| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -20214.5879 | 411979.6017 | -432194.1896 | -99700.4892 | -643124.7999 | 543424.3107 |
| Total P&L (%) | -20.2146 | 411.9796 | -432.1942 | -99.7005 | -643.1248 | 543.4243 |
| Avg Daily Profit (%) | -0.0087 | 0.1782 | -0.187 | -0.2511 | 0 | 0.0806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -364359 | -144047 | -501596 | -653986 | -673631 | -191560 |
| Profit Factor | 0.9813 | 2.1123 | 0.3938 | 0.9196 | 0.2483 | 2.4106 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 31 | 15 | 16 | 29 | 12 | 17 |
| Losing Trades | 32 | 17 | 15 | 34 | 20 | 14 |
| Profitability (%) | 49.2063 | 46.875 | 51.6129 | 46.0317 | 37.5 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.013 | 2.3939 | 0.3692 | 1.0782 | 0.4138 | 1.9852 |
| Largest Winning Trade | 247311 | 247311 | 85659 | 714634 | 77839 | 714634 |
| Largest Losing Trade | -151586 | -49028 | -151586 | -379140 | -379140 | -169970 |
| Avg Bars in Trades | 60 | 34 | 87 | 60 | 34 | 87 |
| Avg Bars in Winners | 66 | 24 | 106 | 79 | 31 | 113 |
| Avg Bars in Losers | 54 | 43 | 67 | 44 | 36 | 55 |
| Bars Traded | 3821 | 1111 | 2710 | 3821 | 1111 | 2710 |
| Profit Streak | 0 | 0 | 288.952 | 0 | 0 | 346.452 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -730419 | 367354 | -579640 | -731654 | -585671 | -78419 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4623,
"evaluation_days": 2311.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566475200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759056653066,
"expiration_time": 1765009008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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": [
[
-20214.5879265132,
411979.6016611789,
-432194.1895876919,
-99700.4892018,
-643124.79986895,
543424.3106671498
],
[
-20.214588,
411.979602,
-432.19419,
-99.700489,
-643.1248,
543.424311
],
[
-0.008745,
0.17823,
-0.186976,
-0.25107,
0,
0.08057
],
[
10,
10,
10,
10,
10,
10
],
[
-364359,
-144047,
-501596,
-653986,
-673631,
-191560
],
[
0.981341,
2.11229,
0.393816,
0.919646,
0.248265,
2.410605
],
[
63,
32,
31,
63,
32,
31
],
[
31,
15,
16,
29,
12,
17
],
[
32,
17,
15,
34,
20,
14
],
[
49.206349,
46.875,
51.612903,
46.031746,
37.5,
54.83871
],
[
1.012997,
2.393929,
0.369202,
1.078205,
0.413775,
1.985205
],
[
247311,
247311,
85659,
714634,
77839,
714634
],
[
-151586,
-49028,
-151586,
-379140,
-379140,
-169970
],
[
60,
34,
87,
60,
34,
87
],
[
66,
24,
106,
79,
31,
113
],
[
54,
43,
67,
44,
36,
55
],
[
3821,
1111,
2710,
3821,
1111,
2710
],
[
0,
0,
288.952003,
0,
0,
346.452003
],
[
0,
0,
2,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-730419,
367354,
-579640,
-731654,
-585671,
-78419
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4623,
"evaluation_days": 2311.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1566475200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759056653066,
"expiration_time": 1765009008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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) |
|---|