| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 503835.1434 | 303584.388 | 200250.7554 | 527509.5758 | -837711.2241 | 1365220.7999 |
| Total P&L (%) | 503.8351 | 303.5844 | 200.2508 | 527.5096 | -837.7112 | 1365.2208 |
| Avg Daily Profit (%) | 0.2768 | 0.1668 | 0.11 | 0.101 | 0 | 0.1476 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109446 | -81010 | -65981 | -3446821 | -1741313 | -2855446 |
| Profit Factor | 1.8206 | 1.9965 | 1.6473 | 1.0484 | 0.8308 | 1.2298 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 65 | 23 | 42 | 65 | 23 | 42 |
| Losing Trades | 79 | 49 | 30 | 79 | 49 | 30 |
| Profitability (%) | 45.1389 | 31.9444 | 58.3333 | 45.1389 | 31.9444 | 58.3333 |
| Ratio Avg Win / Avg Loss | 2.2127 | 4.2534 | 1.1766 | 1.2742 | 1.7701 | 0.8784 |
| Largest Winning Trade | 269145 | 269145 | 69831 | 1675291 | 962588 | 1675291 |
| Largest Losing Trade | -48747 | -20184 | -48747 | -1601547 | -441110 | -1601547 |
| Avg Bars in Trades | 37 | 26 | 48 | 37 | 26 | 48 |
| Avg Bars in Winners | 53 | 40 | 60 | 53 | 40 | 60 |
| Avg Bars in Losers | 23 | 19 | 31 | 23 | 19 | 31 |
| Bars Traded | 5371 | 1882 | 3489 | 5371 | 1882 | 3489 |
| 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 | 383004 | -75071 | -122193 | -226541 | -664202 | -75682 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5460,
"evaluation_days": 1820,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604908800000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760021706833,
"expiration_time": 1764714240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
503835.1433845466,
303584.3879624613,
200250.7554220851,
527509.5758111941,
-837711.2241379198,
1365220.799949115
],
[
503.835143,
303.584388,
200.250755,
527.509576,
-837.711224,
1365.2208
],
[
0.276832,
0.166805,
0.110028,
0.100962,
0,
0.147614
],
[
10,
10,
10,
10,
10,
10
],
[
-109446,
-81010,
-65981,
-3446821,
-1741313,
-2855446
],
[
1.82056,
1.996502,
1.647298,
1.048426,
0.830846,
1.229808
],
[
144,
72,
72,
144,
72,
72
],
[
65,
23,
42,
65,
23,
42
],
[
79,
49,
30,
79,
49,
30
],
[
45.138889,
31.944444,
58.333333,
45.138889,
31.944444,
58.333333
],
[
2.21268,
4.253416,
1.176642,
1.274241,
1.770064,
0.878435
],
[
269145,
269145,
69831,
1675291,
962588,
1675291
],
[
-48747,
-20184,
-48747,
-1601547,
-441110,
-1601547
],
[
37,
26,
48,
37,
26,
48
],
[
53,
40,
60,
53,
40,
60
],
[
23,
19,
31,
23,
19,
31
],
[
5371,
1882,
3489,
5371,
1882,
3489
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383004,
-75071,
-122193,
-226541,
-664202,
-75682
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5460,
"evaluation_days": 1820,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604908800000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760021706833,
"expiration_time": 1764714240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|