| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 595374.7959 | 610749.8691 | -15375.0732 | -108093.7553 | 500025.5793 | -608119.3346 |
| Total P&L (%) | 595.3748 | 610.7499 | -15.3751 | -108.0938 | 500.0256 | -608.1193 |
| Avg Daily Profit (%) | 0.2572 | 0.2639 | -0.0066 | 0 | 0.0774 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153674 | -81174 | -235581 | -875161 | -114091 | -974226 |
| Profit Factor | 1.5766 | 2.4531 | 0.9749 | 0.9337 | 2.1643 | 0.4933 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 82 | 42 | 40 | 61 | 32 | 29 |
| Losing Trades | 51 | 25 | 26 | 72 | 35 | 37 |
| Profitability (%) | 61.6541 | 62.6866 | 60.6061 | 45.8647 | 47.7612 | 43.9394 |
| Ratio Avg Win / Avg Loss | 0.9806 | 1.4602 | 0.6337 | 1.102 | 2.3672 | 0.6294 |
| Largest Winning Trade | 159684 | 159684 | 74397 | 344891 | 344891 | 119421 |
| Largest Losing Trade | -102300 | -43292 | -102300 | -580434 | -114091 | -580434 |
| Avg Bars in Trades | 62 | 45 | 80 | 62 | 45 | 80 |
| Avg Bars in Winners | 51 | 27 | 75 | 70 | 62 | 80 |
| Avg Bars in Losers | 81 | 73 | 89 | 55 | 29 | 81 |
| Bars Traded | 8354 | 3020 | 5334 | 8354 | 3020 | 5334 |
| Profit Streak | 0 | 0 | 0 | 150.0055 | 299.0055 | 150.0055 |
| Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377913 | -102888 | -703583 | -579015 | -201492 | -707018 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563818400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320476769,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 111,
"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": [
[
595374.7959237526,
610749.8691413488,
-15375.0732175962,
-108093.7552995871,
500025.5792768154,
-608119.3345764023
],
[
595.374796,
610.749869,
-15.375073,
-108.093755,
500.025579,
-608.119335
],
[
0.257237,
0.26388,
-0.006643,
0,
0.077446,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-153674,
-81174,
-235581,
-875161,
-114091,
-974226
],
[
1.576603,
2.453146,
0.974888,
0.933672,
2.164252,
0.493316
],
[
133,
67,
66,
133,
67,
66
],
[
82,
42,
40,
61,
32,
29
],
[
51,
25,
26,
72,
35,
37
],
[
61.654135,
62.686567,
60.606061,
45.864662,
47.761194,
43.939394
],
[
0.98057,
1.460206,
0.633677,
1.102039,
2.367151,
0.629403
],
[
159684,
159684,
74397,
344891,
344891,
119421
],
[
-102300,
-43292,
-102300,
-580434,
-114091,
-580434
],
[
62,
45,
80,
62,
45,
80
],
[
51,
27,
75,
70,
62,
80
],
[
81,
73,
89,
55,
29,
81
],
[
8354,
3020,
5334,
8354,
3020,
5334
],
[
0,
0,
0,
150.005518,
299.005518,
150.005518
],
[
0,
0,
0,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377913,
-102888,
-703583,
-579015,
-201492,
-707018
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9258,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563818400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759320476769,
"expiration_time": 1765297584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 111,
"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) |
|---|