| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 715591.0897 | 447295.798 | 268295.2917 | 2703853.2387 | 469243.7125 | 2234609.5262 |
| Total P&L (%) | 715.5911 | 447.2958 | 268.2953 | 2703.8532 | 469.2437 | 2234.6095 |
| Avg Daily Profit (%) | 0.3939 | 0.2462 | 0.1477 | 0.1837 | 0.0958 | 0.1736 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66405 | -76384 | -46930 | -1796833 | -1997616 | -935975 |
| Profit Factor | 2.1176 | 2.1854 | 2.0202 | 1.2497 | 1.0754 | 1.4852 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
| Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
| Profitability (%) | 37.1951 | 28.0488 | 46.3415 | 37.1951 | 28.0488 | 46.3415 |
| Ratio Avg Win / Avg Loss | 3.5756 | 5.6061 | 2.3392 | 2.1102 | 2.7587 | 1.7197 |
| Largest Winning Trade | 347331 | 347331 | 69319 | 1294117 | 1294117 | 797572 |
| Largest Losing Trade | -30564 | -30564 | -23241 | -547809 | -344280 | -547809 |
| Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
| Avg Bars in Winners | 108 | 109 | 107 | 108 | 109 | 107 |
| Avg Bars in Losers | 40 | 41 | 38 | 40 | 41 | 38 |
| Bars Traded | 10732 | 4946 | 5787 | 10732 | 4946 | 5787 |
| Profit Streak | 48.5608 | 48.5608 | 117.2275 | 48.5608 | 48.5608 | 117.2275 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396688 | -8099 | 124984 | 218974 | -221826 | 203241 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10899,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604548800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714054978,
"expiration_time": 1764417168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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": [
[
715591.0896759037,
447295.7979743875,
268295.2917015168,
2703853.2386753773,
469243.7124750672,
2234609.52620031
],
[
715.59109,
447.295798,
268.295292,
2703.853239,
469.243712,
2234.609526
],
[
0.393939,
0.24624,
0.147699,
0.183685,
0.095787,
0.173585
],
[
10,
10,
10,
10,
10,
10
],
[
-66405,
-76384,
-46930,
-1796833,
-1997616,
-935975
],
[
2.117566,
2.185445,
2.020176,
1.249709,
1.075412,
1.485194
],
[
164,
82,
82,
164,
82,
82
],
[
61,
23,
38,
61,
23,
38
],
[
103,
59,
44,
103,
59,
44
],
[
37.195122,
28.04878,
46.341463,
37.195122,
28.04878,
46.341463
],
[
3.575562,
5.606143,
2.339151,
2.110164,
2.758665,
1.719698
],
[
347331,
347331,
69319,
1294117,
1294117,
797572
],
[
-30564,
-30564,
-23241,
-547809,
-344280,
-547809
],
[
65,
60,
70,
65,
60,
70
],
[
108,
109,
107,
108,
109,
107
],
[
40,
41,
38,
40,
41,
38
],
[
10732,
4946,
5787,
10732,
4946,
5787
],
[
48.560821,
48.560821,
117.227488,
48.560821,
48.560821,
117.227488
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396688,
-8099,
124984,
218974,
-221826,
203241
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10899,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604548800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714054978,
"expiration_time": 1764417168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 20,
"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) |
|---|