| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 962633.4748 | 891379.7115 | 71253.7633 | 805201.744 | 1238057.6244 | -432855.8804 |
| Total P&L (%) | 962.6335 | 891.3797 | 71.2538 | 805.2017 | 1238.0576 | -432.8559 |
| Avg Daily Profit (%) | 0.4171 | 0.3862 | 0.0309 | 0.0955 | 0.1124 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102904 | -94772 | -162300 | -1312692 | -969401 | -925652 |
| Profit Factor | 2.0466 | 3.0199 | 1.1489 | 1.1111 | 1.3791 | 0.8913 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
| Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
| Profitability (%) | 35.4331 | 31.25 | 39.6825 | 35.4331 | 31.25 | 39.6825 |
| Ratio Avg Win / Avg Loss | 3.7294 | 6.6437 | 1.7464 | 2.0247 | 3.0341 | 1.3547 |
| Largest Winning Trade | 362497 | 362497 | 83805 | 911993 | 911993 | 589666 |
| Largest Losing Trade | -41720 | -40717 | -41720 | -790103 | -312635 | -790103 |
| Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
| Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
| Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
| Bars Traded | 4475 | 2074 | 2401 | 4475 | 2074 | 2401 |
| 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 | 304385 | -131352 | -358215 | -167577 | -187532 | -730081 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030475947,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 34,
"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": [
[
962633.4747870069,
891379.7115143623,
71253.7632726447,
805201.7440087391,
1238057.624430935,
-432855.8804221963
],
[
962.633475,
891.379712,
71.253763,
805.201744,
1238.057624,
-432.85588
],
[
0.417086,
0.386213,
0.030873,
0.095496,
0.112446,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-102904,
-94772,
-162300,
-1312692,
-969401,
-925652
],
[
2.046597,
3.019859,
1.148921,
1.111117,
1.379127,
0.891266
],
[
127,
64,
63,
127,
64,
63
],
[
45,
20,
25,
45,
20,
25
],
[
82,
44,
38,
82,
44,
38
],
[
35.433071,
31.25,
39.68254,
35.433071,
31.25,
39.68254
],
[
3.729354,
6.643689,
1.74636,
2.024703,
3.034079,
1.354724
],
[
362497,
362497,
83805,
911993,
911993,
589666
],
[
-41720,
-40717,
-41720,
-790103,
-312635,
-790103
],
[
35,
32,
38,
35,
32,
38
],
[
61,
58,
64,
61,
58,
64
],
[
20,
20,
20,
20,
20,
20
],
[
4475,
2074,
2401,
4475,
2074,
2401
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304385,
-131352,
-358215,
-167577,
-187532,
-730081
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030475947,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 34,
"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) |
|---|