| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 596581.0505 | 354437.8728 | 242143.1778 | 1049478.5522 | -91492.3529 | 1140970.905 |
| Total P&L (%) | 596.5811 | 354.4379 | 242.1432 | 1049.4786 | -91.4924 | 1140.9709 |
| Avg Daily Profit (%) | 0.3305 | 0.1963 | 0.1341 | 0.1354 | -0.1364 | 0.1396 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126917 | -119989 | -54920 | -1983203 | -1467693 | -1034854 |
| Profit Factor | 1.4238 | 1.4985 | 1.3476 | 1.1118 | 0.9801 | 1.2388 |
| Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
| Winning Trades | 199 | 93 | 106 | 199 | 93 | 106 |
| Losing Trades | 302 | 158 | 144 | 302 | 158 | 144 |
| Profitability (%) | 39.7206 | 37.0518 | 42.4 | 39.7206 | 37.0518 | 42.4 |
| Ratio Avg Win / Avg Loss | 2.1607 | 2.5458 | 1.8307 | 1.6873 | 1.6652 | 1.6829 |
| Largest Winning Trade | 113047 | 113047 | 44321 | 697813 | 697813 | 578525 |
| Largest Losing Trade | -68263 | -23539 | -68263 | -234111 | -234111 | -226468 |
| Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
| Avg Bars in Winners | 21 | 25 | 18 | 21 | 25 | 18 |
| Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
| Bars Traded | 7188 | 3700 | 3488 | 7188 | 3700 | 3488 |
| Profit Streak | 7.3545 | 7.3545 | 9.1045 | 7.3545 | 7.3545 | 9.1045 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401319 | 240405 | -13287 | -108275 | -581319 | -6238 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603216800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918628947,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"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": [
[
596581.050533849,
354437.8727652621,
242143.1777685867,
1049478.552168138,
-91492.3528608817,
1140970.9050290207
],
[
596.581051,
354.437873,
242.143178,
1049.478552,
-91.492353,
1140.970905
],
[
0.33047,
0.196337,
0.134133,
0.135358,
-0.136409,
0.139606
],
[
10,
10,
10,
10,
10,
10
],
[
-126917,
-119989,
-54920,
-1983203,
-1467693,
-1034854
],
[
1.423783,
1.49845,
1.347572,
1.111827,
0.98014,
1.238798
],
[
501,
251,
250,
501,
251,
250
],
[
199,
93,
106,
199,
93,
106
],
[
302,
158,
144,
302,
158,
144
],
[
39.720559,
37.051793,
42.4,
39.720559,
37.051793,
42.4
],
[
2.160716,
2.545753,
1.830664,
1.687295,
1.665184,
1.682896
],
[
113047,
113047,
44321,
697813,
697813,
578525
],
[
-68263,
-23539,
-68263,
-234111,
-234111,
-226468
],
[
14,
14,
13,
14,
14,
13
],
[
21,
25,
18,
21,
25,
18
],
[
9,
8,
10,
9,
8,
10
],
[
7188,
3700,
3488,
7188,
3700,
3488
],
[
7.354502,
7.354502,
9.104502,
7.354502,
7.354502,
9.104502
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401319,
240405,
-13287,
-108275,
-581319,
-6238
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603216800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918628947,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"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) |
|---|