| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 330117.72 | 209461.3078 | 120656.4122 | -755083.2913 | -206142.1204 | -548941.1709 |
| Total P&L (%) | 330.1177 | 209.4613 | 120.6564 | -755.0833 | -206.1421 | -548.9412 |
| Avg Daily Profit (%) | 0.1822 | 0.1156 | 0.0666 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192764 | -105288 | -182276 | -2719188 | -1166885 | -1826405 |
| Profit Factor | 1.4095 | 1.6018 | 1.2634 | 0.8559 | 0.9122 | 0.8101 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 70 | 30 | 40 | 42 | 26 | 16 |
| Losing Trades | 41 | 25 | 16 | 69 | 29 | 40 |
| Profitability (%) | 63.0631 | 54.5455 | 71.4286 | 37.8378 | 47.2727 | 28.5714 |
| Ratio Avg Win / Avg Loss | 0.8256 | 1.3348 | 0.5054 | 1.4061 | 1.0175 | 2.0252 |
| Largest Winning Trade | 89001 | 89001 | 48400 | 619788 | 578424 | 619788 |
| Largest Losing Trade | -174984 | -45674 | -174984 | -472741 | -441816 | -472741 |
| Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
| Avg Bars in Winners | 38 | 42 | 35 | 58 | 55 | 63 |
| Avg Bars in Losers | 63 | 59 | 68 | 40 | 45 | 37 |
| Bars Traded | 5278 | 2761 | 2517 | 5278 | 2761 | 2517 |
| Profit Streak | 133.693 | 133.693 | 137.693 | 0 | 0 | 0 |
| Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360924 | -214843 | -281707 | -583546 | -760227 | -772407 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5435,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606723200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759307879103,
"expiration_time": 1763972640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 250,
"offset": 0,
"std": 4.10274
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 138,
"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": [
[
330117.7200154848,
209461.3077916796,
120656.4122238055,
-755083.2912736286,
-206142.1203759858,
-548941.1708976428
],
[
330.11772,
209.461308,
120.656412,
-755.083291,
-206.14212,
-548.941171
],
[
0.182217,
0.115618,
0.0666,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-192764,
-105288,
-182276,
-2719188,
-1166885,
-1826405
],
[
1.409512,
1.6018,
1.263403,
0.855859,
0.912216,
0.81007
],
[
111,
55,
56,
111,
55,
56
],
[
70,
30,
40,
42,
26,
16
],
[
41,
25,
16,
69,
29,
40
],
[
63.063063,
54.545455,
71.428571,
37.837838,
47.272727,
28.571429
],
[
0.825571,
1.334834,
0.505361,
1.406054,
1.017471,
2.025175
],
[
89001,
89001,
48400,
619788,
578424,
619788
],
[
-174984,
-45674,
-174984,
-472741,
-441816,
-472741
],
[
47,
50,
44,
47,
50,
44
],
[
38,
42,
35,
58,
55,
63
],
[
63,
59,
68,
40,
45,
37
],
[
5278,
2761,
2517,
5278,
2761,
2517
],
[
133.693045,
133.693045,
137.693045,
0,
0,
0
],
[
7,
3,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360924,
-214843,
-281707,
-583546,
-760227,
-772407
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5435,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606723200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759307879103,
"expiration_time": 1763972640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 250,
"offset": 0,
"std": 4.10274
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 138,
"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) |
|---|