| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2390199.2511 | 2268975.8819 | 121223.3692 | 4797653.0419 | 5612534.1893 | -814881.1474 |
| Total P&L (%) | 2390.1993 | 2268.9759 | 121.2234 | 4797.653 | 5612.5342 | -814.8811 |
| Avg Daily Profit (%) | 1.0356 | 0.9831 | 0.0525 | 0.1687 | 0.1754 | 0 |
| Buy And Hold Return (%) | 91 | 91 | 91 | 91 | 91 | 91 |
| Max Trade Drawdown | -95259 | -71820 | -74178 | -7921078 | -6561357 | -3713860 |
| Profit Factor | 6.4712 | 10.3274 | 1.6261 | 1.1894 | 1.4398 | 0.9352 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 32.2034 | 30 | 34.4828 | 32.2034 | 30 | 34.4828 |
| Ratio Avg Win / Avg Loss | 13.6237 | 24.0973 | 3.0896 | 2.504 | 3.3596 | 1.7769 |
| Largest Winning Trade | 2094463 | 2094463 | 85118 | 5662236 | 5662236 | 3409916 |
| Largest Losing Trade | -33927 | -26690 | -33927 | -2469441 | -1969267 | -2469441 |
| Avg Bars in Trades | 71 | 54 | 89 | 71 | 54 | 89 |
| Avg Bars in Winners | 179 | 147 | 208 | 179 | 147 | 208 |
| Avg Bars in Losers | 20 | 14 | 26 | 20 | 14 | 26 |
| Bars Traded | 4238 | 1642 | 2596 | 4238 | 1642 | 2596 |
| 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 | -164799 | 505004 | -188236 | -190027 | 73865 | -584089 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1570060800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758973625964,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 17,
"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": [
[
2390199.2510527764,
2268975.881880725,
121223.3691720527,
4797653.041892314,
5612534.189333208,
-814881.1474408961
],
[
2390.199251,
2268.975882,
121.223369,
4797.653042,
5612.534189,
-814.881147
],
[
1.035615,
0.983092,
0.052523,
0.168745,
0.175424,
0
],
[
91,
91,
91,
91,
91,
91
],
[
-95259,
-71820,
-74178,
-7921078,
-6561357,
-3713860
],
[
6.471234,
10.327422,
1.626128,
1.189379,
1.439819,
0.935186
],
[
59,
30,
29,
59,
30,
29
],
[
19,
9,
10,
19,
9,
10
],
[
40,
21,
19,
40,
21,
19
],
[
32.20339,
30,
34.482759,
32.20339,
30,
34.482759
],
[
13.62365,
24.097318,
3.089643,
2.503956,
3.359577,
1.776853
],
[
2094463,
2094463,
85118,
5662236,
5662236,
3409916
],
[
-33927,
-26690,
-33927,
-2469441,
-1969267,
-2469441
],
[
71,
54,
89,
71,
54,
89
],
[
179,
147,
208,
179,
147,
208
],
[
20,
14,
26,
20,
14,
26
],
[
4238,
1642,
2596,
4238,
1642,
2596
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164799,
505004,
-188236,
-190027,
73865,
-584089
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1570060800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758973625964,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 17,
"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) |
|---|