| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 580842.0817 | 343795.706 | 237046.3757 | 1303696.5665 | -261043.1532 | 1564739.7198 |
| Total P&L (%) | 580.8421 | 343.7957 | 237.0464 | 1303.6966 | -261.0432 | 1564.7397 |
| Avg Daily Profit (%) | 0.3191 | 0.1889 | 0.1302 | 0.1452 | 0 | 0.1546 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88368 | -119915 | -40275 | -1749207 | -1687836 | -603217 |
| Profit Factor | 2.0251 | 1.9778 | 2.1026 | 1.2004 | 0.9363 | 1.6498 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
| Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
| Profitability (%) | 38.3929 | 26.7857 | 50 | 38.3929 | 26.7857 | 50 |
| Ratio Avg Win / Avg Loss | 3.2496 | 5.4059 | 2.1026 | 1.9261 | 2.5593 | 1.6498 |
| Largest Winning Trade | 240079 | 240079 | 63391 | 1016349 | 1016349 | 721843 |
| Largest Losing Trade | -33923 | -33923 | -30951 | -671768 | -671768 | -268488 |
| Avg Bars in Trades | 95 | 104 | 85 | 95 | 104 | 85 |
| Avg Bars in Winners | 142 | 163 | 131 | 142 | 163 | 131 |
| Avg Bars in Losers | 65 | 82 | 39 | 65 | 82 | 39 |
| Bars Traded | 10644 | 5861 | 4783 | 10644 | 5861 | 4783 |
| Profit Streak | 52.4185 | 52.4185 | 61.2519 | 52.4185 | 52.4185 | 61.2519 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363529 | -190431 | -194258 | -973 | -779714 | -168305 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10922,
"evaluation_days": 1820.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605168000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760047360314,
"expiration_time": 1764758304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 59,
"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": [
[
580842.0816928864,
343795.7060137828,
237046.3756791035,
1303696.5665345902,
-261043.1532327013,
1564739.719767291
],
[
580.842082,
343.795706,
237.046376,
1303.696567,
-261.043153,
1564.73972
],
[
0.319086,
0.188864,
0.130222,
0.145227,
0,
0.154611
],
[
10,
10,
10,
10,
10,
10
],
[
-88368,
-119915,
-40275,
-1749207,
-1687836,
-603217
],
[
2.025105,
1.977751,
2.10255,
1.20035,
0.936314,
1.649755
],
[
112,
56,
56,
112,
56,
56
],
[
43,
15,
28,
43,
15,
28
],
[
69,
41,
28,
69,
41,
28
],
[
38.392857,
26.785714,
50,
38.392857,
26.785714,
50
],
[
3.249587,
5.405854,
2.10255,
1.926143,
2.559258,
1.649755
],
[
240079,
240079,
63391,
1016349,
1016349,
721843
],
[
-33923,
-33923,
-30951,
-671768,
-671768,
-268488
],
[
95,
104,
85,
95,
104,
85
],
[
142,
163,
131,
142,
163,
131
],
[
65,
82,
39,
65,
82,
39
],
[
10644,
5861,
4783,
10644,
5861,
4783
],
[
52.418522,
52.418522,
61.251855,
52.418522,
52.418522,
61.251855
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363529,
-190431,
-194258,
-973,
-779714,
-168305
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10922,
"evaluation_days": 1820.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605168000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760047360314,
"expiration_time": 1764758304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 59,
"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) |
|---|