| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 416486.0818 | 236340.5375 | 180145.5443 | 458086.9936 | -1039985.4754 | 1498072.4691 |
| Total P&L (%) | 416.4861 | 236.3405 | 180.1455 | 458.087 | -1039.9855 | 1498.0725 |
| Avg Daily Profit (%) | 0.2303 | 0.1307 | 0.0996 | 0.0951 | 0 | 0.1534 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128278 | -97353 | -58441 | -1934465 | -1674814 | -643787 |
| Profit Factor | 1.9905 | 1.9633 | 2.0288 | 1.0784 | 0.7221 | 1.714 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
| Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
| Profitability (%) | 40.2985 | 29.4118 | 51.5152 | 40.2985 | 29.4118 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.949 | 4.7119 | 1.9094 | 1.5977 | 1.733 | 1.6132 |
| Largest Winning Trade | 217723 | 217723 | 72565 | 751425 | 717048 | 751425 |
| Largest Losing Trade | -36166 | -36166 | -24218 | -754624 | -754624 | -363985 |
| Avg Bars in Trades | 78 | 64 | 93 | 78 | 64 | 93 |
| Avg Bars in Winners | 129 | 127 | 131 | 129 | 127 | 131 |
| Avg Bars in Losers | 44 | 38 | 54 | 44 | 38 | 54 |
| Bars Traded | 5289 | 2194 | 3095 | 5289 | 2194 | 3095 |
| 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 | -113388 | -25204 | -55952 | -324161 | -588387 | 398126 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5425,
"evaluation_days": 1808.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605715200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759011862130,
"expiration_time": 1763676000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 40,
"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": [
[
416486.0818312312,
236340.5375395541,
180145.5442916768,
458086.9936302429,
-1039985.4754267731,
1498072.4690570154
],
[
416.486082,
236.340538,
180.145544,
458.086994,
-1039.985475,
1498.072469
],
[
0.230315,
0.130695,
0.09962,
0.095124,
0,
0.153374
],
[
10,
10,
10,
10,
10,
10
],
[
-128278,
-97353,
-58441,
-1934465,
-1674814,
-643787
],
[
1.990549,
1.963273,
2.028766,
1.078436,
0.72208,
1.713975
],
[
67,
34,
33,
67,
34,
33
],
[
27,
10,
17,
27,
10,
17
],
[
40,
24,
16,
40,
24,
16
],
[
40.298507,
29.411765,
51.515152,
40.298507,
29.411765,
51.515152
],
[
2.948961,
4.711854,
1.909427,
1.597683,
1.732993,
1.613153
],
[
217723,
217723,
72565,
751425,
717048,
751425
],
[
-36166,
-36166,
-24218,
-754624,
-754624,
-363985
],
[
78,
64,
93,
78,
64,
93
],
[
129,
127,
131,
129,
127,
131
],
[
44,
38,
54,
44,
38,
54
],
[
5289,
2194,
3095,
5289,
2194,
3095
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113388,
-25204,
-55952,
-324161,
-588387,
398126
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5425,
"evaluation_days": 1808.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605715200000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759011862130,
"expiration_time": 1763676000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 40,
"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) |
|---|