| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501132.8775 | 269706.0589 | 231426.8186 | 949181.5593 | 51137.6802 | 898043.8791 |
| Total P&L (%) | 501.1329 | 269.7061 | 231.4268 | 949.1816 | 51.1377 | 898.0439 |
| Avg Daily Profit (%) | 0.2757 | 0.1484 | 0.1273 | 0.1294 | 0.0227 | 0.1267 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78033 | -111855 | -60273 | -1227361 | -1231474 | -506519 |
| Profit Factor | 1.368 | 1.3791 | 1.3559 | 1.108 | 1.0112 | 1.2128 |
| Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
| Winning Trades | 192 | 91 | 101 | 192 | 91 | 101 |
| Losing Trades | 287 | 149 | 138 | 287 | 149 | 138 |
| Profitability (%) | 40.0835 | 37.9167 | 42.2594 | 40.0835 | 37.9167 | 42.2594 |
| Ratio Avg Win / Avg Loss | 2.0449 | 2.2581 | 1.8526 | 1.6563 | 1.6557 | 1.657 |
| Largest Winning Trade | 95134 | 95134 | 41347 | 430037 | 430037 | 405155 |
| Largest Losing Trade | -19344 | -19344 | -16777 | -212528 | -209318 | -212528 |
| Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
| Avg Bars in Winners | 22 | 21 | 24 | 22 | 21 | 24 |
| Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
| Bars Traded | 7225 | 3326 | 3899 | 7225 | 3326 | 3899 |
| Profit Streak | 17.0957 | 17.0957 | 19.3457 | 17.0957 | 17.0957 | 19.3457 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370358 | 128873 | -22973 | -120418 | -374004 | -24324 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759781869884,
"expiration_time": 1764484560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 10,
"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": [
[
501132.877517754,
269706.0589404686,
231426.8185772861,
949181.5593201199,
51137.6802497233,
898043.8790703963
],
[
501.132878,
269.706059,
231.426819,
949.181559,
51.13768,
898.043879
],
[
0.275726,
0.148394,
0.127332,
0.129415,
0.022727,
0.126662
],
[
10,
10,
10,
10,
10,
10
],
[
-78033,
-111855,
-60273,
-1227361,
-1231474,
-506519
],
[
1.367995,
1.379086,
1.355861,
1.108038,
1.011203,
1.21275
],
[
479,
240,
239,
479,
240,
239
],
[
192,
91,
101,
192,
91,
101
],
[
287,
149,
138,
287,
149,
138
],
[
40.083507,
37.916667,
42.259414,
40.083507,
37.916667,
42.259414
],
[
2.044867,
2.258064,
1.852563,
1.656286,
1.655706,
1.657025
],
[
95134,
95134,
41347,
430037,
430037,
405155
],
[
-19344,
-19344,
-16777,
-212528,
-209318,
-212528
],
[
15,
13,
16,
15,
13,
16
],
[
22,
21,
24,
22,
21,
24
],
[
9,
9,
10,
9,
9,
10
],
[
7225,
3326,
3899,
7225,
3326,
3899
],
[
17.095716,
17.095716,
19.345716,
17.095716,
17.095716,
19.345716
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370358,
128873,
-22973,
-120418,
-374004,
-24324
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7270,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759781869884,
"expiration_time": 1764484560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 10,
"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) |
|---|