| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2530577.4037 | -101217.8135 | -2429359.5902 | -82517.5657 | 63962454.2497 | -64044971.8155 |
| Total P&L (%) | -2530.5774 | -101.2178 | -2429.3596 | -82.5176 | 63962.4543 | -64044.9718 |
| Avg Daily Profit (%) | -1.0941 | -0.0438 | -1.0503 | -0.0754 | 0.2798 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -2723752 | -254500 | -2532820 | -99655522 | -12656567 | -97160013 |
| Profit Factor | 0.2346 | 0.788 | 0.1412 | 0.9993 | 3.6282 | 0.3636 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 136 | 65 | 71 | 90 | 46 | 44 |
| Losing Trades | 43 | 24 | 19 | 89 | 43 | 46 |
| Profitability (%) | 75.9777 | 73.0337 | 78.8889 | 50.2793 | 51.6854 | 48.8889 |
| Ratio Avg Win / Avg Loss | 0.0742 | 0.291 | 0.0378 | 0.9882 | 3.3916 | 0.3802 |
| Largest Winning Trade | 20621 | 20621 | 20338 | 40471020 | 40471020 | 9083380 |
| Largest Losing Trade | -2045020 | -83061 | -2045020 | -80843560 | -8324701 | -80843560 |
| Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
| Avg Bars in Winners | 7 | 6 | 9 | 42 | 53 | 31 |
| Avg Bars in Losers | 125 | 136 | 111 | 29 | 28 | 29 |
| Bars Traded | 6435 | 3663 | 2772 | 6435 | 3663 | 2772 |
| Profit Streak | 19.5094 | 19.5094 | 122.8427 | 19.5094 | 19.5094 | 122.8427 |
| Trades During Streak | 7 | 3 | 11 | 7 | 3 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574836 | -576359 | -575446 | -578167 | 607746 | -579901 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6939,
"evaluation_days": 2313,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563609600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759176813233,
"expiration_time": 1765156896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.79002
}
}
} {
"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": [
[
-2530577.4036565823,
-101217.8134854226,
-2429359.5901711592,
-82517.5657428548,
63962454.24974748,
-64044971.81549033
],
[
-2530.577404,
-101.217813,
-2429.35959,
-82.517566,
63962.45425,
-64044.971815
],
[
-1.094067,
-0.04376,
-1.050307,
-0.07537,
0.279787,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-2723752,
-254500,
-2532820,
-99655522,
-12656567,
-97160013
],
[
0.234622,
0.788028,
0.141207,
0.99934,
3.628203,
0.363644
],
[
179,
89,
90,
179,
89,
90
],
[
136,
65,
71,
90,
46,
44
],
[
43,
24,
19,
89,
43,
46
],
[
75.977654,
73.033708,
78.888889,
50.27933,
51.685393,
48.888889
],
[
0.074182,
0.290964,
0.037788,
0.988236,
3.391581,
0.380174
],
[
20621,
20621,
20338,
40471020,
40471020,
9083380
],
[
-2045020,
-83061,
-2045020,
-80843560,
-8324701,
-80843560
],
[
35,
41,
30,
35,
41,
30
],
[
7,
6,
9,
42,
53,
31
],
[
125,
136,
111,
29,
28,
29
],
[
6435,
3663,
2772,
6435,
3663,
2772
],
[
19.509412,
19.509412,
122.842746,
19.509412,
19.509412,
122.842746
],
[
7,
3,
11,
7,
3,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574836,
-576359,
-575446,
-578167,
607746,
-579901
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6939,
"evaluation_days": 2313,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563609600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759176813233,
"expiration_time": 1765156896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 149,
"offset": 0,
"std": 2.79002
}
}
}
| # | 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) |
|---|