| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 514055.6614 | 293450.8649 | 220604.7965 | 534197.5036 | -154442.8468 | 688640.3504 |
| Total P&L (%) | 514.0557 | 293.4509 | 220.6048 | 534.1975 | -154.4428 | 688.6404 |
| Avg Daily Profit (%) | 0.2821 | 0.1611 | 0.1211 | 0.1014 | 0 | 0.1134 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102208 | -78353 | -89165 | -1300874 | -705036 | -1232681 |
| Profit Factor | 1.5291 | 1.5795 | 1.4742 | 1.0693 | 0.9589 | 1.174 |
| Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
| Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
| Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
| Profitability (%) | 39.3013 | 35.6522 | 42.9825 | 39.3013 | 35.6522 | 42.9825 |
| Ratio Avg Win / Avg Loss | 2.3616 | 2.8507 | 1.9556 | 1.6514 | 1.7306 | 1.5574 |
| Largest Winning Trade | 251820 | 251820 | 49164 | 435424 | 435424 | 344275 |
| Largest Losing Trade | -36021 | -30426 | -36021 | -492607 | -223978 | -492607 |
| Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
| Avg Bars in Winners | 36 | 36 | 35 | 36 | 36 | 35 |
| Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
| Bars Traded | 5431 | 2786 | 2645 | 5431 | 2786 | 2645 |
| Profit Streak | 38.1819 | 38.8486 | 38.1819 | 38.1819 | 38.8486 | 38.1819 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362955 | 202641 | -31265 | -201602 | -582562 | -71306 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5466,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603526400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760185319406,
"expiration_time": 1764892224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
514055.6614148113,
293450.8648952824,
220604.7965195292,
534197.5036051415,
-154442.8468037821,
688640.3504089242
],
[
514.055661,
293.450865,
220.604797,
534.197504,
-154.442847,
688.64035
],
[
0.282138,
0.16106,
0.121078,
0.101434,
0,
0.113409
],
[
10,
10,
10,
10,
10,
10
],
[
-102208,
-78353,
-89165,
-1300874,
-705036,
-1232681
],
[
1.529088,
1.579466,
1.474243,
1.069282,
0.958855,
1.17404
],
[
229,
115,
114,
229,
115,
114
],
[
90,
41,
49,
90,
41,
49
],
[
139,
74,
65,
139,
74,
65
],
[
39.30131,
35.652174,
42.982456,
39.30131,
35.652174,
42.982456
],
[
2.361591,
2.850743,
1.955628,
1.651447,
1.730617,
1.557401
],
[
251820,
251820,
49164,
435424,
435424,
344275
],
[
-36021,
-30426,
-36021,
-492607,
-223978,
-492607
],
[
23,
24,
23,
23,
24,
23
],
[
36,
36,
35,
36,
36,
35
],
[
15,
17,
13,
15,
17,
13
],
[
5431,
2786,
2645,
5431,
2786,
2645
],
[
38.181937,
38.848604,
38.181937,
38.181938,
38.848604,
38.181938
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362955,
202641,
-31265,
-201602,
-582562,
-71306
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5466,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603526400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760185319406,
"expiration_time": 1764892224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|