| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 823933.2712 | 506047.15 | 317886.1213 | 6351432.1689 | -2889469.8014 | 9240901.9704 |
| Total P&L (%) | 823.9333 | 506.0472 | 317.8861 | 6351.4322 | -2889.4698 | 9240.902 |
| Avg Daily Profit (%) | 0.4525 | 0.2779 | 0.1746 | 0.2291 | 0 | 0.2495 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112437 | -92173 | -44074 | -15075575 | -13730899 | -5565896 |
| Profit Factor | 1.9147 | 1.9945 | 1.8111 | 1.1196 | 0.9022 | 1.3927 |
| Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
| Winning Trades | 107 | 44 | 63 | 107 | 44 | 63 |
| Losing Trades | 200 | 110 | 90 | 200 | 110 | 90 |
| Profitability (%) | 34.8534 | 28.5714 | 41.1765 | 34.8534 | 28.5714 | 41.1765 |
| Ratio Avg Win / Avg Loss | 3.5789 | 4.9862 | 2.5874 | 2.0928 | 2.2556 | 1.9895 |
| Largest Winning Trade | 338922 | 338922 | 55877 | 6589570 | 6589570 | 4377256 |
| Largest Losing Trade | -16911 | -16252 | -16911 | -2144808 | -2144808 | -2083464 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 33 | 38 | 29 | 33 | 38 | 29 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5390 | 2729 | 2661 | 5390 | 2729 | 2661 |
| Profit Streak | 8.9694 | 9.9694 | 0 | 8.9694 | 9.9694 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377754 | -387 | 285565 | -82859 | -590881 | 263329 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760080560158,
"expiration_time": 1764773568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 49,
"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": [
[
823933.2712499639,
506047.1499993339,
317886.1212506302,
6351432.168926882,
-2889469.8014369044,
9240901.970363792
],
[
823.933271,
506.04715,
317.886121,
6351.432169,
-2889.469801,
9240.90197
],
[
0.452544,
0.277946,
0.174598,
0.229128,
0,
0.249504
],
[
10,
10,
10,
10,
10,
10
],
[
-112437,
-92173,
-44074,
-15075575,
-13730899,
-5565896
],
[
1.91471,
1.99447,
1.811146,
1.119644,
0.902225,
1.392661
],
[
307,
154,
153,
307,
154,
153
],
[
107,
44,
63,
107,
44,
63
],
[
200,
110,
90,
200,
110,
90
],
[
34.85342,
28.571429,
41.176471,
34.85342,
28.571429,
41.176471
],
[
3.578898,
4.986176,
2.587351,
2.092792,
2.255562,
1.989515
],
[
338922,
338922,
55877,
6589570,
6589570,
4377256
],
[
-16911,
-16252,
-16911,
-2144808,
-2144808,
-2083464
],
[
17,
17,
17,
17,
17,
17
],
[
33,
38,
29,
33,
38,
29
],
[
9,
9,
9,
9,
9,
9
],
[
5390,
2729,
2661,
5390,
2729,
2661
],
[
8.969446,
9.969446,
0,
8.969446,
9.969446,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377754,
-387,
285565,
-82859,
-590881,
263329
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760080560158,
"expiration_time": 1764773568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 49,
"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) |
|---|