| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 558400.0441 | 254085.1968 | 304314.8473 | 2731769.8406 | 350061.2492 | 2381708.5915 |
| Total P&L (%) | 558.4 | 254.0852 | 304.3148 | 2731.7698 | 350.0612 | 2381.7086 |
| Avg Daily Profit (%) | 0.3072 | 0.1398 | 0.1674 | 0.1841 | 0.0828 | 0.1768 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68811 | -67390 | -119385 | -2842852 | -2292998 | -1437306 |
| Profit Factor | 1.3736 | 1.3384 | 1.4091 | 1.1378 | 1.0348 | 1.244 |
| Total Trades | 642 | 321 | 321 | 642 | 321 | 321 |
| Winning Trades | 321 | 157 | 164 | 321 | 157 | 164 |
| Losing Trades | 321 | 164 | 157 | 321 | 164 | 157 |
| Profitability (%) | 50 | 48.9097 | 51.0903 | 50 | 48.9097 | 51.0903 |
| Ratio Avg Win / Avg Loss | 1.3736 | 1.3981 | 1.349 | 1.1378 | 1.0809 | 1.1909 |
| Largest Winning Trade | 41400 | 40167 | 41400 | 1141072 | 602255 | 1141072 |
| Largest Losing Trade | -50540 | -28848 | -50540 | -616594 | -412791 | -616594 |
| Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
| Avg Bars in Winners | 37 | 26 | 48 | 37 | 26 | 48 |
| Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
| Bars Traded | 21616 | 8560 | 13056 | 21616 | 8560 | 13056 |
| Profit Streak | 0 | 15.73 | 0 | 0 | 15.73 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462290 | -3669 | 336873 | -57655 | -262221 | 318447 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21815,
"evaluation_days": 1817.92,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603461600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887075887,
"expiration_time": 1765536048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 96,
"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": [
[
558400.0440919776,
254085.1967695488,
304314.8473224289,
2731769.840636288,
350061.2491778031,
2381708.5914584827
],
[
558.400044,
254.085197,
304.314847,
2731.769841,
350.061249,
2381.708591
],
[
0.307164,
0.139767,
0.167397,
0.184088,
0.082778,
0.176816
],
[
10,
10,
10,
10,
10,
10
],
[
-68811,
-67390,
-119385,
-2842852,
-2292998,
-1437306
],
[
1.373621,
1.338434,
1.409137,
1.137833,
1.0348,
1.244025
],
[
642,
321,
321,
642,
321,
321
],
[
321,
157,
164,
321,
157,
164
],
[
321,
164,
157,
321,
164,
157
],
[
50,
48.909657,
51.090343,
50,
48.909657,
51.090343
],
[
1.373621,
1.39811,
1.348991,
1.137833,
1.080937,
1.190927
],
[
41400,
40167,
41400,
1141072,
602255,
1141072
],
[
-50540,
-28848,
-50540,
-616594,
-412791,
-616594
],
[
33,
26,
40,
33,
26,
40
],
[
37,
26,
48,
37,
26,
48
],
[
29,
26,
32,
29,
26,
32
],
[
21616,
8560,
13056,
21616,
8560,
13056
],
[
0,
15.730045,
0,
0,
15.730045,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462290,
-3669,
336873,
-57655,
-262221,
318447
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21815,
"evaluation_days": 1817.92,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603461600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759887075887,
"expiration_time": 1765536048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 96,
"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) |
|---|