| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388081.5953 | 208326.4127 | 179755.1826 | 153208.1194 | -236795.8789 | 390003.9983 |
| Total P&L (%) | 388.0816 | 208.3264 | 179.7552 | 153.2081 | -236.7959 | 390.004 |
| Avg Daily Profit (%) | 0.2135 | 0.1146 | 0.0989 | 0.0511 | 0 | 0.0875 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128793 | -116888 | -90245 | -1600873 | -927479 | -1424625 |
| Profit Factor | 1.5878 | 1.6127 | 1.5614 | 1.037 | 0.8747 | 1.1729 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 52.5773 | 51.0204 | 54.1667 | 52.5773 | 51.0204 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.4321 | 1.5482 | 1.3212 | 0.9353 | 0.8397 | 0.9924 |
| Largest Winning Trade | 93133 | 93133 | 70770 | 743929 | 378621 | 743929 |
| Largest Losing Trade | -73220 | -30344 | -73220 | -1242240 | -291826 | -1242240 |
| Avg Bars in Trades | 104 | 57 | 152 | 104 | 57 | 152 |
| Avg Bars in Winners | 131 | 55 | 205 | 131 | 55 | 205 |
| Avg Bars in Losers | 73 | 59 | 88 | 73 | 59 | 88 |
| Bars Traded | 10097 | 2801 | 7296 | 10097 | 2801 | 7296 |
| Profit Streak | 12.0322 | 12.0322 | 22.8655 | 12.0322 | 12.0322 | 22.8655 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405287 | -36085 | -58092 | -304506 | -579926 | -107029 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10906,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606075200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759826781261,
"expiration_time": 1764520992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 92,
"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": [
[
388081.5952717838,
208326.412713078,
179755.1825587057,
153208.119446354,
-236795.8788519279,
390003.9982982818
],
[
388.081595,
208.326413,
179.755183,
153.208119,
-236.795879,
390.003998
],
[
0.213505,
0.114612,
0.098893,
0.051125,
0,
0.087471
],
[
10,
10,
10,
10,
10,
10
],
[
-128793,
-116888,
-90245,
-1600873,
-927479,
-1424625
],
[
1.587817,
1.612734,
1.56136,
1.036953,
0.874721,
1.172879
],
[
97,
49,
48,
97,
49,
48
],
[
51,
25,
26,
51,
25,
26
],
[
46,
24,
22,
46,
24,
22
],
[
52.57732,
51.020408,
54.166667,
52.57732,
51.020408,
54.166667
],
[
1.432149,
1.548225,
1.321151,
0.935291,
0.839732,
0.992436
],
[
93133,
93133,
70770,
743929,
378621,
743929
],
[
-73220,
-30344,
-73220,
-1242240,
-291826,
-1242240
],
[
104,
57,
152,
104,
57,
152
],
[
131,
55,
205,
131,
55,
205
],
[
73,
59,
88,
73,
59,
88
],
[
10097,
2801,
7296,
10097,
2801,
7296
],
[
12.03219,
12.03219,
22.865524,
12.03219,
12.032191,
22.865524
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405287,
-36085,
-58092,
-304506,
-579926,
-107029
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10906,
"evaluation_days": 1817.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606075200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759826781261,
"expiration_time": 1764520992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 92,
"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) |
|---|