| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 450522.4331 | 245244.5664 | 205277.8667 | 235224.4648 | 45443.9156 | 189780.5492 |
| Total P&L (%) | 450.5224 | 245.2446 | 205.2779 | 235.2245 | 45.4439 | 189.7805 |
| Avg Daily Profit (%) | 0.2476 | 0.1348 | 0.1128 | 0.0665 | 0.0206 | 0.0585 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88424 | -84192 | -52672 | -329324 | -288331 | -261175 |
| Profit Factor | 1.94 | 2.056 | 1.8309 | 1.1786 | 1.0714 | 1.2789 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 57.8313 | 57.1429 | 58.5366 | 57.8313 | 57.1429 | 58.5366 |
| Ratio Avg Win / Avg Loss | 1.4146 | 1.542 | 1.2969 | 0.8594 | 0.8035 | 0.9059 |
| Largest Winning Trade | 69388 | 69388 | 57739 | 146058 | 99242 | 146058 |
| Largest Losing Trade | -88424 | -29999 | -88424 | -261175 | -121225 | -261175 |
| Avg Bars in Trades | 83 | 42 | 125 | 83 | 42 | 125 |
| Avg Bars in Winners | 96 | 42 | 150 | 96 | 42 | 150 |
| Avg Bars in Losers | 65 | 42 | 90 | 65 | 42 | 90 |
| Bars Traded | 6936 | 1780 | 5157 | 6936 | 1780 | 5157 |
| Profit Streak | 0 | 0 | 83.2632 | 0 | 0 | 83.2632 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372197 | -8212 | -38315 | -130120 | -309785 | -114828 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607364000000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759969138828,
"expiration_time": 1764662544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 97,
"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": [
[
450522.4331060684,
245244.5664191558,
205277.8666869124,
235224.4648366093,
45443.9156376609,
189780.5491989485
],
[
450.522433,
245.244566,
205.277867,
235.224465,
45.443916,
189.780549
],
[
0.247608,
0.134787,
0.112821,
0.066504,
0.020591,
0.058492
],
[
10,
10,
10,
10,
10,
10
],
[
-88424,
-84192,
-52672,
-329324,
-288331,
-261175
],
[
1.939957,
2.055998,
1.830878,
1.178609,
1.07139,
1.278914
],
[
83,
42,
41,
83,
42,
41
],
[
48,
24,
24,
48,
24,
24
],
[
35,
18,
17,
35,
18,
17
],
[
57.831325,
57.142857,
58.536585,
57.831325,
57.142857,
58.536585
],
[
1.414552,
1.541998,
1.296872,
0.859402,
0.803543,
0.905897
],
[
69388,
69388,
57739,
146058,
99242,
146058
],
[
-88424,
-29999,
-88424,
-261175,
-121225,
-261175
],
[
83,
42,
125,
83,
42,
125
],
[
96,
42,
150,
96,
42,
150
],
[
65,
42,
90,
65,
42,
90
],
[
6936,
1780,
5157,
6936,
1780,
5157
],
[
0,
0,
83.263181,
0,
0,
83.263181
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372197,
-8212,
-38315,
-130120,
-309785,
-114828
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7278,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607364000000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759969138828,
"expiration_time": 1764662544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 97,
"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) |
|---|