| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 614930.053 | 406582.7627 | 208347.2903 | 467329.9158 | 13537.4492 | 453792.4666 |
| Total P&L (%) | 614.9301 | 406.5828 | 208.3473 | 467.3299 | 13.5374 | 453.7925 |
| Avg Daily Profit (%) | 0.3382 | 0.2236 | 0.1146 | 0.0955 | 0.007 | 0.0942 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111125 | -107537 | -79808 | -783293 | -603756 | -634432 |
| Profit Factor | 1.8147 | 2.0191 | 1.5856 | 1.1532 | 1.0087 | 1.3038 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
| Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
| Profitability (%) | 43.9189 | 35.1351 | 52.7027 | 43.9189 | 35.1351 | 52.7027 |
| Ratio Avg Win / Avg Loss | 2.3173 | 3.7276 | 1.4229 | 1.4725 | 1.8622 | 1.1701 |
| Largest Winning Trade | 361099 | 361099 | 67030 | 389396 | 343725 | 389396 |
| Largest Losing Trade | -57238 | -25769 | -57238 | -314167 | -122295 | -314167 |
| Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
| Avg Bars in Winners | 53 | 52 | 54 | 53 | 52 | 54 |
| Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
| Bars Traded | 5401 | 2407 | 2994 | 5401 | 2407 | 2994 |
| Profit Streak | 29.7455 | 50.0789 | 29.7455 | 29.7455 | 50.0789 | 29.7455 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420915 | -58014 | -101769 | -118490 | -518748 | -130698 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759888414875,
"expiration_time": 1764565920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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": [
[
614930.0530089899,
406582.762723726,
208347.2902852638,
467329.9158333845,
13537.4492251818,
453792.4666082027
],
[
614.930053,
406.582763,
208.34729,
467.329916,
13.537449,
453.792467
],
[
0.338184,
0.223602,
0.114582,
0.095505,
0.006983,
0.094176
],
[
10,
10,
10,
10,
10,
10
],
[
-111125,
-107537,
-79808,
-783293,
-603756,
-634432
],
[
1.814732,
2.019125,
1.585556,
1.153157,
1.008692,
1.303776
],
[
148,
74,
74,
148,
74,
74
],
[
65,
26,
39,
65,
26,
39
],
[
83,
48,
35,
83,
48,
35
],
[
43.918919,
35.135135,
52.702703,
43.918919,
35.135135,
52.702703
],
[
2.317273,
3.727616,
1.422935,
1.472493,
1.8622,
1.170056
],
[
361099,
361099,
67030,
389396,
343725,
389396
],
[
-57238,
-25769,
-57238,
-314167,
-122295,
-314167
],
[
36,
32,
40,
36,
32,
40
],
[
53,
52,
54,
53,
52,
54
],
[
23,
21,
24,
23,
21,
24
],
[
5401,
2407,
2994,
5401,
2407,
2994
],
[
29.745542,
50.078876,
29.745542,
29.745542,
50.078876,
29.745542
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420915,
-58014,
-101769,
-118490,
-518748,
-130698
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759888414875,
"expiration_time": 1764565920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 29,
"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) |
|---|