| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 665495.5277 | 410271.7158 | 255223.8119 | 1678626.1759 | 368756.6947 | 1309869.4812 |
| Total P&L (%) | 665.4955 | 410.2717 | 255.2238 | 1678.6262 | 368.7567 | 1309.8695 |
| Avg Daily Profit (%) | 0.3653 | 0.2252 | 0.1401 | 0.1581 | 0.0848 | 0.1454 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133858 | -106615 | -70068 | -2130008 | -793934 | -1401301 |
| Profit Factor | 2.0679 | 2.1284 | 1.9832 | 1.2268 | 1.0919 | 1.3863 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 54 | 17 | 37 | 54 | 17 | 37 |
| Losing Trades | 80 | 50 | 30 | 80 | 50 | 30 |
| Profitability (%) | 40.2985 | 25.3731 | 55.2239 | 40.2985 | 25.3731 | 55.2239 |
| Ratio Avg Win / Avg Loss | 3.0636 | 6.26 | 1.608 | 1.8174 | 3.2115 | 1.124 |
| Largest Winning Trade | 307937 | 307937 | 61252 | 1073633 | 1073633 | 715052 |
| Largest Losing Trade | -48422 | -27703 | -48422 | -1125231 | -251680 | -1125231 |
| Avg Bars in Trades | 160 | 138 | 182 | 160 | 138 | 182 |
| Avg Bars in Winners | 265 | 274 | 260 | 265 | 274 | 260 |
| Avg Bars in Losers | 89 | 92 | 85 | 89 | 92 | 85 |
| Bars Traded | 21519 | 9288 | 12231 | 21519 | 9288 | 12231 |
| 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 | 358711 | -133243 | -118236 | 180340 | -343114 | -113967 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21860,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604714400000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760211676877,
"expiration_time": 1765871712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 98,
"offset": 172
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 154,
"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": [
[
665495.5276967727,
410271.7158280989,
255223.8118686737,
1678626.175859035,
368756.6946547308,
1309869.4812043055
],
[
665.495528,
410.271716,
255.223812,
1678.626176,
368.756695,
1309.869481
],
[
0.365322,
0.225217,
0.140104,
0.158135,
0.084844,
0.145361
],
[
10,
10,
10,
10,
10,
10
],
[
-133858,
-106615,
-70068,
-2130008,
-793934,
-1401301
],
[
2.067904,
2.128393,
1.983181,
1.226754,
1.091919,
1.386269
],
[
134,
67,
67,
134,
67,
67
],
[
54,
17,
37,
54,
17,
37
],
[
80,
50,
30,
80,
50,
30
],
[
40.298507,
25.373134,
55.223881,
40.298507,
25.373134,
55.223881
],
[
3.063561,
6.259979,
1.607984,
1.817413,
3.211525,
1.124002
],
[
307937,
307937,
61252,
1073633,
1073633,
715052
],
[
-48422,
-27703,
-48422,
-1125231,
-251680,
-1125231
],
[
160,
138,
182,
160,
138,
182
],
[
265,
274,
260,
265,
274,
260
],
[
89,
92,
85,
89,
92,
85
],
[
21519,
9288,
12231,
21519,
9288,
12231
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358711,
-133243,
-118236,
180340,
-343114,
-113967
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21860,
"evaluation_days": 1821.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604714400000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760211676877,
"expiration_time": 1765871712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 98,
"offset": 172
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 154,
"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) |
|---|