| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 646905.667 | 484284.4245 | 162621.2425 | 109023.5055 | -1123227.5917 | 1232251.0972 |
| Total P&L (%) | 646.9057 | 484.2844 | 162.6212 | 109.0235 | -1123.2276 | 1232.2511 |
| Avg Daily Profit (%) | 0.3552 | 0.2659 | 0.0893 | 0.0405 | 0 | 0.1423 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -207190 | -101054 | -151964 | -3868836 | -3307538 | -3563263 |
| Profit Factor | 2.3026 | 2.9341 | 1.6604 | 1.0106 | 0.7936 | 1.2558 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 53.9683 | 46.875 | 61.2903 | 53.9683 | 46.875 | 61.2903 |
| Ratio Avg Win / Avg Loss | 1.964 | 3.3253 | 1.0487 | 0.862 | 0.8994 | 0.7932 |
| Largest Winning Trade | 458731 | 458731 | 72682 | 1146789 | 1146789 | 823027 |
| Largest Losing Trade | -80878 | -62520 | -80878 | -2307320 | -2307320 | -1928246 |
| Avg Bars in Trades | 108 | 119 | 96 | 108 | 119 | 96 |
| Avg Bars in Winners | 119 | 120 | 119 | 119 | 120 | 119 |
| Avg Bars in Losers | 95 | 119 | 60 | 95 | 119 | 60 |
| Bars Traded | 6837 | 3831 | 3006 | 6837 | 3831 | 3006 |
| Profit Streak | 35.3542 | 35.3542 | 76.1042 | 35.3542 | 35.3542 | 76.1042 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -135744 | 470974 | -69313 | -498808 | -581483 | -2119 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7284,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606543200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760085002172,
"expiration_time": 1764796032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 176,
"offset": 0,
"a": 0.77138
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 141,
"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": [
[
646905.6669524319,
484284.4244818401,
162621.242470592,
109023.5055470497,
-1123227.5916608376,
1232251.0972078862
],
[
646.905667,
484.284424,
162.621242,
109.023506,
-1123.227592,
1232.251097
],
[
0.355247,
0.265944,
0.089303,
0.040496,
0,
0.142301
],
[
10,
10,
10,
10,
10,
10
],
[
-207190,
-101054,
-151964,
-3868836,
-3307538,
-3563263
],
[
2.302595,
2.934128,
1.660419,
1.010628,
0.793606,
1.255845
],
[
63,
32,
31,
63,
32,
31
],
[
34,
15,
19,
34,
15,
19
],
[
29,
17,
12,
29,
17,
12
],
[
53.968254,
46.875,
61.290323,
53.968254,
46.875,
61.290323
],
[
1.963978,
3.325345,
1.048686,
0.862006,
0.89942,
0.793165
],
[
458731,
458731,
72682,
1146789,
1146789,
823027
],
[
-80878,
-62520,
-80878,
-2307320,
-2307320,
-1928246
],
[
108,
119,
96,
108,
119,
96
],
[
119,
120,
119,
119,
120,
119
],
[
95,
119,
60,
95,
119,
60
],
[
6837,
3831,
3006,
6837,
3831,
3006
],
[
35.354192,
35.354192,
76.104192,
35.354192,
35.354192,
76.104192
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135744,
470974,
-69313,
-498808,
-581483,
-2119
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7284,
"evaluation_days": 1821,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606543200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760085002172,
"expiration_time": 1764796032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 176,
"offset": 0,
"a": 0.77138
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 141,
"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) |
|---|