| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 604828.2058 | 361149.2767 | 243678.9291 | 861778.3454 | -24532.8589 | 886311.2043 |
| Total P&L (%) | 604.8282 | 361.1493 | 243.6789 | 861.7783 | -24.5329 | 886.3112 |
| Avg Daily Profit (%) | 0.3319 | 0.1982 | 0.1337 | 0.1243 | -0.0154 | 0.1257 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84491 | -69354 | -55216 | -1130286 | -1126809 | -943844 |
| Profit Factor | 1.8561 | 1.9488 | 1.7478 | 1.135 | 0.9923 | 1.2786 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
| Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
| Profitability (%) | 38.4058 | 27.5362 | 49.2754 | 38.4058 | 27.5362 | 49.2754 |
| Ratio Avg Win / Avg Loss | 2.9767 | 5.1283 | 1.7992 | 1.8203 | 2.6114 | 1.3162 |
| Largest Winning Trade | 296730 | 296730 | 68076 | 634757 | 634757 | 473651 |
| Largest Losing Trade | -55216 | -34251 | -55216 | -943844 | -501030 | -943844 |
| Avg Bars in Trades | 156 | 140 | 172 | 156 | 140 | 172 |
| Avg Bars in Winners | 256 | 272 | 247 | 256 | 272 | 247 |
| Avg Bars in Losers | 94 | 90 | 99 | 94 | 90 | 99 |
| Bars Traded | 21602 | 9712 | 11890 | 21602 | 9712 | 11890 |
| 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 | 307574 | -109288 | -113466 | -101740 | -698594 | -127131 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21871,
"evaluation_days": 1822.58,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604196000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760286917140,
"expiration_time": 1765953763200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 198,
"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": [
[
604828.2057978743,
361149.2766844925,
243678.9291133818,
861778.3453516592,
-24532.8589161416,
886311.2042678014
],
[
604.828206,
361.149277,
243.678929,
861.778345,
-24.532859,
886.311204
],
[
0.331853,
0.198153,
0.1337,
0.124275,
-0.015442,
0.125659
],
[
10,
10,
10,
10,
10,
10
],
[
-84491,
-69354,
-55216,
-1130286,
-1126809,
-943844
],
[
1.856067,
1.948768,
1.747782,
1.135008,
0.992338,
1.278615
],
[
138,
69,
69,
138,
69,
69
],
[
53,
19,
34,
53,
19,
34
],
[
85,
50,
35,
85,
50,
35
],
[
38.405797,
27.536232,
49.275362,
38.405797,
27.536232,
49.275362
],
[
2.976711,
5.128337,
1.799187,
1.820296,
2.611417,
1.316221
],
[
296730,
296730,
68076,
634757,
634757,
473651
],
[
-55216,
-34251,
-55216,
-943844,
-501030,
-943844
],
[
156,
140,
172,
156,
140,
172
],
[
256,
272,
247,
256,
272,
247
],
[
94,
90,
99,
94,
90,
99
],
[
21602,
9712,
11890,
21602,
9712,
11890
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307574,
-109288,
-113466,
-101740,
-698594,
-127131
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21871,
"evaluation_days": 1822.58,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604196000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760286917140,
"expiration_time": 1765953763200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 198,
"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) |
|---|