| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597575.6999 | 347325.0219 | 250250.678 | 1895465.9182 | -67853.5804 | 1963319.4986 |
| Total P&L (%) | 597.5757 | 347.325 | 250.2507 | 1895.4659 | -67.8536 | 1963.3195 |
| Avg Daily Profit (%) | 0.3311 | 0.1924 | 0.1386 | 0.166 | -0.0629 | 0.1678 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60474 | -74512 | -35149 | -1296860 | -1663650 | -562895 |
| Profit Factor | 2.2202 | 2.2208 | 2.2194 | 1.2632 | 0.9838 | 1.6531 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 37.3626 | 26.087 | 48.8889 | 37.3626 | 26.087 | 48.8889 |
| Ratio Avg Win / Avg Loss | 3.7222 | 6.2924 | 2.3203 | 2.1177 | 2.7875 | 1.7282 |
| Largest Winning Trade | 262760 | 262760 | 72107 | 1034502 | 1034502 | 773872 |
| Largest Losing Trade | -35149 | -20008 | -35149 | -477802 | -412727 | -477802 |
| Avg Bars in Trades | 116 | 89 | 143 | 116 | 89 | 143 |
| Avg Bars in Winners | 221 | 197 | 234 | 221 | 197 | 234 |
| Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
| Bars Traded | 10573 | 4100 | 6473 | 10573 | 4100 | 6473 |
| 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 | 313613 | -13167 | -4091 | 145627 | -602950 | 378987 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605528000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917552171,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 55,
"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": [
[
597575.6998778691,
347325.0218777526,
250250.6780001167,
1895465.9181775548,
-67853.5804261634,
1963319.4986037184
],
[
597.5757,
347.325022,
250.250678,
1895.465918,
-67.85358,
1963.319499
],
[
0.331067,
0.192424,
0.138643,
0.16598,
-0.062854,
0.167836
],
[
10,
10,
10,
10,
10,
10
],
[
-60474,
-74512,
-35149,
-1296860,
-1663650,
-562895
],
[
2.220234,
2.220832,
2.219406,
1.263183,
0.983828,
1.653071
],
[
91,
46,
45,
91,
46,
45
],
[
34,
12,
22,
34,
12,
22
],
[
57,
34,
23,
57,
34,
23
],
[
37.362637,
26.086957,
48.888889,
37.362637,
26.086957,
48.888889
],
[
3.722157,
6.292356,
2.320288,
2.117689,
2.787513,
1.728211
],
[
262760,
262760,
72107,
1034502,
1034502,
773872
],
[
-35149,
-20008,
-35149,
-477802,
-412727,
-477802
],
[
116,
89,
143,
116,
89,
143
],
[
221,
197,
234,
221,
197,
234
],
[
53,
50,
57,
53,
50,
57
],
[
10573,
4100,
6473,
10573,
4100,
6473
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313613,
-13167,
-4091,
145627,
-602950,
378987
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605528000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917552171,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 192,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 55,
"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) |
|---|