| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 641080.5247 | 375251.8214 | 265828.7033 | 1686976.9799 | -756357.2372 | 2443334.2171 |
| Total P&L (%) | 641.0805 | 375.2518 | 265.8287 | 1686.977 | -756.3572 | 2443.3342 |
| Avg Daily Profit (%) | 0.3531 | 0.2067 | 0.1464 | 0.1589 | 0 | 0.1784 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130666 | -98956 | -73345 | -4254711 | -2309459 | -2710841 |
| Profit Factor | 1.7391 | 1.8103 | 1.6575 | 1.1204 | 0.8925 | 1.3505 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 98 | 38 | 60 | 98 | 38 | 60 |
| Losing Trades | 120 | 71 | 49 | 120 | 71 | 49 |
| Profitability (%) | 44.9541 | 34.8624 | 55.0459 | 44.9541 | 34.8624 | 55.0459 |
| Ratio Avg Win / Avg Loss | 2.1295 | 3.3825 | 1.3537 | 1.372 | 1.6676 | 1.1029 |
| Largest Winning Trade | 252919 | 252919 | 56377 | 1469324 | 688954 | 1469324 |
| Largest Losing Trade | -52339 | -22996 | -52339 | -1597560 | -471069 | -1597560 |
| Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
| Avg Bars in Winners | 24 | 23 | 24 | 24 | 23 | 24 |
| Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
| Bars Traded | 3599 | 1568 | 2031 | 3599 | 1568 | 2031 |
| Profit Streak | 27.3875 | 49.8875 | 27.3875 | 27.3875 | 49.8875 | 27.3875 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472046 | 224278 | 203757 | -79888 | -582882 | 340347 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3631,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603713600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759612678778,
"expiration_time": 1764284976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.29533,
"nc": 0.1
}
}
} {
"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": [
[
641080.5246928044,
375251.821416903,
265828.703275901,
1686976.9798846082,
-756357.2372052345,
2443334.21708984
],
[
641.080525,
375.251821,
265.828703,
1686.97698,
-756.357237,
2443.334217
],
[
0.353115,
0.206693,
0.146422,
0.158931,
0,
0.178405
],
[
10,
10,
10,
10,
10,
10
],
[
-130666,
-98956,
-73345,
-4254711,
-2309459,
-2710841
],
[
1.73912,
1.81034,
1.65754,
1.120439,
0.892492,
1.350472
],
[
218,
109,
109,
218,
109,
109
],
[
98,
38,
60,
98,
38,
60
],
[
120,
71,
49,
120,
71,
49
],
[
44.954128,
34.862385,
55.045872,
44.954128,
34.862385,
55.045872
],
[
2.129534,
3.382478,
1.353658,
1.371966,
1.667552,
1.102886
],
[
252919,
252919,
56377,
1469324,
688954,
1469324
],
[
-52339,
-22996,
-52339,
-1597560,
-471069,
-1597560
],
[
16,
14,
18,
16,
14,
18
],
[
24,
23,
24,
24,
23,
24
],
[
10,
9,
11,
10,
9,
11
],
[
3599,
1568,
2031,
3599,
1568,
2031
],
[
27.387486,
49.887486,
27.387486,
27.387486,
49.887486,
27.387486
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472046,
224278,
203757,
-79888,
-582882,
340347
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3631,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603713600000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759612678778,
"expiration_time": 1764284976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.29533,
"nc": 0.1
}
}
}
| # | 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) |
|---|