| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 520408.4021 | 245693.8004 | 274714.6017 | 1579798.7356 | -355344.8311 | 1935143.5667 |
| Total P&L (%) | 520.4084 | 245.6938 | 274.7146 | 1579.7987 | -355.3448 | 1935.1436 |
| Avg Daily Profit (%) | 0.2859 | 0.135 | 0.1509 | 0.1551 | 0 | 0.1656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83761 | -69073 | -84570 | -2525068 | -1868746 | -3026044 |
| Profit Factor | 2.0288 | 1.964 | 2.0945 | 1.1339 | 0.9369 | 1.3136 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
| Profitability (%) | 58.0247 | 51.2195 | 65 | 58.0247 | 51.2195 | 65 |
| Ratio Avg Win / Avg Loss | 1.4676 | 1.8705 | 1.1278 | 0.8202 | 0.8923 | 0.7073 |
| Largest Winning Trade | 74989 | 74989 | 54004 | 857995 | 742724 | 857995 |
| Largest Losing Trade | -62998 | -28956 | -62998 | -2215010 | -921930 | -2215010 |
| Avg Bars in Trades | 124 | 61 | 189 | 124 | 61 | 189 |
| Avg Bars in Winners | 155 | 59 | 231 | 155 | 59 | 231 |
| Avg Bars in Losers | 82 | 62 | 109 | 82 | 62 | 109 |
| Bars Traded | 10077 | 2513 | 7564 | 10077 | 2513 | 7564 |
| 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 | -3443 | -8935 | 433640 | -82239 | -580584 | 295806 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10923,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606060800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070119010,
"expiration_time": 1764773136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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": [
[
520408.4021094964,
245693.8004092282,
274714.6017002689,
1579798.7356323642,
-355344.8310562078,
1935143.566688572
],
[
520.408402,
245.6938,
274.714602,
1579.798736,
-355.344831,
1935.143567
],
[
0.28586,
0.13496,
0.150901,
0.155092,
0,
0.165649
],
[
10,
10,
10,
10,
10,
10
],
[
-83761,
-69073,
-84570,
-2525068,
-1868746,
-3026044
],
[
2.028758,
1.963983,
2.094537,
1.133873,
0.936877,
1.31357
],
[
81,
41,
40,
81,
41,
40
],
[
47,
21,
26,
47,
21,
26
],
[
34,
20,
14,
34,
20,
14
],
[
58.024691,
51.219512,
65,
58.024691,
51.219512,
65
],
[
1.467612,
1.87046,
1.127827,
0.820249,
0.892264,
0.707307
],
[
74989,
74989,
54004,
857995,
742724,
857995
],
[
-62998,
-28956,
-62998,
-2215010,
-921930,
-2215010
],
[
124,
61,
189,
124,
61,
189
],
[
155,
59,
231,
155,
59,
231
],
[
82,
62,
109,
82,
62,
109
],
[
10077,
2513,
7564,
10077,
2513,
7564
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3443,
-8935,
433640,
-82239,
-580584,
295806
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10923,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606060800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070119010,
"expiration_time": 1764773136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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) |
|---|