| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1702430.0916 | 1683553.4926 | 18876.599 | 162299.6787 | 3619180.003 | -3456880.3243 |
| Total P&L (%) | 1702.4301 | 1683.5535 | 18.8766 | 162.2997 | 3619.18 | -3456.8803 |
| Avg Daily Profit (%) | 0.7356 | 0.7274 | 0.0082 | 0.0417 | 0.1564 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -256350 | -166037 | -158167 | -7211215 | -3494728 | -4142098 |
| Profit Factor | 3.0045 | 5.5073 | 1.0397 | 1.0158 | 1.847 | 0.4248 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 48.8372 | 44.186 | 53.4884 | 48.8372 | 44.186 | 53.4884 |
| Ratio Avg Win / Avg Loss | 3.1476 | 6.9565 | 0.9041 | 1.0642 | 2.3331 | 0.3694 |
| Largest Winning Trade | 1531572 | 1531572 | 75396 | 3672011 | 3672011 | 640959 |
| Largest Losing Trade | -64004 | -40548 | -64004 | -2573508 | -1389192 | -2573508 |
| Avg Bars in Trades | 51 | 56 | 45 | 51 | 56 | 45 |
| Avg Bars in Winners | 60 | 65 | 56 | 60 | 65 | 56 |
| Avg Bars in Losers | 42 | 49 | 33 | 42 | 49 | 33 |
| Bars Traded | 4394 | 2435 | 1959 | 4394 | 2435 | 1959 |
| Profit Streak | 44.6085 | 44.6085 | 309.1085 | 44.6085 | 44.6085 | 309.1085 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 688279 | 686057 | -366230 | -339643 | 342523 | -578886 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4629,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759286173993,
"expiration_time": 1765275984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 139,
"offset": 0,
"std": 2.27209
}
}
} {
"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": [
[
1702430.0915870918,
1683553.4925852139,
18876.5990018788,
162299.6786656946,
3619180.0029688715,
-3456880.324303175
],
[
1702.430092,
1683.553493,
18.876599,
162.299679,
3619.180003,
-3456.880324
],
[
0.73555,
0.727394,
0.008156,
0.041673,
0.156358,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-256350,
-166037,
-158167,
-7211215,
-3494728,
-4142098
],
[
3.004489,
5.507264,
1.039674,
1.015783,
1.847024,
0.424818
],
[
86,
43,
43,
86,
43,
43
],
[
42,
19,
23,
42,
19,
23
],
[
44,
24,
20,
44,
24,
20
],
[
48.837209,
44.186047,
53.488372,
48.837209,
44.186047,
53.488372
],
[
3.14756,
6.956544,
0.904065,
1.064154,
2.333083,
0.369407
],
[
1531572,
1531572,
75396,
3672011,
3672011,
640959
],
[
-64004,
-40548,
-64004,
-2573508,
-1389192,
-2573508
],
[
51,
56,
45,
51,
56,
45
],
[
60,
65,
56,
60,
65,
56
],
[
42,
49,
33,
42,
49,
33
],
[
4394,
2435,
1959,
4394,
2435,
1959
],
[
44.608495,
44.608495,
309.108495,
44.608495,
44.608495,
309.108495
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
688279,
686057,
-366230,
-339643,
342523,
-578886
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4629,
"evaluation_days": 2314.5,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565913600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759286173993,
"expiration_time": 1765275984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 139,
"offset": 0,
"std": 2.27209
}
}
}
| # | 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) |
|---|