| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290256.9237 | 151131.783 | 139125.1407 | 33904.7901 | -251509.8069 | 285414.597 |
| Total P&L (%) | 290.2569 | 151.1318 | 139.1251 | 33.9048 | -251.5098 | 285.4146 |
| Avg Daily Profit (%) | 0.1593 | 0.083 | 0.0764 | 0.016 | 0 | 0.0741 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116818 | -140854 | -54250 | -457717 | -542655 | -147109 |
| Profit Factor | 1.5708 | 1.5419 | 1.6059 | 1.0227 | 0.7116 | 1.4609 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 45 | 42 | 48 | 45 | 42 | 48 |
| Ratio Avg Win / Avg Loss | 1.9199 | 2.1293 | 1.7398 | 1.25 | 0.9827 | 1.5826 |
| Largest Winning Trade | 281012 | 281012 | 59089 | 281012 | 281012 | 162872 |
| Largest Losing Trade | -35257 | -25646 | -35257 | -147109 | -126639 | -147109 |
| Avg Bars in Trades | 51 | 36 | 65 | 51 | 36 | 65 |
| Avg Bars in Winners | 79 | 53 | 101 | 79 | 53 | 101 |
| Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
| Bars Traded | 5114 | 1830 | 3283 | 5114 | 1830 | 3283 |
| Profit Streak | 6.6834 | 16.6834 | 6.6834 | 6.6834 | 16.6834 | 6.6834 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365503 | -261201 | -267196 | -369690 | -762464 | -271101 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142248124,
"expiration_time": 1764862560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
290256.923710858,
151131.7830331461,
139125.1406777117,
33904.7900848664,
-251509.8069212102,
285414.5970060765
],
[
290.256924,
151.131783,
139.125141,
33.90479,
-251.509807,
285.414597
],
[
0.159336,
0.082963,
0.076372,
0.016028,
0,
0.074089
],
[
10,
10,
10,
10,
10,
10
],
[
-116818,
-140854,
-54250,
-457717,
-542655,
-147109
],
[
1.570812,
1.541899,
1.605931,
1.022734,
0.711618,
1.460906
],
[
100,
50,
50,
100,
50,
50
],
[
45,
21,
24,
45,
21,
24
],
[
55,
29,
26,
55,
29,
26
],
[
45,
42,
48,
45,
42,
48
],
[
1.919881,
2.129289,
1.739759,
1.250008,
0.982711,
1.582648
],
[
281012,
281012,
59089,
281012,
281012,
162872
],
[
-35257,
-25646,
-35257,
-147109,
-126639,
-147109
],
[
51,
36,
65,
51,
36,
65
],
[
79,
53,
101,
79,
53,
101
],
[
28,
24,
32,
28,
24,
32
],
[
5114,
1830,
3283,
5114,
1830,
3283
],
[
6.683427,
16.683427,
6.683427,
6.683427,
16.683427,
6.683427
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365503,
-261201,
-267196,
-369690,
-762464,
-271101
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5465,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608710400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142248124,
"expiration_time": 1764862560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|