| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 564608.9235 | 355985.6476 | 208623.2759 | 735666.866 | -234457.4517 | 970124.3177 |
| Total P&L (%) | 564.6089 | 355.9856 | 208.6233 | 735.6669 | -234.4575 | 970.1243 |
| Avg Daily Profit (%) | 0.3114 | 0.1963 | 0.115 | 0.1171 | 0 | 0.1308 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76021 | -93489 | -54940 | -661984 | -676638 | -469818 |
| Profit Factor | 1.7373 | 1.8642 | 1.5896 | 1.1452 | 0.9166 | 1.4297 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 72 | 27 | 45 | 72 | 27 | 45 |
| Losing Trades | 105 | 61 | 44 | 105 | 61 | 44 |
| Profitability (%) | 40.678 | 30.6818 | 50.5618 | 40.678 | 30.6818 | 50.5618 |
| Ratio Avg Win / Avg Loss | 2.5335 | 4.2117 | 1.5542 | 1.67 | 2.0708 | 1.398 |
| Largest Winning Trade | 260401 | 260401 | 54216 | 487335 | 487335 | 327191 |
| Largest Losing Trade | -37454 | -29707 | -37454 | -217565 | -202379 | -217565 |
| Avg Bars in Trades | 122 | 111 | 132 | 122 | 111 | 132 |
| Avg Bars in Winners | 189 | 189 | 188 | 189 | 189 | 188 |
| Avg Bars in Losers | 76 | 77 | 75 | 76 | 77 | 75 |
| Bars Traded | 21670 | 9845 | 11825 | 21670 | 9845 | 11825 |
| Profit Streak | 12.3006 | 0 | 55.3006 | 12.3006 | 0 | 55.3006 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367314 | 118658 | -35290 | -98010 | -585831 | -15955 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21761,
"evaluation_days": 1813.42,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603166400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759497175836,
"expiration_time": 1765133251200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 247,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 55,
"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": [
[
564608.9234658428,
355985.6475707989,
208623.275895044,
735666.865981027,
-234457.4516691919,
970124.317650219
],
[
564.608923,
355.985648,
208.623276,
735.666866,
-234.457452,
970.124318
],
[
0.31135,
0.196306,
0.115044,
0.117143,
0,
0.130798
],
[
10,
10,
10,
10,
10,
10
],
[
-76021,
-93489,
-54940,
-661984,
-676638,
-469818
],
[
1.737277,
1.864174,
1.589555,
1.145167,
0.916571,
1.429736
],
[
177,
88,
89,
177,
88,
89
],
[
72,
27,
45,
72,
27,
45
],
[
105,
61,
44,
105,
61,
44
],
[
40.677966,
30.681818,
50.561798,
40.677966,
30.681818,
50.561798
],
[
2.533529,
4.211653,
1.554232,
1.670035,
2.07077,
1.397964
],
[
260401,
260401,
54216,
487335,
487335,
327191
],
[
-37454,
-29707,
-37454,
-217565,
-202379,
-217565
],
[
122,
111,
132,
122,
111,
132
],
[
189,
189,
188,
189,
189,
188
],
[
76,
77,
75,
76,
77,
75
],
[
21670,
9845,
11825,
21670,
9845,
11825
],
[
12.300646,
0,
55.300646,
12.300646,
0,
55.300646
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367314,
118658,
-35290,
-98010,
-585831,
-15955
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21761,
"evaluation_days": 1813.42,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603166400000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759497175836,
"expiration_time": 1765133251200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 247,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 55,
"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) |
|---|