| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 689178.038 | 478021.5423 | 211156.4956 | 757139.0567 | -934559.1536 | 1691698.2103 |
| Total P&L (%) | 689.178 | 478.0215 | 211.1565 | 757.1391 | -934.5592 | 1691.6982 |
| Avg Daily Profit (%) | 0.3796 | 0.2633 | 0.1163 | 0.1184 | 0 | 0.1591 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100279 | -94486 | -41808 | -2033031 | -1938379 | -854502 |
| Profit Factor | 2.7128 | 2.8455 | 2.4732 | 1.1121 | 0.7763 | 1.657 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
| Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
| Profitability (%) | 40.2985 | 26.4706 | 54.5455 | 40.2985 | 26.4706 | 54.5455 |
| Ratio Avg Win / Avg Loss | 4.019 | 7.9041 | 2.061 | 1.6476 | 2.1563 | 1.3809 |
| Largest Winning Trade | 537536 | 537536 | 60971 | 970038 | 970038 | 677016 |
| Largest Losing Trade | -29650 | -29650 | -23438 | -507253 | -507253 | -476130 |
| Avg Bars in Trades | 157 | 106 | 210 | 157 | 106 | 210 |
| Avg Bars in Winners | 287 | 238 | 312 | 287 | 238 | 312 |
| Avg Bars in Losers | 69 | 58 | 88 | 69 | 58 | 88 |
| Bars Traded | 10564 | 3615 | 6949 | 10564 | 3615 | 6949 |
| 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 | -110301 | -9756 | -32451 | -255632 | -601350 | 370066 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759629219811,
"expiration_time": 1764328176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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": [
[
689178.0379629045,
478021.5423464976,
211156.4956164074,
757139.0567037385,
-934559.1536314115,
1691698.21033515
],
[
689.178038,
478.021542,
211.156496,
757.139057,
-934.559154,
1691.69821
],
[
0.379608,
0.2633,
0.116308,
0.118408,
0,
0.159077
],
[
10,
10,
10,
10,
10,
10
],
[
-100279,
-94486,
-41808,
-2033031,
-1938379,
-854502
],
[
2.712846,
2.845474,
2.473171,
1.112133,
0.77628,
1.657026
],
[
67,
34,
33,
67,
34,
33
],
[
27,
9,
18,
27,
9,
18
],
[
40,
25,
15,
40,
25,
15
],
[
40.298507,
26.470588,
54.545455,
40.298507,
26.470588,
54.545455
],
[
4.019031,
7.904094,
2.060976,
1.647605,
2.156334,
1.380855
],
[
537536,
537536,
60971,
970038,
970038,
677016
],
[
-29650,
-29650,
-23438,
-507253,
-507253,
-476130
],
[
157,
106,
210,
157,
106,
210
],
[
287,
238,
312,
287,
238,
312
],
[
69,
58,
88,
69,
58,
88
],
[
10564,
3615,
6949,
10564,
3615,
6949
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110301,
-9756,
-32451,
-255632,
-601350,
370066
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604275200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759629219811,
"expiration_time": 1764328176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 46,
"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) |
|---|