| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598601.3029 | 374503.907 | 224097.3959 | 1432356.2388 | -1023777.1737 | 2456133.4125 |
| Total P&L (%) | 598.6013 | 374.5039 | 224.0974 | 1432.3562 | -1023.7772 | 2456.1334 |
| Avg Daily Profit (%) | 0.3298 | 0.2063 | 0.1235 | 0.1505 | 0 | 0.1787 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107771 | -79620 | -95669 | -7214344 | -4958789 | -4202358 |
| Profit Factor | 2.1529 | 2.288 | 1.9809 | 1.0675 | 0.9137 | 1.2625 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
| Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
| Profitability (%) | 33.6207 | 25.8621 | 41.3793 | 33.6207 | 25.8621 | 41.3793 |
| Ratio Avg Win / Avg Loss | 4.2506 | 6.559 | 2.8063 | 2.1076 | 2.6194 | 1.7886 |
| Largest Winning Trade | 294961 | 294961 | 73543 | 1958478 | 1958478 | 1595146 |
| Largest Losing Trade | -36058 | -31693 | -36058 | -1582600 | -1498419 | -1582600 |
| Avg Bars in Trades | 30 | 20 | 40 | 30 | 20 | 40 |
| Avg Bars in Winners | 64 | 46 | 75 | 64 | 46 | 75 |
| Avg Bars in Losers | 13 | 10 | 16 | 13 | 10 | 16 |
| Bars Traded | 3529 | 1167 | 2362 | 3529 | 1167 | 2362 |
| Profit Streak | 50.0298 | 50.0298 | 57.0298 | 50.0298 | 50.0298 | 57.0298 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309504 | -193474 | -206843 | -142212 | -783506 | -173605 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606564800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759581774570,
"expiration_time": 1764240480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.32222,
"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": [
[
598601.3029039343,
374503.907014257,
224097.3958896772,
1432356.2388400205,
-1023777.173708939,
2456133.412548959
],
[
598.601303,
374.503907,
224.097396,
1432.356239,
-1023.777174,
2456.133413
],
[
0.329808,
0.206338,
0.12347,
0.150493,
0,
0.178731
],
[
10,
10,
10,
10,
10,
10
],
[
-107771,
-79620,
-95669,
-7214344,
-4958789,
-4202358
],
[
2.15289,
2.288008,
1.980923,
1.067486,
0.913738,
1.26251
],
[
116,
58,
58,
116,
58,
58
],
[
39,
15,
24,
39,
15,
24
],
[
77,
43,
34,
77,
43,
34
],
[
33.62069,
25.862069,
41.37931,
33.62069,
25.862069,
41.37931
],
[
4.250579,
6.558956,
2.806307,
2.1076,
2.619381,
1.788555
],
[
294961,
294961,
73543,
1958478,
1958478,
1595146
],
[
-36058,
-31693,
-36058,
-1582600,
-1498419,
-1582600
],
[
30,
20,
40,
30,
20,
40
],
[
64,
46,
75,
64,
46,
75
],
[
13,
10,
16,
13,
10,
16
],
[
3529,
1167,
2362,
3529,
1167,
2362
],
[
50.029798,
50.029798,
57.029798,
50.029798,
50.029798,
57.029798
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309504,
-193474,
-206843,
-142212,
-783506,
-173605
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3630,
"evaluation_days": 1815,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606564800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759581774570,
"expiration_time": 1764240480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 89,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.32222,
"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) |
|---|