| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 614993.6609 | 310420.4052 | 304573.2557 | 3741258.1358 | 878376.3272 | 2862881.8087 |
| Total P&L (%) | 614.9937 | 310.4204 | 304.5733 | 3741.2581 | 878.3763 | 2862.8818 |
| Avg Daily Profit (%) | 0.3393 | 0.1713 | 0.168 | 0.2015 | 0.1259 | 0.1871 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79824 | -80874 | -67898 | -4236459 | -4617302 | -2379246 |
| Profit Factor | 1.5898 | 1.5734 | 1.6076 | 1.1608 | 1.0747 | 1.249 |
| Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
| Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
| Losing Trades | 189 | 96 | 93 | 189 | 96 | 93 |
| Profitability (%) | 41.1215 | 40 | 42.236 | 41.1215 | 40 | 42.236 |
| Ratio Avg Win / Avg Loss | 2.2763 | 2.36 | 2.1986 | 1.6621 | 1.612 | 1.7082 |
| Largest Winning Trade | 103552 | 103552 | 42690 | 1399686 | 1302762 | 1399686 |
| Largest Losing Trade | -44462 | -20605 | -44462 | -1151375 | -1151375 | -1006980 |
| Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
| Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
| Avg Bars in Losers | 13 | 15 | 12 | 13 | 15 | 12 |
| Bars Traded | 7002 | 3685 | 3317 | 7002 | 3685 | 3317 |
| Profit Streak | 32.1216 | 33.3716 | 32.1216 | 32.1216 | 33.3716 | 32.1216 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421040 | 268335 | 305203 | -34936 | -164577 | 248338 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7250,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607623200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759352104726,
"expiration_time": 1764039600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 226,
"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": [
[
614993.6609395271,
310420.4052255642,
304573.2557139631,
3741258.135834926,
878376.3271658393,
2862881.8086690903
],
[
614.993661,
310.420405,
304.573256,
3741.258136,
878.376327,
2862.881809
],
[
0.339307,
0.171266,
0.16804,
0.201493,
0.125912,
0.18714
],
[
10,
10,
10,
10,
10,
10
],
[
-79824,
-80874,
-67898,
-4236459,
-4617302,
-2379246
],
[
1.589827,
1.57336,
1.607613,
1.160844,
1.074666,
1.24903
],
[
321,
160,
161,
321,
160,
161
],
[
132,
64,
68,
132,
64,
68
],
[
189,
96,
93,
189,
96,
93
],
[
41.121495,
40,
42.236025,
41.121495,
40,
42.236025
],
[
2.276343,
2.360039,
2.198648,
1.662117,
1.611999,
1.708233
],
[
103552,
103552,
42690,
1399686,
1302762,
1399686
],
[
-44462,
-20605,
-44462,
-1151375,
-1151375,
-1006980
],
[
21,
23,
20,
21,
23,
20
],
[
33,
34,
32,
33,
34,
32
],
[
13,
15,
12,
13,
15,
12
],
[
7002,
3685,
3317,
7002,
3685,
3317
],
[
32.121582,
33.371582,
32.121582,
32.121582,
33.371582,
32.121582
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421040,
268335,
305203,
-34936,
-164577,
248338
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7250,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607623200000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759352104726,
"expiration_time": 1764039600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 226,
"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) |
|---|