| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2113919.6822 | 1934266.1606 | 179653.5216 | 10802356.9143 | 2399489.319 | 8402867.5953 |
| Total P&L (%) | 2113.9197 | 1934.2662 | 179.6535 | 10802.3569 | 2399.4893 | 8402.8676 |
| Avg Daily Profit (%) | 0.9151 | 0.8373 | 0.0778 | 0.2033 | 0.1394 | 0.1925 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111888 | -144126 | -59971 | -11919735 | -11652028 | -3510767 |
| Profit Factor | 5.1424 | 7.452 | 1.8534 | 1.3286 | 1.1076 | 1.7946 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
| Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
| Profitability (%) | 47.541 | 35.4839 | 60 | 47.541 | 35.4839 | 60 |
| Ratio Avg Win / Avg Loss | 5.6744 | 13.549 | 1.2356 | 1.466 | 2.0138 | 1.1964 |
| Largest Winning Trade | 1510302 | 1510302 | 73808 | 9588355 | 9588355 | 4967267 |
| Largest Losing Trade | -35957 | -35957 | -35825 | -4514214 | -4514214 | -3031157 |
| Avg Bars in Trades | 105 | 88 | 123 | 105 | 88 | 123 |
| Avg Bars in Winners | 160 | 165 | 157 | 160 | 165 | 157 |
| Avg Bars in Losers | 55 | 46 | 71 | 55 | 46 | 71 |
| Bars Traded | 6425 | 2735 | 3690 | 6425 | 2735 | 3690 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145790 | 577495 | -85455 | -158631 | -113233 | 414553 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561968000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912296631,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 89,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
2113919.6821807213,
1934266.1606015714,
179653.5215791506,
10802356.91433472,
2399489.319016735,
8402867.595317988
],
[
2113.919682,
1934.266161,
179.653522,
10802.356914,
2399.489319,
8402.867595
],
[
0.915117,
0.837345,
0.077772,
0.203304,
0.139434,
0.192522
],
[
10,
10,
10,
10,
10,
10
],
[
-111888,
-144126,
-59971,
-11919735,
-11652028,
-3510767
],
[
5.142424,
7.451972,
1.853399,
1.328563,
1.107587,
1.794607
],
[
61,
31,
30,
61,
31,
30
],
[
29,
11,
18,
29,
11,
18
],
[
32,
20,
12,
32,
20,
12
],
[
47.540984,
35.483871,
60,
47.540984,
35.483871,
60
],
[
5.674399,
13.54904,
1.2356,
1.466001,
2.013795,
1.196405
],
[
1510302,
1510302,
73808,
9588355,
9588355,
4967267
],
[
-35957,
-35957,
-35825,
-4514214,
-4514214,
-3031157
],
[
105,
88,
123,
105,
88,
123
],
[
160,
165,
157,
160,
165,
157
],
[
55,
46,
71,
55,
46,
71
],
[
6425,
2735,
3690,
6425,
2735,
3690
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145790,
577495,
-85455,
-158631,
-113233,
414553
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6930,
"evaluation_days": 2310,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1561968000000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758912296631,
"expiration_time": 1764889920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 89,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|