| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 566692.105 | 364136.5537 | 202555.5513 | 490480.1581 | -49213.796 | 539693.9541 |
| Total P&L (%) | 566.6921 | 364.1366 | 202.5556 | 490.4802 | -49.2138 | 539.694 |
| Avg Daily Profit (%) | 0.3119 | 0.2004 | 0.1115 | 0.0978 | -0.0373 | 0.1022 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82495 | -58731 | -75069 | -1399937 | -680727 | -1235021 |
| Profit Factor | 1.846 | 2.1842 | 1.559 | 1.1 | 0.9758 | 1.1882 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
| Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
| Profitability (%) | 42.8571 | 34.9206 | 50.7937 | 42.8571 | 34.9206 | 50.7937 |
| Ratio Avg Win / Avg Loss | 2.4614 | 4.0706 | 1.5103 | 1.4667 | 1.8186 | 1.151 |
| Largest Winning Trade | 304232 | 304232 | 72874 | 728608 | 366382 | 728608 |
| Largest Losing Trade | -63517 | -20356 | -63517 | -701238 | -213815 | -701238 |
| Avg Bars in Trades | 168 | 119 | 218 | 168 | 119 | 218 |
| Avg Bars in Winners | 266 | 178 | 326 | 266 | 178 | 326 |
| Avg Bars in Losers | 95 | 87 | 106 | 95 | 87 | 106 |
| Bars Traded | 21245 | 7502 | 13743 | 21245 | 7502 | 13743 |
| 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 | 361914 | -141042 | -187981 | -175372 | -730822 | -216278 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21806,
"evaluation_days": 1817.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604383200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759821257913,
"expiration_time": 1765468915200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 224,
"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": [
[
566692.1050492601,
364136.5537287104,
202555.5513205495,
490480.1580792973,
-49213.7959932653,
539693.9540725625
],
[
566.692105,
364.136554,
202.555551,
490.480158,
-49.213796,
539.693954
],
[
0.311854,
0.200387,
0.111468,
0.097769,
-0.037279,
0.102179
],
[
10,
10,
10,
10,
10,
10
],
[
-82495,
-58731,
-75069,
-1399937,
-680727,
-1235021
],
[
1.846026,
2.184209,
1.559029,
1.100042,
0.97581,
1.188161
],
[
126,
63,
63,
126,
63,
63
],
[
54,
22,
32,
54,
22,
32
],
[
72,
41,
31,
72,
41,
31
],
[
42.857143,
34.920635,
50.793651,
42.857143,
34.920635,
50.793651
],
[
2.461368,
4.070571,
1.51031,
1.466722,
1.818556,
1.151031
],
[
304232,
304232,
72874,
728608,
366382,
728608
],
[
-63517,
-20356,
-63517,
-701238,
-213815,
-701238
],
[
168,
119,
218,
168,
119,
218
],
[
266,
178,
326,
266,
178,
326
],
[
95,
87,
106,
95,
87,
106
],
[
21245,
7502,
13743,
21245,
7502,
13743
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361914,
-141042,
-187981,
-175372,
-730822,
-216278
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21806,
"evaluation_days": 1817.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604383200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759821257913,
"expiration_time": 1765468915200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 224,
"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) |
|---|