| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 479189.7657 | 294323.3727 | 184866.393 | -90280.5254 | -14415.0055 | -75865.5199 |
| Total P&L (%) | 479.1898 | 294.3234 | 184.8664 | -90.2805 | -14.415 | -75.8655 |
| Avg Daily Profit (%) | 0.2631 | 0.1616 | 0.1015 | -0.1279 | -0.0085 | -0.078 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153904 | -72616 | -128352 | -119619 | -11200 | -111475 |
| Profit Factor | 1.691 | 1.8516 | 1.5315 | 0.4681 | 0.6294 | 0.4201 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
| Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
| Profitability (%) | 47.8992 | 38.3333 | 57.6271 | 47.8992 | 38.3333 | 57.6271 |
| Ratio Avg Win / Avg Loss | 1.8393 | 2.9786 | 1.1261 | 0.5091 | 1.0124 | 0.3089 |
| Largest Winning Trade | 276808 | 276808 | 61607 | 24780 | 5320 | 24780 |
| Largest Losing Trade | -99018 | -29148 | -99018 | -100199 | -9961 | -100199 |
| Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
| Avg Bars in Winners | 61 | 41 | 74 | 61 | 41 | 74 |
| Avg Bars in Losers | 29 | 23 | 37 | 29 | 23 | 37 |
| Bars Traded | 5324 | 1846 | 3478 | 5324 | 1846 | 3478 |
| 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 | 391059 | -163188 | -231690 | -581279 | -753106 | -756469 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605513600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142251790,
"expiration_time": 1764862560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 78,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
479189.7656687062,
294323.3727022654,
184866.3929664405,
-90280.5253817944,
-14415.005486458,
-75865.5198953365
],
[
479.189766,
294.323373,
184.866393,
-90.280525,
-14.415005,
-75.86552
],
[
0.26305,
0.161568,
0.101482,
-0.12788,
-0.008545,
-0.078004
],
[
10,
10,
10,
10,
10,
10
],
[
-153904,
-72616,
-128352,
-119619,
-11200,
-111475
],
[
1.69101,
1.85158,
1.531466,
0.468069,
0.629353,
0.420125
],
[
119,
60,
59,
119,
60,
59
],
[
57,
23,
34,
57,
23,
34
],
[
62,
37,
25,
62,
37,
25
],
[
47.89916,
38.333333,
57.627119,
47.89916,
38.333333,
57.627119
],
[
1.839344,
2.978628,
1.126078,
0.509127,
1.012437,
0.308915
],
[
276808,
276808,
61607,
24780,
5320,
24780
],
[
-99018,
-29148,
-99018,
-100199,
-9961,
-100199
],
[
44,
30,
58,
44,
30,
58
],
[
61,
41,
74,
61,
41,
74
],
[
29,
23,
37,
29,
23,
37
],
[
5324,
1846,
3478,
5324,
1846,
3478
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391059,
-163188,
-231690,
-581279,
-753106,
-756469
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605513600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142251790,
"expiration_time": 1764862560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 78,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|