| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 556352.3644 | 356972.8086 | 199379.5558 | 409494.304 | 3292.8406 | 406201.4634 |
| Total P&L (%) | 556.3524 | 356.9728 | 199.3796 | 409.4943 | 3.2928 | 406.2015 |
| Avg Daily Profit (%) | 0.3082 | 0.1978 | 0.1105 | 0.0902 | 0.0018 | 0.0899 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129932 | -162685 | -40796 | -509614 | -536143 | -217523 |
| Profit Factor | 1.6551 | 1.6442 | 1.6756 | 1.128 | 1.0016 | 1.3448 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
| Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
| Profitability (%) | 43.5484 | 36.5591 | 50.5376 | 43.5484 | 36.5591 | 50.5376 |
| Ratio Avg Win / Avg Loss | 2.1455 | 2.8532 | 1.6399 | 1.4623 | 1.7381 | 1.3162 |
| Largest Winning Trade | 303316 | 303316 | 44098 | 384349 | 384349 | 149715 |
| Largest Losing Trade | -30452 | -30452 | -20205 | -130468 | -130468 | -126509 |
| Avg Bars in Trades | 57 | 70 | 43 | 57 | 70 | 43 |
| Avg Bars in Winners | 71 | 97 | 53 | 71 | 97 | 53 |
| Avg Bars in Losers | 45 | 55 | 33 | 45 | 55 | 33 |
| Bars Traded | 10638 | 6578 | 4060 | 10638 | 6578 | 4060 |
| Profit Streak | 0 | 0 | 86.3537 | 0 | 0 | 86.3537 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380249 | 186582 | -41180 | -153688 | -579346 | -71425 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605124800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758846557571,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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": [
[
556352.3644129188,
356972.8085828879,
199379.5558300314,
409494.3039688278,
3292.8406104043,
406201.4633584233
],
[
556.352364,
356.972809,
199.379556,
409.494304,
3.292841,
406.201463
],
[
0.308228,
0.197769,
0.11046,
0.090248,
0.001795,
0.089889
],
[
10,
10,
10,
10,
10,
10
],
[
-129932,
-162685,
-40796,
-509614,
-536143,
-217523
],
[
1.655135,
1.644244,
1.675582,
1.128045,
1.00163,
1.34477
],
[
186,
93,
93,
186,
93,
93
],
[
81,
34,
47,
81,
34,
47
],
[
105,
59,
46,
105,
59,
46
],
[
43.548387,
36.55914,
50.537634,
43.548387,
36.55914,
50.537634
],
[
2.145545,
2.853248,
1.639931,
1.462281,
1.738123,
1.316157
],
[
303316,
303316,
44098,
384349,
384349,
149715
],
[
-30452,
-30452,
-20205,
-130468,
-130468,
-126509
],
[
57,
70,
43,
57,
70,
43
],
[
71,
97,
53,
71,
97,
53
],
[
45,
55,
33,
45,
55,
33
],
[
10638,
6578,
4060,
10638,
6578,
4060
],
[
0,
0,
86.353675,
0,
0,
86.353676
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380249,
186582,
-41180,
-153688,
-579346,
-71425
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605124800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758846557571,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 164,
"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) |
|---|