| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 413217.2491 | 438610.3712 | -25393.1221 | 89004.9087 | 1404860.6802 | -1315855.7715 |
| Total P&L (%) | 413.2172 | 438.6104 | -25.3931 | 89.0049 | 1404.8607 | -1315.8558 |
| Avg Daily Profit (%) | 0.1787 | 0.1897 | -0.011 | 0.0275 | 0.1173 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159642 | -50910 | -261772 | -1391808 | -167471 | -1609051 |
| Profit Factor | 1.4395 | 2.2759 | 0.9574 | 1.0263 | 2.4806 | 0.4588 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 76 | 41 | 35 | 76 | 41 | 35 |
| Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
| Profitability (%) | 52.4138 | 56.1644 | 48.6111 | 52.4138 | 56.1644 | 48.6111 |
| Ratio Avg Win / Avg Loss | 1.3069 | 1.7763 | 1.0121 | 0.9318 | 1.9361 | 0.485 |
| Largest Winning Trade | 82905 | 69193 | 82905 | 600089 | 600089 | 157390 |
| Largest Losing Trade | -57593 | -31268 | -57593 | -751106 | -167471 | -751106 |
| Avg Bars in Trades | 42 | 15 | 70 | 42 | 15 | 70 |
| Avg Bars in Winners | 61 | 13 | 117 | 61 | 13 | 117 |
| Avg Bars in Losers | 22 | 18 | 25 | 22 | 18 | 25 |
| Bars Traded | 6190 | 1138 | 5052 | 6190 | 1138 | 5052 |
| Profit Streak | 0 | 0 | 133.1988 | 0 | 0 | 133.1988 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326593 | -58737 | -658149 | -348618 | -101813 | -659816 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563177600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092376611,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 2.88461
}
}
} {
"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": [
[
413217.2490831268,
438610.371227051,
-25393.1221439236,
89004.9087030792,
1404860.680226326,
-1315855.771523246
],
[
413.217249,
438.610371,
-25.393122,
89.004909,
1404.86068,
-1315.855772
],
[
0.178727,
0.18971,
-0.010983,
0.027539,
0.117339,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-159642,
-50910,
-261772,
-1391808,
-167471,
-1609051
],
[
1.439473,
2.275852,
0.957428,
1.026333,
2.480639,
0.458756
],
[
145,
73,
72,
145,
73,
72
],
[
76,
41,
35,
76,
41,
35
],
[
69,
32,
37,
69,
32,
37
],
[
52.413793,
56.164384,
48.611111,
52.413793,
56.164384,
48.611111
],
[
1.30689,
1.776274,
1.012138,
0.931802,
1.936108,
0.484971
],
[
82905,
69193,
82905,
600089,
600089,
157390
],
[
-57593,
-31268,
-57593,
-751106,
-167471,
-751106
],
[
42,
15,
70,
42,
15,
70
],
[
61,
13,
117,
61,
13,
117
],
[
22,
18,
25,
22,
18,
25
],
[
6190,
1138,
5052,
6190,
1138,
5052
],
[
0,
0,
133.198803,
0,
0,
133.198803
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326593,
-58737,
-658149,
-348618,
-101813,
-659816
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6936,
"evaluation_days": 2312,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563177600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759092376611,
"expiration_time": 1765067904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 2.88461
}
}
}
| # | 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) |
|---|