| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 650825.2224 | 335615.4355 | 315209.7868 | 4910558.8679 | 1057482.9359 | 3853075.9319 |
| Total P&L (%) | 650.8252 | 335.6154 | 315.2098 | 4910.5589 | 1057.4829 | 3853.0759 |
| Avg Daily Profit (%) | 0.3587 | 0.185 | 0.1737 | 0.216 | 0.1351 | 0.2029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90681 | -64111 | -107431 | -4418134 | -3454885 | -4295334 |
| Profit Factor | 1.6253 | 1.6252 | 1.6254 | 1.174 | 1.076 | 1.2693 |
| Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
| Winning Trades | 126 | 54 | 72 | 126 | 54 | 72 |
| Losing Trades | 207 | 112 | 95 | 207 | 112 | 95 |
| Profitability (%) | 37.8378 | 32.5301 | 43.1138 | 37.8378 | 32.5301 | 43.1138 |
| Ratio Avg Win / Avg Loss | 2.6701 | 3.3708 | 2.1446 | 1.9288 | 2.2318 | 1.6747 |
| Largest Winning Trade | 92173 | 92173 | 42086 | 1622134 | 1383438 | 1622134 |
| Largest Losing Trade | -23981 | -16959 | -23981 | -807466 | -700854 | -807466 |
| Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
| Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
| Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
| Bars Traded | 7124 | 3713 | 3411 | 7124 | 3713 | 3411 |
| Profit Streak | 33.7435 | 34.9935 | 33.7435 | 33.7435 | 34.9935 | 33.7435 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387176 | 176762 | 321639 | -21533 | -153732 | 271078 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7257,
"evaluation_days": 1814.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759513842501,
"expiration_time": 1764195336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 6,
"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": [
[
650825.2223509033,
335615.4355101141,
315209.7868407895,
4910558.86787322,
1057482.9359360952,
3853075.9319371227
],
[
650.825222,
335.615436,
315.209787,
4910.558868,
1057.482936,
3853.075932
],
[
0.35873,
0.184989,
0.173741,
0.215977,
0.135069,
0.202883
],
[
10,
10,
10,
10,
10,
10
],
[
-90681,
-64111,
-107431,
-4418134,
-3454885,
-4295334
],
[
1.625291,
1.625202,
1.625387,
1.174023,
1.076037,
1.269253
],
[
333,
166,
167,
333,
166,
167
],
[
126,
54,
72,
126,
54,
72
],
[
207,
112,
95,
207,
112,
95
],
[
37.837838,
32.53012,
43.113772,
37.837838,
32.53012,
43.113772
],
[
2.670122,
3.370789,
2.144608,
1.928753,
2.23178,
1.674709
],
[
92173,
92173,
42086,
1622134,
1383438,
1622134
],
[
-23981,
-16959,
-23981,
-807466,
-700854,
-807466
],
[
21,
22,
20,
21,
22,
20
],
[
35,
40,
31,
35,
40,
31
],
[
12,
13,
12,
12,
13,
12
],
[
7124,
3713,
3411,
7124,
3713,
3411
],
[
33.743547,
34.993547,
33.743547,
33.743547,
34.993547,
33.743547
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387176,
176762,
321639,
-21533,
-153732,
271078
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7257,
"evaluation_days": 1814.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759513842501,
"expiration_time": 1764195336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 6,
"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) |
|---|