitability (%) | 46.5201 | 48.5294 | 44.5255 | 46.5201 | 48.5294 | 44.5255 |
| Ratio Avg Win / Avg Loss | 1.6947 | 2.1106 | 1.2305 | 1.1623 | 1.3517 | 0.9184 |
| Largest Winning Trade | 427253 | 427253 | 57335 | 1396473 | 1396473 | 313820 |
| Largest Losing Trade | -59793 | -59793 | -32346 | -729614 | -729614 | -334980 |
| Avg Bars in Trades | 90 | 86 | 94 | 90 | 86 | 94 |
| Avg Bars in Winners | 114 | 102 | 127 | 114 | 102 | 127 |
| Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
| Bars Traded | 24636 | 11711 | 12925 | 24636 | 11711 | 12925 |
| 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 | 416343 | 442272 | -581431 | -369523 | -34223 | -583097 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1581156000000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759968853774,
"expiration_time": 1766438985600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 73,
"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": [
[
707349.0803703826,
716832.245542871,
-9483.1651724889,
86668.8935569738,
1096819.5046864918,
-1010150.6111295173
],
[
707.34908,
716.832246,
-9.483165,
86.668894,
1096.819505,
-1010.150611
],
[
0.339623,
0.344176,
-0.004553,
0.029973,
0.119253,
0
],
[
48.837209,
48.837209,
48.837209,
48.837209,
48.837209,
48.837209
],
[
-129400,
-124768,
-192276,
-1850473,
-998799,
-1128333
],
[
1.474144,
1.989979,
0.987648,
1.011057,
1.274489,
0.737108
],
[
273,
136,
137,
273,
136,
137
],
[
127,
66,
61,
127,
66,
61
],
[
146,
70,
76,
146,
70,
76
],
[
46.520147,
48.529412,
44.525547,
46.520147,
48.529412,
44.525547
],
[
1.694685,
2.110583,
1.230513,
1.162318,
1.351731,
0.918364
],
[
427253,
427253,
57335,
1396473,
1396473,
313820
],
[
-59793,
-59793,
-32346,
-729614,
-729614,
-334980
],
[
90,
86,
94,
90,
86,
94
],
[
114,
102,
127,
114,
102,
127
],
[
69,
71,
67,
69,
71,
67
],
[
24636,
11711,
12925,
24636,
11711,
12925
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416343,
442272,
-581431,
-369523,
-34223,
-583097
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579946400000,
"first_datapoint_time": 1581156000000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759968853774,
"expiration_time": 1766438985600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 73,
"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) |
|---|