| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1967762.3749 | 1930942.0198 | 36820.355 | 278566.6266 | 1619230.4831 | -1340663.8565 |
| Total P&L (%) | 1967.7624 | 1930.942 | 36.8204 | 278.5666 | 1619.2305 | -1340.6639 |
| Avg Daily Profit (%) | 0.8476 | 0.8318 | 0.0159 | 0.0574 | 0.1226 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178380 | -155948 | -82983 | -5022542 | -3053134 | -2518477 |
| Profit Factor | 4.178 | 7.728 | 1.1108 | 1.0364 | 1.4651 | 0.6794 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
| Profitability (%) | 49.2537 | 38.2353 | 60.6061 | 49.2537 | 38.2353 | 60.6061 |
| Ratio Avg Win / Avg Loss | 4.3046 | 12.4837 | 0.722 | 1.0678 | 2.3667 | 0.4416 |
| Largest Winning Trade | 1774150 | 1774150 | 78375 | 3159663 | 3159663 | 1146418 |
| Largest Losing Trade | -75091 | -42966 | -75091 | -1641504 | -1218392 | -1641504 |
| Avg Bars in Trades | 64 | 56 | 72 | 64 | 56 | 72 |
| Avg Bars in Winners | 87 | 95 | 81 | 87 | 95 | 81 |
| Avg Bars in Losers | 41 | 31 | 57 | 41 | 31 | 57 |
| Bars Traded | 4288 | 1912 | 2376 | 4288 | 1912 | 2376 |
| Profit Streak | 0 | 0 | 79.7889 | 0 | 0 | 79.7889 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -100890 | 616659 | -272116 | -418157 | -31308 | -578464 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4643,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759906562849,
"expiration_time": 1765898928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 79
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1967762.3748729636,
1930942.019827659,
36820.3550453045,
278566.6266062078,
1619230.4830815496,
-1340663.8564753416
],
[
1967.762375,
1930.94202,
36.820355,
278.566627,
1619.230483,
-1340.663856
],
[
0.847625,
0.831765,
0.015861,
0.05736,
0.122602,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-178380,
-155948,
-82983,
-5022542,
-3053134,
-2518477
],
[
4.177985,
7.728034,
1.110843,
1.036351,
1.465078,
0.679394
],
[
67,
34,
33,
67,
34,
33
],
[
33,
13,
20,
33,
13,
20
],
[
34,
21,
13,
34,
21,
13
],
[
49.253731,
38.235294,
60.606061,
49.253731,
38.235294,
60.606061
],
[
4.304591,
12.483748,
0.722048,
1.067755,
2.366664,
0.441606
],
[
1774150,
1774150,
78375,
3159663,
3159663,
1146418
],
[
-75091,
-42966,
-75091,
-1641504,
-1218392,
-1641504
],
[
64,
56,
72,
64,
56,
72
],
[
87,
95,
81,
87,
95,
81
],
[
41,
31,
57,
41,
31,
57
],
[
4288,
1912,
2376,
4288,
1912,
2376
],
[
0,
0,
79.788922,
0,
0,
79.788922
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-100890,
616659,
-272116,
-418157,
-31308,
-578464
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4643,
"evaluation_days": 2321.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759906562849,
"expiration_time": 1765898928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 79
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|