| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 634539.717 | 381336.8325 | 253202.8845 | 1574889.9568 | -314947.5234 | 1889837.4801 |
| Total P&L (%) | 634.5397 | 381.3368 | 253.2029 | 1574.89 | -314.9475 | 1889.8375 |
| Avg Daily Profit (%) | 0.3515 | 0.2113 | 0.1403 | 0.1563 | 0 | 0.1658 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100589 | -79303 | -42521 | -2814138 | -2643534 | -1401529 |
| Profit Factor | 1.9677 | 1.9895 | 1.9366 | 1.1194 | 0.9569 | 1.3213 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
| Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
| Profitability (%) | 44.9704 | 38.8235 | 51.1905 | 44.9704 | 38.8235 | 51.1905 |
| Ratio Avg Win / Avg Loss | 2.4078 | 3.135 | 1.8465 | 1.3698 | 1.5079 | 1.2599 |
| Largest Winning Trade | 329052 | 329052 | 55568 | 1501170 | 1501170 | 916744 |
| Largest Losing Trade | -28167 | -21903 | -28167 | -843269 | -468827 | -843269 |
| Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
| Avg Bars in Winners | 91 | 90 | 93 | 91 | 90 | 93 |
| Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
| Bars Traded | 10640 | 5179 | 5461 | 10640 | 5179 | 5461 |
| Profit Streak | 0 | 0 | 85.4938 | 0 | 0 | 85.4938 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432006 | 245670 | -1303 | -82628 | -582673 | 314849 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604822400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901860741,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 62,
"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": [
[
634539.7170185251,
381336.8325124467,
253202.8845060784,
1574889.9567620626,
-314947.5233811732,
1889837.480143237
],
[
634.539717,
381.336833,
253.202885,
1574.889957,
-314.947523,
1889.83748
],
[
0.351546,
0.211267,
0.140279,
0.156262,
0,
0.165824
],
[
10,
10,
10,
10,
10,
10
],
[
-100589,
-79303,
-42521,
-2814138,
-2643534,
-1401529
],
[
1.967677,
1.989497,
1.936573,
1.119369,
0.956927,
1.321316
],
[
169,
85,
84,
169,
85,
84
],
[
76,
33,
43,
76,
33,
43
],
[
93,
52,
41,
93,
52,
41
],
[
44.970414,
38.823529,
51.190476,
44.970414,
38.823529,
51.190476
],
[
2.407816,
3.134965,
1.8465,
1.369755,
1.507884,
1.25986
],
[
329052,
329052,
55568,
1501170,
1501170,
916744
],
[
-28167,
-21903,
-28167,
-843269,
-468827,
-843269
],
[
62,
60,
65,
62,
60,
65
],
[
91,
90,
93,
91,
90,
93
],
[
39,
42,
35,
39,
42,
35
],
[
10640,
5179,
5461,
10640,
5179,
5461
],
[
0,
0,
85.493758,
0,
0,
85.493759
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432006,
245670,
-1303,
-82628,
-582673,
314849
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604822400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901860741,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 62,
"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) |
|---|