| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 508502.218 | 300083.9101 | 208418.3079 | 485965.9542 | -720836.8035 | 1206802.7577 |
| Total P&L (%) | 508.5022 | 300.0839 | 208.4183 | 485.966 | -720.8368 | 1206.8028 |
| Avg Daily Profit (%) | 0.2811 | 0.1659 | 0.1152 | 0.0978 | 0 | 0.1422 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122787 | -132150 | -39182 | -2122862 | -2207757 | -472868 |
| Profit Factor | 1.5948 | 1.5585 | 1.6562 | 1.0644 | 0.8572 | 1.4832 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
| Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
| Profitability (%) | 43.2653 | 40.9836 | 45.5285 | 43.2653 | 40.9836 | 45.5285 |
| Ratio Avg Win / Avg Loss | 2.0913 | 2.2442 | 1.9815 | 1.3958 | 1.2343 | 1.7746 |
| Largest Winning Trade | 265012 | 265012 | 42539 | 1190252 | 1190252 | 278137 |
| Largest Losing Trade | -33689 | -33689 | -17795 | -736666 | -736666 | -163250 |
| Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
| Avg Bars in Winners | 58 | 64 | 53 | 58 | 64 | 53 |
| Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
| Bars Traded | 10622 | 5800 | 4822 | 10622 | 5800 | 4822 |
| Profit Streak | 6.6285 | 0 | 21.4618 | 6.6285 | 0 | 21.4618 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398820 | 229222 | -37484 | -212756 | -582847 | -1938 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10855,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604836800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759086299396,
"expiration_time": 1763764560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 75,
"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": [
[
508502.2180307141,
300083.9101422507,
208418.3078884633,
485965.954229432,
-720836.8034533149,
1206802.7576827456
],
[
508.502218,
300.08391,
208.418308,
485.965954,
-720.836803,
1206.802758
],
[
0.281069,
0.165868,
0.115201,
0.097777,
0,
0.142164
],
[
10,
10,
10,
10,
10,
10
],
[
-122787,
-132150,
-39182,
-2122862,
-2207757,
-472868
],
[
1.594768,
1.558471,
1.656172,
1.064415,
0.857171,
1.48322
],
[
245,
122,
123,
245,
122,
123
],
[
106,
50,
56,
106,
50,
56
],
[
139,
72,
67,
139,
72,
67
],
[
43.265306,
40.983607,
45.528455,
43.265306,
40.983607,
45.528455
],
[
2.091253,
2.244198,
1.981492,
1.39579,
1.234326,
1.774567
],
[
265012,
265012,
42539,
1190252,
1190252,
278137
],
[
-33689,
-33689,
-17795,
-736666,
-736666,
-163250
],
[
43,
47,
39,
43,
47,
39
],
[
58,
64,
53,
58,
64,
53
],
[
31,
35,
27,
31,
35,
27
],
[
10622,
5800,
4822,
10622,
5800,
4822
],
[
6.628465,
0,
21.461798,
6.628465,
0,
21.461799
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398820,
229222,
-37484,
-212756,
-582847,
-1938
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10855,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604836800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759086299396,
"expiration_time": 1763764560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 75,
"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) |
|---|