| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 529190.9234 | 361233.3196 | 167957.6039 | 130690.6343 | 161559.3082 | -30868.6738 |
| Total P&L (%) | 529.1909 | 361.2333 | 167.9576 | 130.6906 | 161.5593 | -30.8687 |
| Avg Daily Profit (%) | 0.2905 | 0.1983 | 0.0922 | 0.0459 | 0.0528 | -0.0203 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109837 | -104292 | -71026 | -581797 | -391440 | -485894 |
| Profit Factor | 1.6662 | 1.903 | 1.4259 | 1.052 | 1.1427 | 0.9777 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 67 | 26 | 41 | 67 | 26 | 41 |
| Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
| Profitability (%) | 45.2703 | 35.1351 | 55.4054 | 45.2703 | 35.1351 | 55.4054 |
| Ratio Avg Win / Avg Loss | 2.0143 | 3.5132 | 1.1477 | 1.2718 | 2.1096 | 0.7869 |
| Largest Winning Trade | 338160 | 338160 | 65417 | 382185 | 382185 | 245832 |
| Largest Losing Trade | -61922 | -31053 | -61922 | -332993 | -104712 | -332993 |
| Avg Bars in Trades | 145 | 129 | 162 | 145 | 129 | 162 |
| Avg Bars in Winners | 202 | 190 | 210 | 202 | 190 | 210 |
| Avg Bars in Losers | 99 | 96 | 103 | 99 | 96 | 103 |
| Bars Traded | 21594 | 9576 | 12017 | 21594 | 9576 | 12017 |
| 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 | 378707 | -59019 | -132488 | -296377 | -255075 | -644257 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21858,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604073600000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760194414038,
"expiration_time": 1765856793600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
529190.9234438085,
361233.3195530599,
167957.6038907483,
130690.6343405415,
161559.3081840729,
-30868.6738435313
],
[
529.190923,
361.23332,
167.957604,
130.690634,
161.559308,
-30.868674
],
[
0.290525,
0.198316,
0.092208,
0.045902,
0.0528,
-0.020265
],
[
10,
10,
10,
10,
10,
10
],
[
-109837,
-104292,
-71026,
-581797,
-391440,
-485894
],
[
1.666166,
1.902962,
1.425933,
1.052001,
1.142714,
0.97765
],
[
148,
74,
74,
148,
74,
74
],
[
67,
26,
41,
67,
26,
41
],
[
81,
48,
33,
81,
48,
33
],
[
45.27027,
35.135135,
55.405405,
45.27027,
35.135135,
55.405405
],
[
2.01432,
3.51316,
1.147702,
1.271822,
2.109625,
0.786889
],
[
338160,
338160,
65417,
382185,
382185,
245832
],
[
-61922,
-31053,
-61922,
-332993,
-104712,
-332993
],
[
145,
129,
162,
145,
129,
162
],
[
202,
190,
210,
202,
190,
210
],
[
99,
96,
103,
99,
96,
103
],
[
21594,
9576,
12017,
21594,
9576,
12017
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378707,
-59019,
-132488,
-296377,
-255075,
-644257
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21858,
"evaluation_days": 1821.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604073600000,
"last_datapoint_time": 1760191200000,
"evaluation_time": 1760194414038,
"expiration_time": 1765856793600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|