| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424236.413 | 461598.8211 | -37362.4081 | -69509.1098 | 47270.8532 | -116779.9629 |
| Total P&L (%) | 424.2364 | 461.5988 | -37.3624 | -69.5091 | 47.2709 | -116.78 |
| Avg Daily Profit (%) | 0.1832 | 0.1994 | -0.0161 | -0.0513 | 0.0167 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157030 | -151771 | -254836 | -160303 | -107753 | -154577 |
| Profit Factor | 1.1779 | 1.4184 | 0.9709 | 0.9547 | 1.0649 | 0.8548 |
| Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
| Winning Trades | 249 | 116 | 133 | 249 | 116 | 133 |
| Losing Trades | 244 | 130 | 114 | 244 | 130 | 114 |
| Profitability (%) | 50.5071 | 47.1545 | 53.8462 | 50.5071 | 47.1545 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.1542 | 1.5896 | 0.8322 | 0.9355 | 1.1934 | 0.7327 |
| Largest Winning Trade | 103914 | 103914 | 45233 | 46688 | 46688 | 30092 |
| Largest Losing Trade | -59708 | -55225 | -59708 | -43665 | -41298 | -43665 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
| Bars Traded | 9024 | 4496 | 4528 | 9024 | 4496 | 4528 |
| Profit Streak | 7.625 | 0 | 12.125 | 7.625 | 0 | 12.125 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -13816 | 339731 | -578643 | -577180 | -321375 | -578643 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9261,
"evaluation_days": 2315.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563991200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759374003334,
"expiration_time": 1765364328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.33146
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 216,
"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": [
[
424236.4129747864,
461598.8211074588,
-37362.4081326724,
-69509.1097673431,
47270.853162367,
-116779.96292971
],
[
424.236413,
461.598821,
-37.362408,
-69.50911,
47.270853,
-116.779963
],
[
0.183236,
0.199373,
-0.016138,
-0.051288,
0.016721,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157030,
-151771,
-254836,
-160303,
-107753,
-154577
],
[
1.17785,
1.418391,
0.970858,
0.954669,
1.064851,
0.854831
],
[
493,
246,
247,
493,
246,
247
],
[
249,
116,
133,
249,
116,
133
],
[
244,
130,
114,
244,
130,
114
],
[
50.507099,
47.154472,
53.846154,
50.507099,
47.154472,
53.846154
],
[
1.154198,
1.589576,
0.832164,
0.935499,
1.193367,
0.732713
],
[
103914,
103914,
45233,
46688,
46688,
30092
],
[
-59708,
-55225,
-59708,
-43665,
-41298,
-43665
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
18,
18,
18,
18,
18,
18
],
[
9024,
4496,
4528,
9024,
4496,
4528
],
[
7.625038,
0,
12.125038,
7.625039,
0,
12.125039
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13816,
339731,
-578643,
-577180,
-321375,
-578643
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9261,
"evaluation_days": 2315.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563991200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759374003334,
"expiration_time": 1765364328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.33146
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 216,
"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) |
|---|