| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638491.1125 | 377914.7421 | 260576.3704 | 1820983.332 | -719666.1417 | 2540649.4737 |
| Total P&L (%) | 638.4911 | 377.9147 | 260.5764 | 1820.9833 | -719.6661 | 2540.6495 |
| Avg Daily Profit (%) | 0.3509 | 0.2077 | 0.1432 | 0.1626 | 0 | 0.1801 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86495 | -79109 | -63454 | -3434951 | -3993674 | -1115084 |
| Profit Factor | 1.8187 | 1.8819 | 1.7416 | 1.1044 | 0.9285 | 1.3446 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 77 | 28 | 49 | 77 | 28 | 49 |
| Losing Trades | 127 | 74 | 53 | 127 | 74 | 53 |
| Profitability (%) | 37.7451 | 27.451 | 48.0392 | 37.7451 | 27.451 | 48.0392 |
| Ratio Avg Win / Avg Loss | 2.9997 | 4.9737 | 1.8838 | 1.8216 | 2.4538 | 1.4544 |
| Largest Winning Trade | 270635 | 270635 | 60732 | 2395616 | 2395616 | 1219756 |
| Largest Losing Trade | -17237 | -13945 | -17237 | -532919 | -527963 | -532919 |
| Avg Bars in Trades | 17 | 14 | 21 | 17 | 14 | 21 |
| Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
| Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
| Bars Traded | 3602 | 1456 | 2146 | 3602 | 1456 | 2146 |
| Profit Streak | 17.9348 | 0 | 20.9348 | 17.9348 | 0 | 20.9348 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357230 | -7757 | 44320 | -99659 | -597017 | 288331 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759962365444,
"expiration_time": 1764640944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 6,
"offset": 0,
"std": 4.07427
}
}
} {
"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": [
[
638491.1124770846,
377914.7420599135,
260576.3704171716,
1820983.331966939,
-719666.1417011073,
2540649.4736680454
],
[
638.491112,
377.914742,
260.57637,
1820.983332,
-719.666142,
2540.649474
],
[
0.350916,
0.207703,
0.143213,
0.162562,
0,
0.18008
],
[
10,
10,
10,
10,
10,
10
],
[
-86495,
-79109,
-63454,
-3434951,
-3993674,
-1115084
],
[
1.818723,
1.881946,
1.74162,
1.104449,
0.928478,
1.34463
],
[
204,
102,
102,
204,
102,
102
],
[
77,
28,
49,
77,
28,
49
],
[
127,
74,
53,
127,
74,
53
],
[
37.745098,
27.45098,
48.039216,
37.745098,
27.45098,
48.039216
],
[
2.999712,
4.973714,
1.883793,
1.821624,
2.453833,
1.454396
],
[
270635,
270635,
60732,
2395616,
2395616,
1219756
],
[
-17237,
-13945,
-17237,
-532919,
-527963,
-532919
],
[
17,
14,
21,
17,
14,
21
],
[
30,
28,
32,
30,
28,
32
],
[
9,
8,
10,
9,
8,
10
],
[
3602,
1456,
2146,
3602,
1456,
2146
],
[
17.934785,
0,
20.934785,
17.934785,
0,
20.934785
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357230,
-7757,
44320,
-99659,
-597017,
288331
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759962365444,
"expiration_time": 1764640944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 6,
"offset": 0,
"std": 4.07427
}
}
}
| # | 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) |
|---|