| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2433857.9351 | 2295779.5526 | 138078.3825 | 1935575.9242 | -997515.0888 | 2933091.013 |
| Total P&L (%) | 2433.8579 | 2295.7796 | 138.0784 | 1935.5759 | -997.5151 | 2933.091 |
| Avg Daily Profit (%) | 1.0546 | 0.9948 | 0.0598 | 0.1307 | 0 | 0.148 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147557 | -163985 | -68327 | -10096840 | -12496028 | -4797974 |
| Profit Factor | 4.6426 | 6.7559 | 1.5127 | 1.0705 | 0.9438 | 1.3028 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 40.9836 | 35.4839 | 46.6667 | 40.9836 | 35.4839 | 46.6667 |
| Ratio Avg Win / Avg Loss | 6.6853 | 12.2834 | 1.7288 | 1.5416 | 1.7161 | 1.4889 |
| Largest Winning Trade | 1971291 | 1971291 | 64302 | 4914964 | 4914964 | 3943427 |
| Largest Losing Trade | -53211 | -53211 | -45825 | -5361583 | -5361583 | -4797974 |
| Avg Bars in Trades | 146 | 157 | 135 | 146 | 157 | 135 |
| Avg Bars in Winners | 214 | 237 | 195 | 214 | 237 | 195 |
| Avg Bars in Losers | 99 | 113 | 82 | 99 | 113 | 82 |
| Bars Traded | 8938 | 4876 | 4062 | 8938 | 4876 | 4062 |
| Profit Streak | 0 | 0 | 77.2463 | 0 | 0 | 77.2463 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148864 | 582416 | -111321 | -329799 | -583685 | 151678 |
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561399200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758887684079,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.62853
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 72,
"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": [
[
2433857.935134223,
2295779.5526206316,
138078.3825135917,
1935575.9241501377,
-997515.0888069831,
2933091.01295712
],
[
2433.857935,
2295.779553,
138.078383,
1935.575924,
-997.515089,
2933.091013
],
[
1.054645,
0.994813,
0.059832,
0.130661,
0,
0.147966
],
[
10,
10,
10,
10,
10,
10
],
[
-147557,
-163985,
-68327,
-10096840,
-12496028,
-4797974
],
[
4.642579,
6.755888,
1.512709,
1.070523,
0.94383,
1.302785
],
[
61,
31,
30,
61,
31,
30
],
[
25,
11,
14,
25,
11,
14
],
[
36,
20,
16,
36,
20,
16
],
[
40.983607,
35.483871,
46.666667,
40.983607,
35.483871,
46.666667
],
[
6.685314,
12.283433,
1.728811,
1.541553,
1.716055,
1.488897
],
[
1971291,
1971291,
64302,
4914964,
4914964,
3943427
],
[
-53211,
-53211,
-45825,
-5361583,
-5361583,
-4797974
],
[
146,
157,
135,
146,
157,
135
],
[
214,
237,
195,
214,
237,
195
],
[
99,
113,
82,
99,
113,
82
],
[
8938,
4876,
4062,
8938,
4876,
4062
],
[
0,
0,
77.246343,
0,
0,
77.246343
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148864,
582416,
-111321,
-329799,
-583685,
151678
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9231,
"evaluation_days": 2307.75,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561399200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758887684079,
"expiration_time": 1764696888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.62853
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 72,
"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) |
|---|