| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2595624.4965 | 2665968.12 | -70343.6235 | -88635.9206 | 13439.3587 | -102075.2793 |
| Total P&L (%) | 2595.6245 | 2665.9681 | -70.3436 | -88.6359 | 13.4394 | -102.0753 |
| Avg Daily Profit (%) | 1.1219 | 1.1524 | -0.0304 | -0.094 | 0.0055 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -275490 | -272919 | -78292 | -447676 | -408806 | -116363 |
| Profit Factor | 3.43 | 4.0714 | 0.6486 | 0.9031 | 1.0184 | 0.4506 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
| Profitability (%) | 35.4839 | 29.0323 | 41.9355 | 35.4839 | 29.0323 | 41.9355 |
| Ratio Avg Win / Avg Loss | 6.2364 | 9.9524 | 0.898 | 1.642 | 2.4895 | 0.6239 |
| Largest Winning Trade | 2494351 | 2494351 | 9566 | 367572 | 367572 | 24051 |
| Largest Losing Trade | -55545 | -55545 | -20682 | -149967 | -149967 | -51547 |
| Avg Bars in Trades | 73 | 141 | 6 | 73 | 141 | 6 |
| Avg Bars in Winners | 106 | 251 | 6 | 106 | 251 | 6 |
| Avg Bars in Losers | 55 | 96 | 5 | 55 | 96 | 5 |
| Bars Traded | 9140 | 8763 | 377 | 9140 | 8763 | 377 |
| Profit Streak | 5.9692 | 5.9692 | 97.9692 | 5.9692 | 5.9692 | 97.9692 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 585939 | -145217 | -737136 | -581729 | -609253 | -737136 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9254,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561593600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759230938683,
"expiration_time": 1765208592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 173,
"offset": 0,
"std": 2.12347
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
2595624.496489634,
2665968.120039163,
-70343.6235495305,
-88635.9206302627,
13439.3586561428,
-102075.2792864054
],
[
2595.624496,
2665.96812,
-70.343624,
-88.635921,
13.439359,
-102.075279
],
[
1.121947,
1.152353,
-0.030406,
-0.093957,
0.005451,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-275490,
-272919,
-78292,
-447676,
-408806,
-116363
],
[
3.430005,
4.071425,
0.648573,
0.903107,
1.018436,
0.450619
],
[
124,
62,
62,
124,
62,
62
],
[
44,
18,
26,
44,
18,
26
],
[
80,
44,
36,
80,
44,
36
],
[
35.483871,
29.032258,
41.935484,
35.483871,
29.032258,
41.935484
],
[
6.236373,
9.952372,
0.898023,
1.642012,
2.48951,
0.623934
],
[
2494351,
2494351,
9566,
367572,
367572,
24051
],
[
-55545,
-55545,
-20682,
-149967,
-149967,
-51547
],
[
73,
141,
6,
73,
141,
6
],
[
106,
251,
6,
106,
251,
6
],
[
55,
96,
5,
55,
96,
5
],
[
9140,
8763,
377,
9140,
8763,
377
],
[
5.969198,
5.969198,
97.969198,
5.969198,
5.969198,
97.969198
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
585939,
-145217,
-737136,
-581729,
-609253,
-737136
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9254,
"evaluation_days": 2313.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561593600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759230938683,
"expiration_time": 1765208592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 173,
"offset": 0,
"std": 2.12347
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|