| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 809829.8887 | 563041.6511 | 246788.2376 | 2712764.8228 | -857159.8463 | 3569924.6691 |
| Total P&L (%) | 809.8299 | 563.0417 | 246.7882 | 2712.7648 | -857.1598 | 3569.9247 |
| Avg Daily Profit (%) | 0.4469 | 0.3107 | 0.1362 | 0.1843 | 0 | 0.199 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59829 | -54881 | -37155 | -2474765 | -2643130 | -1355647 |
| Profit Factor | 3.5356 | 4.3257 | 2.6444 | 1.2389 | 0.8565 | 1.6632 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
| Profitability (%) | 35.1064 | 31.9149 | 38.2979 | 35.1064 | 31.9149 | 38.2979 |
| Ratio Avg Win / Avg Loss | 6.5355 | 9.2281 | 4.2604 | 2.2901 | 1.8271 | 2.6795 |
| Largest Winning Trade | 567626 | 567626 | 70975 | 1667950 | 1131424 | 1667950 |
| Largest Losing Trade | -19638 | -14620 | -19638 | -653852 | -480360 | -653852 |
| Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
| Avg Bars in Winners | 125 | 86 | 157 | 125 | 86 | 157 |
| Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
| Bars Traded | 5220 | 1858 | 3362 | 5220 | 1858 | 3362 |
| 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 | 407806 | 335975 | -10636 | 114625 | -584952 | 241556 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608048000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759320365158,
"expiration_time": 1764002304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
809829.8887258958,
563041.6511092038,
246788.2376166919,
2712764.8228494497,
-857159.8462506289,
3569924.6691000797
],
[
809.829889,
563.041651,
246.788238,
2712.764823,
-857.159846,
3569.924669
],
[
0.446926,
0.310729,
0.136197,
0.184317,
0,
0.199025
],
[
10,
10,
10,
10,
10,
10
],
[
-59829,
-54881,
-37155,
-2474765,
-2643130,
-1355647
],
[
3.535618,
4.325673,
2.644377,
1.238918,
0.85645,
1.663159
],
[
94,
47,
47,
94,
47,
47
],
[
33,
15,
18,
33,
15,
18
],
[
61,
32,
29,
61,
32,
29
],
[
35.106383,
31.914894,
38.297872,
35.106383,
31.914894,
38.297872
],
[
6.535537,
9.228103,
4.260385,
2.290121,
1.827094,
2.679534
],
[
567626,
567626,
70975,
1667950,
1131424,
1667950
],
[
-19638,
-14620,
-19638,
-653852,
-480360,
-653852
],
[
55,
39,
71,
55,
39,
71
],
[
125,
86,
157,
125,
86,
157
],
[
17,
17,
18,
17,
17,
18
],
[
5220,
1858,
3362,
5220,
1858,
3362
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407806,
335975,
-10636,
114625,
-584952,
241556
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5436,
"evaluation_days": 1812,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608048000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759320365158,
"expiration_time": 1764002304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|