| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 587213.9432 | 538332.5153 | 48881.4279 | -73635.4756 | -1181490.52 | 1107855.0444 |
| Total P&L (%) | 587.2139 | 538.3325 | 48.8814 | -73.6355 | -1181.4905 | 1107.855 |
| Avg Daily Profit (%) | 0.3253 | 0.2982 | 0.0271 | -0.0738 | 0 | 0.1381 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -291309 | -232914 | -114397 | -1855852 | -1940010 | -272663 |
| Profit Factor | 1.8566 | 2.1061 | 1.2458 | 0.9765 | 0.5567 | 3.3782 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 43.75 | 39.5833 | 47.9167 | 43.75 | 39.5833 | 47.9167 |
| Ratio Avg Win / Avg Loss | 2.387 | 3.2146 | 1.3541 | 1.2555 | 0.8497 | 3.672 |
| Largest Winning Trade | 661986 | 661986 | 39537 | 749460 | 749460 | 522738 |
| Largest Losing Trade | -56383 | -44593 | -56383 | -837121 | -837121 | -130349 |
| Avg Bars in Trades | 72 | 100 | 43 | 72 | 100 | 43 |
| Avg Bars in Winners | 78 | 108 | 53 | 78 | 108 | 53 |
| Avg Bars in Losers | 66 | 94 | 34 | 66 | 94 | 34 |
| Bars Traded | 6917 | 4817 | 2100 | 6917 | 4817 | 2100 |
| 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 | 376460 | 321116 | -159105 | -581286 | -584740 | -2509 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918627556,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 165,
"offset": 0,
"std": 4.36984
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 145,
"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": [
[
587213.9432029886,
538332.515259662,
48881.4279433272,
-73635.4756048518,
-1181490.5199704668,
1107855.0443656154
],
[
587.213943,
538.332515,
48.881428,
-73.635476,
-1181.49052,
1107.855044
],
[
0.325281,
0.298204,
0.027077,
-0.073821,
0,
0.138106
],
[
10,
10,
10,
10,
10,
10
],
[
-291309,
-232914,
-114397,
-1855852,
-1940010,
-272663
],
[
1.856551,
2.106124,
1.245793,
0.976483,
0.556719,
3.378211
],
[
96,
48,
48,
96,
48,
48
],
[
42,
19,
23,
42,
19,
23
],
[
54,
29,
25,
54,
29,
25
],
[
43.75,
39.583333,
47.916667,
43.75,
39.583333,
47.916667
],
[
2.386994,
3.21461,
1.354122,
1.255478,
0.849729,
3.671968
],
[
661986,
661986,
39537,
749460,
749460,
522738
],
[
-56383,
-44593,
-56383,
-837121,
-837121,
-130349
],
[
72,
100,
43,
72,
100,
43
],
[
78,
108,
53,
78,
108,
53
],
[
66,
94,
34,
66,
94,
34
],
[
6917,
4817,
2100,
6917,
4817,
2100
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
376460,
321116,
-159105,
-581286,
-584740,
-2509
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605873600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918627556,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 165,
"offset": 0,
"std": 4.36984
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 145,
"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) |
|---|