| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 647031.4881 | 426014.458 | 221017.0301 | 1051554.2207 | -126602.7952 | 1178157.0159 |
| Total P&L (%) | 647.0315 | 426.0145 | 221.017 | 1051.5542 | -126.6028 | 1178.157 |
| Avg Daily Profit (%) | 0.3562 | 0.2345 | 0.1217 | 0.1346 | 0 | 0.1404 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121225 | -98774 | -106736 | -3680626 | -2297487 | -3208004 |
| Profit Factor | 2.5081 | 2.6095 | 2.3448 | 1.109 | 0.9775 | 1.2938 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 56.4103 | 51.2821 | 61.5385 | 56.4103 | 51.2821 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.9381 | 2.479 | 1.4655 | 0.857 | 0.9287 | 0.8087 |
| Largest Winning Trade | 344174 | 344174 | 71454 | 1066050 | 1066050 | 961526 |
| Largest Losing Trade | -61641 | -56862 | -61641 | -2247109 | -1308009 | -2247109 |
| Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
| Avg Bars in Winners | 47 | 58 | 37 | 47 | 58 | 37 |
| Avg Bars in Losers | 38 | 46 | 28 | 38 | 46 | 28 |
| Bars Traded | 3399 | 2064 | 1335 | 3399 | 2064 | 1335 |
| Profit Streak | 0 | 0 | 78.82 | 0 | 0 | 78.82 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -23515 | 470856 | -24337 | -152814 | -580591 | -3967 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1611878400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693247358,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 211,
"na": 0.2,
"nb": 0.41066,
"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": [
[
647031.4880970041,
426014.4579720409,
221017.0301249633,
1051554.2206906793,
-126602.7951999725,
1178157.015890651
],
[
647.031488,
426.014458,
221.01703,
1051.554221,
-126.602795,
1178.157016
],
[
0.356197,
0.234525,
0.121672,
0.134618,
0,
0.140368
],
[
10,
10,
10,
10,
10,
10
],
[
-121225,
-98774,
-106736,
-3680626,
-2297487,
-3208004
],
[
2.508086,
2.609455,
2.344823,
1.109043,
0.977529,
1.293842
],
[
78,
39,
39,
78,
39,
39
],
[
44,
20,
24,
44,
20,
24
],
[
34,
19,
15,
34,
19,
15
],
[
56.410256,
51.282051,
61.538462,
56.410256,
51.282051,
61.538462
],
[
1.938067,
2.478982,
1.465515,
0.856988,
0.928652,
0.808651
],
[
344174,
344174,
71454,
1066050,
1066050,
961526
],
[
-61641,
-56862,
-61641,
-2247109,
-1308009,
-2247109
],
[
43,
52,
34,
43,
52,
34
],
[
47,
58,
37,
47,
58,
37
],
[
38,
46,
28,
38,
46,
28
],
[
3399,
2064,
1335,
3399,
2064,
1335
],
[
0,
0,
78.819992,
0,
0,
78.819993
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-23515,
470856,
-24337,
-152814,
-580591,
-3967
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1611878400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693247358,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 211,
"na": 0.2,
"nb": 0.41066,
"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) |
|---|