| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1008255.8619 | 885428.3919 | 122827.47 | 576553.4 | 821613.2184 | -245059.8184 |
| Total P&L (%) | 1008.2559 | 885.4284 | 122.8275 | 576.5534 | 821.6132 | -245.0598 |
| Avg Daily Profit (%) | 0.4348 | 0.3818 | 0.053 | 0.0825 | 0.0958 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199658 | -164343 | -146776 | -5498341 | -3911912 | -2682757 |
| Profit Factor | 1.6182 | 2.042 | 1.1573 | 1.0325 | 1.0869 | 0.9705 |
| Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
| Winning Trades | 129 | 56 | 73 | 129 | 56 | 73 |
| Losing Trades | 230 | 123 | 107 | 230 | 123 | 107 |
| Profitability (%) | 35.9331 | 31.2849 | 40.5556 | 35.9331 | 31.2849 | 40.5556 |
| Ratio Avg Win / Avg Loss | 2.8853 | 4.4851 | 1.6962 | 1.8409 | 2.3874 | 1.4225 |
| Largest Winning Trade | 550106 | 550106 | 61248 | 3352653 | 3352653 | 572115 |
| Largest Losing Trade | -26835 | -21138 | -26835 | -988827 | -988827 | -748603 |
| Avg Bars in Trades | 19 | 17 | 20 | 19 | 17 | 20 |
| Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
| Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
| Bars Traded | 6914 | 3204 | 3710 | 6914 | 3204 | 3710 |
| Profit Streak | 16.4945 | 0 | 16.8279 | 16.4945 | 0 | 16.8279 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373192 | 246766 | -171060 | -268849 | -195030 | -581547 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759693926957,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 4,
"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": [
[
1008255.861875013,
885428.3918701063,
122827.4700049072,
576553.4000482212,
821613.2184128027,
-245059.8183645789
],
[
1008.255862,
885.428392,
122.82747,
576.5534,
821.613218,
-245.059818
],
[
0.43478,
0.381815,
0.052966,
0.082476,
0.095818,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199658,
-164343,
-146776,
-5498341,
-3911912,
-2682757
],
[
1.618249,
2.04201,
1.157251,
1.032482,
1.086942,
0.970473
],
[
359,
179,
180,
359,
179,
180
],
[
129,
56,
73,
129,
56,
73
],
[
230,
123,
107,
230,
123,
107
],
[
35.933148,
31.284916,
40.555556,
35.933148,
31.284916,
40.555556
],
[
2.88525,
4.48513,
1.696244,
1.84086,
2.38739,
1.422475
],
[
550106,
550106,
61248,
3352653,
3352653,
572115
],
[
-26835,
-21138,
-26835,
-988827,
-988827,
-748603
],
[
19,
17,
20,
19,
17,
20
],
[
34,
34,
34,
34,
34,
34
],
[
10,
10,
11,
10,
10,
11
],
[
6914,
3204,
3710,
6914,
3204,
3710
],
[
16.494525,
0,
16.827858,
16.494525,
0,
16.827858
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373192,
246766,
-171060,
-268849,
-195030,
-581547
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6957,
"evaluation_days": 2319,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560153600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759693926957,
"expiration_time": 1765690848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 4,
"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) |
|---|