| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1807671.9222 | -116611.2908 | -1691060.6314 | -81657.9824 | 4234773.2835 | -4316431.2658 |
| Total P&L (%) | -1807.6719 | -116.6113 | -1691.0606 | -81.658 | 4234.7733 | -4316.4313 |
| Avg Daily Profit (%) | -0.7833 | -0.0505 | -0.7328 | -0.0735 | 0.1635 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1913705 | -152752 | -1769838 | -7129097 | -1117735 | -7677218 |
| Profit Factor | 0.2377 | 0.6754 | 0.1596 | 0.9921 | 2.9871 | 0.4771 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 44 | 20 | 24 | 32 | 15 | 17 |
| Losing Trades | 21 | 12 | 9 | 33 | 17 | 16 |
| Profitability (%) | 67.6923 | 62.5 | 72.7273 | 49.2308 | 46.875 | 51.5152 |
| Ratio Avg Win / Avg Loss | 0.1135 | 0.4052 | 0.0598 | 1.0231 | 3.3854 | 0.449 |
| Largest Winning Trade | 53766 | 53766 | 29073 | 3966715 | 3966715 | 1485961 |
| Largest Losing Trade | -1292235 | -79463 | -1292235 | -4492471 | -755477 | -4492471 |
| Avg Bars in Trades | 131 | 148 | 116 | 131 | 148 | 116 |
| Avg Bars in Winners | 69 | 85 | 56 | 141 | 163 | 122 |
| Avg Bars in Losers | 261 | 252 | 274 | 122 | 134 | 109 |
| Bars Traded | 8574 | 4737 | 3837 | 8574 | 4737 | 3837 |
| Profit Streak | 75.3266 | 75.3266 | 271.8266 | 75.3266 | 75.3266 | 331.3266 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -712916 | -577817 | -576462 | -713842 | 487991 | -579200 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563127200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894620247,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 176,
"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": [
[
-1807671.922175116,
-116611.2907780058,
-1691060.63139711,
-81657.9823557733,
4234773.283461903,
-4316431.265817675
],
[
-1807.671922,
-116.611291,
-1691.060631,
-81.657982,
4234.773283,
-4316.431266
],
[
-0.783305,
-0.05053,
-0.732775,
-0.073463,
0.163464,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1913705,
-152752,
-1769838,
-7129097,
-1117735,
-7677218
],
[
0.237708,
0.675364,
0.159579,
0.992138,
2.987084,
0.477092
],
[
65,
32,
33,
65,
32,
33
],
[
44,
20,
24,
32,
15,
17
],
[
21,
12,
9,
33,
17,
16
],
[
67.692308,
62.5,
72.727273,
49.230769,
46.875,
51.515152
],
[
0.113452,
0.405219,
0.059842,
1.023142,
3.385361,
0.449028
],
[
53766,
53766,
29073,
3966715,
3966715,
1485961
],
[
-1292235,
-79463,
-1292235,
-4492471,
-755477,
-4492471
],
[
131,
148,
116,
131,
148,
116
],
[
69,
85,
56,
141,
163,
122
],
[
261,
252,
274,
122,
134,
109
],
[
8574,
4737,
3837,
8574,
4737,
3837
],
[
75.326623,
75.326623,
271.826623,
75.326623,
75.326623,
331.326623
],
[
7,
3,
5,
7,
3,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-712916,
-577817,
-576462,
-713842,
487991,
-579200
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563127200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894620247,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 176,
"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) |
|---|