| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1063901.4885 | 940332.4115 | 123569.0769 | 771699.3845 | 126879.8934 | 644819.4912 |
| Total P&L (%) | 1063.9015 | 940.3324 | 123.5691 | 771.6994 | 126.8799 | 644.8195 |
| Avg Daily Profit (%) | 0.461 | 0.4075 | 0.0535 | 0.0939 | 0.0355 | 0.087 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137758 | -114857 | -227514 | -1248349 | -1194026 | -621070 |
| Profit Factor | 1.4972 | 1.8995 | 1.1129 | 1.0942 | 1.0291 | 1.1683 |
| Total Trades | 732 | 366 | 366 | 732 | 366 | 366 |
| Winning Trades | 225 | 102 | 123 | 225 | 102 | 123 |
| Losing Trades | 507 | 264 | 243 | 507 | 264 | 243 |
| Profitability (%) | 30.7377 | 27.8689 | 33.6066 | 30.7377 | 27.8689 | 33.6066 |
| Ratio Avg Win / Avg Loss | 3.3738 | 4.9164 | 2.1987 | 2.4656 | 2.6635 | 2.308 |
| Largest Winning Trade | 551033 | 551033 | 58768 | 855555 | 855555 | 381276 |
| Largest Losing Trade | -21419 | -21419 | -20913 | -289497 | -289497 | -140808 |
| Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
| Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
| Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
| Bars Traded | 9174 | 4350 | 4824 | 9174 | 4350 | 4824 |
| 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 | 334060 | -2117 | -221354 | -186422 | -348408 | -115397 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559887200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919369174,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 26,
"offset": 0,
"std": 2.82682
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
1063901.4884688186,
940332.4115360416,
123569.0769327781,
771699.3845202686,
126879.8933543132,
644819.4911659564
],
[
1063.901488,
940.332412,
123.569077,
771.699385,
126.879893,
644.819491
],
[
0.461012,
0.407467,
0.053545,
0.09387,
0.035506,
0.087048
],
[
10,
10,
10,
10,
10,
10
],
[
-137758,
-114857,
-227514,
-1248349,
-1194026,
-621070
],
[
1.497233,
1.899535,
1.112922,
1.094193,
1.029098,
1.168258
],
[
732,
366,
366,
732,
366,
366
],
[
225,
102,
123,
225,
102,
123
],
[
507,
264,
243,
507,
264,
243
],
[
30.737705,
27.868852,
33.606557,
30.737705,
27.868852,
33.606557
],
[
3.373765,
4.916444,
2.198699,
2.465581,
2.663548,
2.308021
],
[
551033,
551033,
58768,
855555,
855555,
381276
],
[
-21419,
-21419,
-20913,
-289497,
-289497,
-140808
],
[
12,
11,
13,
12,
11,
13
],
[
27,
27,
27,
27,
27,
27
],
[
6,
5,
6,
6,
5,
6
],
[
9174,
4350,
4824,
9174,
4350,
4824
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334060,
-2117,
-221354,
-186422,
-348408,
-115397
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1559887200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919369174,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 26,
"offset": 0,
"std": 2.82682
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|