| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2349177.6019 | -38728.6567 | -2310448.9452 | -63121.7862 | -4632978.7166 | 4569856.9305 |
| Total P&L (%) | -2349.1776 | -38.7287 | -2310.4489 | -63.1218 | -4632.9787 | 4569.8569 |
| Avg Daily Profit (%) | -1.0103 | -0.0167 | -0.9936 | -0.0429 | 0 | 0.1654 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2644804 | -158994 | -2602063 | -7072550 | -4948566 | -5027025 |
| Profit Factor | 0.3828 | 0.8999 | 0.3243 | 0.9963 | 0.329 | 1.4601 |
| Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
| Winning Trades | 149 | 66 | 83 | 137 | 59 | 78 |
| Losing Trades | 107 | 62 | 45 | 119 | 69 | 50 |
| Profitability (%) | 58.2031 | 51.5625 | 64.8438 | 53.5156 | 46.0938 | 60.9375 |
| Ratio Avg Win / Avg Loss | 0.2749 | 0.8454 | 0.1758 | 0.8654 | 0.3848 | 0.936 |
| Largest Winning Trade | 48774 | 20171 | 48774 | 3775317 | 596901 | 3775317 |
| Largest Losing Trade | -2155079 | -28733 | -2155079 | -3308569 | -1811129 | -3308569 |
| Avg Bars in Trades | 35 | 6 | 64 | 35 | 6 | 64 |
| Avg Bars in Winners | 25 | 5 | 41 | 32 | 5 | 53 |
| Avg Bars in Losers | 50 | 8 | 109 | 39 | 7 | 82 |
| Bars Traded | 9168 | 853 | 8315 | 9168 | 853 | 8315 |
| Profit Streak | 14.4516 | 0 | 50.4516 | 14.4516 | 0 | 50.4516 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577783 | -580512 | -577519 | -578391 | -582233 | 356068 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9301,
"evaluation_days": 2325.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561896000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760244621146,
"expiration_time": 1766254248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 7,
"offset": 0,
"std": 3.48842
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 119,
"offset": 0,
"std": 2.5561
}
}
} {
"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": [
[
-2349177.601903763,
-38728.6567457154,
-2310448.9451580476,
-63121.786155236,
-4632978.716636123,
4569856.930480888
],
[
-2349.177602,
-38.728657,
-2310.448945,
-63.121786,
-4632.978717,
4569.85693
],
[
-1.01029,
-0.016656,
-0.993635,
-0.042892,
0,
0.16544
],
[
10,
10,
10,
10,
10,
10
],
[
-2644804,
-158994,
-2602063,
-7072550,
-4948566,
-5027025
],
[
0.382837,
0.899945,
0.3243,
0.996251,
0.329046,
1.460138
],
[
256,
128,
128,
256,
128,
128
],
[
149,
66,
83,
137,
59,
78
],
[
107,
62,
45,
119,
69,
50
],
[
58.203125,
51.5625,
64.84375,
53.515625,
46.09375,
60.9375
],
[
0.274923,
0.845403,
0.175825,
0.865357,
0.384816,
0.935986
],
[
48774,
20171,
48774,
3775317,
596901,
3775317
],
[
-2155079,
-28733,
-2155079,
-3308569,
-1811129,
-3308569
],
[
35,
6,
64,
35,
6,
64
],
[
25,
5,
41,
32,
5,
53
],
[
50,
8,
109,
39,
7,
82
],
[
9168,
853,
8315,
9168,
853,
8315
],
[
14.451633,
0,
50.451633,
14.451634,
0,
50.451634
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577783,
-580512,
-577519,
-578391,
-582233,
356068
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9301,
"evaluation_days": 2325.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561896000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760244621146,
"expiration_time": 1766254248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 7,
"offset": 0,
"std": 3.48842
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 119,
"offset": 0,
"std": 2.5561
}
}
}
| # | 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) |
|---|