| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680653.4445 | 422848.7408 | 257804.7037 | 2265184.3153 | 291468.2565 | 1973716.0587 |
| Total P&L (%) | 680.6534 | 422.8487 | 257.8047 | 2265.1843 | 291.4683 | 1973.7161 |
| Avg Daily Profit (%) | 0.3751 | 0.233 | 0.1421 | 0.1745 | 0.0752 | 0.1672 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86325 | -67744 | -49700 | -2862691 | -2420298 | -1126039 |
| Profit Factor | 2.0165 | 2.1088 | 1.8944 | 1.1644 | 1.0392 | 1.3113 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 57 | 21 | 36 | 57 | 21 | 36 |
| Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
| Profitability (%) | 37.5 | 27.6316 | 47.3684 | 37.5 | 27.6316 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.3608 | 5.523 | 2.1048 | 1.9406 | 2.7216 | 1.457 |
| Largest Winning Trade | 310897 | 310897 | 73092 | 1743844 | 1743844 | 1022916 |
| Largest Losing Trade | -29975 | -22145 | -29975 | -822523 | -577929 | -822523 |
| Avg Bars in Trades | 141 | 112 | 171 | 141 | 112 | 171 |
| Avg Bars in Winners | 244 | 214 | 262 | 244 | 214 | 262 |
| Avg Bars in Losers | 80 | 73 | 89 | 80 | 73 | 89 |
| Bars Traded | 21557 | 8525 | 13032 | 21557 | 8525 | 13032 |
| Profit Streak | 47.1982 | 47.1982 | 56.0315 | 47.1982 | 47.1982 | 56.0315 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385914 | -55201 | -49269 | -33438 | -335925 | -41589 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21774,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604080800000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589125145,
"expiration_time": 1765230220800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 50,
"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": [
[
680653.4444717091,
422848.7407860237,
257804.7036856851,
2265184.3152961014,
291468.2565478778,
1973716.058748225
],
[
680.653444,
422.848741,
257.804704,
2265.184315,
291.468257,
1973.716059
],
[
0.375119,
0.233039,
0.14208,
0.174494,
0.075241,
0.167234
],
[
10,
10,
10,
10,
10,
10
],
[
-86325,
-67744,
-49700,
-2862691,
-2420298,
-1126039
],
[
2.016473,
2.108772,
1.894359,
1.164368,
1.039173,
1.311279
],
[
152,
76,
76,
152,
76,
76
],
[
57,
21,
36,
57,
21,
36
],
[
95,
55,
40,
95,
55,
40
],
[
37.5,
27.631579,
47.368421,
37.5,
27.631579,
47.368421
],
[
3.360788,
5.522975,
2.104844,
1.940613,
2.721644,
1.456976
],
[
310897,
310897,
73092,
1743844,
1743844,
1022916
],
[
-29975,
-22145,
-29975,
-822523,
-577929,
-822523
],
[
141,
112,
171,
141,
112,
171
],
[
244,
214,
262,
244,
214,
262
],
[
80,
73,
89,
80,
73,
89
],
[
21557,
8525,
13032,
21557,
8525,
13032
],
[
47.198208,
47.198208,
56.031541,
47.198208,
47.198208,
56.031541
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385914,
-55201,
-49269,
-33438,
-335925,
-41589
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21774,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604080800000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589125145,
"expiration_time": 1765230220800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 50,
"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) |
|---|