| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 459291.4197 | 266689.5058 | 192601.914 | 338055.6554 | -215269.1096 | 553324.7649 |
| Total P&L (%) | 459.2914 | 266.6895 | 192.6019 | 338.0557 | -215.2691 | 553.3248 |
| Avg Daily Profit (%) | 0.253 | 0.1469 | 0.1061 | 0.0814 | 0 | 0.1035 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141835 | -166916 | -36940 | -584045 | -758851 | -154297 |
| Profit Factor | 1.6308 | 1.576 | 1.7266 | 1.1198 | 0.8882 | 1.6185 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
| Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
| Profitability (%) | 48.6301 | 41.0959 | 56.1644 | 48.6301 | 41.0959 | 56.1644 |
| Ratio Avg Win / Avg Loss | 1.7227 | 2.2589 | 1.3476 | 1.1829 | 1.2732 | 1.2632 |
| Largest Winning Trade | 251418 | 251418 | 46686 | 392635 | 392635 | 129037 |
| Largest Losing Trade | -43037 | -43037 | -29756 | -270982 | -270982 | -127280 |
| Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
| Avg Bars in Winners | 59 | 71 | 49 | 59 | 71 | 49 |
| Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
| Bars Traded | 6957 | 3866 | 3091 | 6957 | 3866 | 3091 |
| Profit Streak | 0 | 0 | 24.404 | 0 | 0 | 24.404 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396560 | -69457 | -119512 | -173108 | -654532 | -122840 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605916800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592502740,
"expiration_time": 1764284328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 111,
"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": [
[
459291.4197071793,
266689.5057571741,
192601.9139500051,
338055.6553921332,
-215269.1095523732,
553324.764944507
],
[
459.29142,
266.689506,
192.601914,
338.055655,
-215.26911,
553.324765
],
[
0.253018,
0.146916,
0.106102,
0.081409,
0,
0.10345
],
[
10,
10,
10,
10,
10,
10
],
[
-141835,
-166916,
-36940,
-584045,
-758851,
-154297
],
[
1.630803,
1.575963,
1.726598,
1.119842,
0.888246,
1.618537
],
[
146,
73,
73,
146,
73,
73
],
[
71,
30,
41,
71,
30,
41
],
[
75,
43,
32,
75,
43,
32
],
[
48.630137,
41.09589,
56.164384,
48.630137,
41.09589,
56.164384
],
[
1.722679,
2.25888,
1.347589,
1.182932,
1.273152,
1.263248
],
[
251418,
251418,
46686,
392635,
392635,
129037
],
[
-43037,
-43037,
-29756,
-270982,
-270982,
-127280
],
[
47,
52,
42,
47,
52,
42
],
[
59,
71,
49,
59,
71,
49
],
[
36,
39,
32,
36,
39,
32
],
[
6957,
3866,
3091,
6957,
3866,
3091
],
[
0,
0,
24.403967,
0,
0,
24.403967
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396560,
-69457,
-119512,
-173108,
-654532,
-122840
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605916800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592502740,
"expiration_time": 1764284328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 111,
"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) |
|---|