| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2084214.5905 | 2010560.5858 | 73654.0048 | 808935.6206 | 1296246.5263 | -487310.9057 |
| Total P&L (%) | 2084.2146 | 2010.5606 | 73.654 | 808.9356 | 1296.2465 | -487.3109 |
| Avg Daily Profit (%) | 0.8979 | 0.8662 | 0.0317 | 0.0951 | 0.1136 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169544 | -178010 | -85904 | -4431436 | -3547946 | -2695191 |
| Profit Factor | 4.0843 | 6.0738 | 1.2635 | 1.0782 | 1.2087 | 0.8822 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Profitability (%) | 40 | 39.4737 | 40.5405 | 40 | 39.4737 | 40.5405 |
| Ratio Avg Win / Avg Loss | 6.1265 | 9.3132 | 1.8532 | 1.6173 | 1.8533 | 1.2938 |
| Largest Winning Trade | 1850626 | 1850626 | 74616 | 2586892 | 2586892 | 925341 |
| Largest Losing Trade | -42349 | -42349 | -35647 | -1105120 | -1105120 | -1004139 |
| Avg Bars in Trades | 112 | 90 | 135 | 112 | 90 | 135 |
| Avg Bars in Winners | 182 | 153 | 211 | 182 | 153 | 211 |
| Avg Bars in Losers | 66 | 49 | 84 | 66 | 49 | 84 |
| Bars Traded | 8467 | 3439 | 5028 | 8467 | 3439 | 5028 |
| Profit Streak | 0 | 0 | 47.8313 | 0 | 0 | 47.8313 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44792 | 636160 | -152640 | -264145 | -44313 | -582223 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9285,
"evaluation_days": 2321.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564120800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759888627796,
"expiration_time": 1765898280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 222,
"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": [
[
2084214.590520274,
2010560.5857633227,
73654.0047569512,
808935.6205621372,
1296246.5262865964,
-487310.9057244594
],
[
2084.214591,
2010.560586,
73.654005,
808.935621,
1296.246526,
-487.310906
],
[
0.897885,
0.866154,
0.03173,
0.095128,
0.11364,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-169544,
-178010,
-85904,
-4431436,
-3547946,
-2695191
],
[
4.084312,
6.073801,
1.263536,
1.078172,
1.20865,
0.882168
],
[
75,
38,
37,
75,
38,
37
],
[
30,
15,
15,
30,
15,
15
],
[
45,
23,
22,
45,
23,
22
],
[
40,
39.473684,
40.540541,
40,
39.473684,
40.540541
],
[
6.126469,
9.313161,
1.853186,
1.617258,
1.853264,
1.293847
],
[
1850626,
1850626,
74616,
2586892,
2586892,
925341
],
[
-42349,
-42349,
-35647,
-1105120,
-1105120,
-1004139
],
[
112,
90,
135,
112,
90,
135
],
[
182,
153,
211,
182,
153,
211
],
[
66,
49,
84,
66,
49,
84
],
[
8467,
3439,
5028,
8467,
3439,
5028
],
[
0,
0,
47.83134,
0,
0,
47.83134
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44792,
636160,
-152640,
-264145,
-44313,
-582223
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9285,
"evaluation_days": 2321.25,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564120800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759888627796,
"expiration_time": 1765898280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 222,
"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) |
|---|