| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 331654.2682 | 212065.5571 | 119588.7111 | 12889.4264 | -50751.0356 | 63640.462 |
| Total P&L (%) | 331.6543 | 212.0656 | 119.5887 | 12.8894 | -50.751 | 63.6405 |
| Avg Daily Profit (%) | 0.182 | 0.1164 | 0.0656 | 0.0067 | -0.0389 | 0.027 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144674 | -104738 | -104206 | -709112 | -380540 | -548524 |
| Profit Factor | 1.5318 | 1.6427 | 1.4072 | 1.0067 | 0.9454 | 1.0644 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.9147 | 2.0533 | 1.7589 | 1.2584 | 1.1818 | 1.3305 |
| Largest Winning Trade | 253323 | 253323 | 70529 | 306724 | 240982 | 306724 |
| Largest Losing Trade | -53354 | -31461 | -53354 | -305276 | -159265 | -305276 |
| Avg Bars in Trades | 120 | 87 | 152 | 120 | 87 | 152 |
| Avg Bars in Winners | 163 | 109 | 216 | 163 | 109 | 216 |
| Avg Bars in Losers | 86 | 70 | 101 | 86 | 70 | 101 |
| Bars Traded | 10836 | 3955 | 6880 | 10836 | 3955 | 6880 |
| Profit Streak | 14.9858 | 0 | 27.8191 | 14.9858 | 0 | 27.8191 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314819 | -36600 | -104995 | -474287 | -581205 | -308397 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10932,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760197170445,
"expiration_time": 1764906624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
331654.2681551926,
212065.5571039719,
119588.7110512207,
12889.4263909319,
-50751.0356189326,
63640.4620098644
],
[
331.654268,
212.065557,
119.588711,
12.889426,
-50.751036,
63.640462
],
[
0.182028,
0.116392,
0.065636,
0.006654,
-0.038866,
0.027034
],
[
10,
10,
10,
10,
10,
10
],
[
-144674,
-104738,
-104206,
-709112,
-380540,
-548524
],
[
1.531757,
1.642662,
1.407159,
1.00672,
0.945447,
1.064426
],
[
90,
45,
45,
90,
45,
45
],
[
40,
20,
20,
40,
20,
20
],
[
50,
25,
25,
50,
25,
25
],
[
44.444444,
44.444444,
44.444444,
44.444444,
44.444444,
44.444444
],
[
1.914696,
2.053327,
1.758949,
1.2584,
1.181809,
1.330533
],
[
253323,
253323,
70529,
306724,
240982,
306724
],
[
-53354,
-31461,
-53354,
-305276,
-159265,
-305276
],
[
120,
87,
152,
120,
87,
152
],
[
163,
109,
216,
163,
109,
216
],
[
86,
70,
101,
86,
70,
101
],
[
10836,
3955,
6880,
10836,
3955,
6880
],
[
14.985769,
0,
27.819102,
14.985769,
0,
27.819102
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314819,
-36600,
-104995,
-474287,
-581205,
-308397
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10932,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603627200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760197170445,
"expiration_time": 1764906624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|