| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2301708.5759 | 2168310.9986 | 133397.5773 | 3316110.6133 | 1912685.9558 | 1403424.6575 |
| Total P&L (%) | 2301.7086 | 2168.311 | 133.3976 | 3316.1106 | 1912.686 | 1403.4247 |
| Avg Daily Profit (%) | 0.9934 | 0.9358 | 0.0576 | 0.1525 | 0.1297 | 0.117 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78743 | -117798 | -63234 | -5240581 | -7330161 | -1884953 |
| Profit Factor | 4.4731 | 6.8862 | 1.4532 | 1.1387 | 1.1333 | 1.1469 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 45.5696 | 45 | 46.1538 | 45.5696 | 45 | 46.1538 |
| Ratio Avg Win / Avg Loss | 5.3429 | 8.4164 | 1.6954 | 1.3602 | 1.3852 | 1.338 |
| Largest Winning Trade | 1875349 | 1875349 | 81541 | 4839506 | 4839506 | 2733237 |
| Largest Losing Trade | -39745 | -34056 | -39745 | -2577152 | -2577152 | -1814022 |
| Avg Bars in Trades | 55 | 54 | 57 | 55 | 54 | 57 |
| Avg Bars in Winners | 80 | 73 | 88 | 80 | 73 | 88 |
| Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
| Bars Traded | 4419 | 2165 | 2254 | 4419 | 2165 | 2254 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12258 | 716251 | -115386 | -93280 | -95309 | -96773 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4634,
"evaluation_days": 2317,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564401600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529713985,
"expiration_time": 1765498464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 51,
"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": [
[
2301708.5758868963,
2168310.998599823,
133397.5772870756,
3316110.613253361,
1912685.9557803725,
1403424.6574729884
],
[
2301.708576,
2168.310999,
133.397577,
3316.110613,
1912.685956,
1403.424657
],
[
0.9934,
0.935827,
0.057573,
0.152515,
0.12965,
0.117044
],
[
10,
10,
10,
10,
10,
10
],
[
-78743,
-117798,
-63234,
-5240581,
-7330161,
-1884953
],
[
4.473085,
6.886172,
1.453188,
1.138741,
1.133325,
1.146873
],
[
79,
40,
39,
79,
40,
39
],
[
36,
18,
18,
36,
18,
18
],
[
43,
22,
21,
43,
22,
21
],
[
45.56962,
45,
46.153846,
45.56962,
45,
46.153846
],
[
5.342852,
8.416432,
1.695386,
1.360163,
1.385175,
1.338018
],
[
1875349,
1875349,
81541,
4839506,
4839506,
2733237
],
[
-39745,
-34056,
-39745,
-2577152,
-2577152,
-1814022
],
[
55,
54,
57,
55,
54,
57
],
[
80,
73,
88,
80,
73,
88
],
[
35,
38,
31,
35,
38,
31
],
[
4419,
2165,
2254,
4419,
2165,
2254
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12258,
716251,
-115386,
-93280,
-95309,
-96773
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4634,
"evaluation_days": 2317,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1564401600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759529713985,
"expiration_time": 1765498464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 51,
"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) |
|---|