| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317110.6357 | 181560.686 | 135549.9496 | -7322.854 | -433732.6431 | 426409.7891 |
| Total P&L (%) | 317.1106 | 181.5607 | 135.55 | -7.3229 | -433.7326 | 426.4098 |
| Avg Daily Profit (%) | 0.174 | 0.0996 | 0.0744 | -0.0042 | 0 | 0.0912 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -208567 | -174836 | -134976 | -1028081 | -932550 | -285867 |
| Profit Factor | 1.2712 | 1.306 | 1.2353 | 0.9975 | 0.7566 | 1.3758 |
| Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
| Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
| Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
| Profitability (%) | 51.2931 | 47.4138 | 55.1724 | 51.2931 | 47.4138 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.2071 | 1.4485 | 1.0037 | 0.9472 | 0.8392 | 1.1178 |
| Largest Winning Trade | 151298 | 151298 | 30550 | 189736 | 189736 | 153598 |
| Largest Losing Trade | -45557 | -41334 | -45557 | -265650 | -265650 | -206209 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3613 | 1809 | 1804 | 3613 | 1809 | 1804 |
| Profit Streak | 10.1936 | 17.6936 | 0 | 10.1936 | 17.6936 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346504 | -60227 | -93220 | -578459 | -581185 | -69956 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157524253,
"expiration_time": 1764863424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.14207,
"nb": 0.1,
"nc": 0.72502
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 19,
"offset": 95,
"scalar": 4
}
}
} {
"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": [
[
317110.6356679646,
181560.6860211649,
135549.9496467998,
-7322.85403271,
-433732.6431195835,
426409.7890868736
],
[
317.110636,
181.560686,
135.54995,
-7.322854,
-433.732643,
426.409789
],
[
0.174045,
0.099649,
0.074396,
-0.004174,
0,
0.0912
],
[
10,
10,
10,
10,
10,
10
],
[
-208567,
-174836,
-134976,
-1028081,
-932550,
-285867
],
[
1.27115,
1.30598,
1.235278,
0.99749,
0.756638,
1.375786
],
[
232,
116,
116,
232,
116,
116
],
[
119,
55,
64,
119,
55,
64
],
[
113,
61,
52,
113,
61,
52
],
[
51.293103,
47.413793,
55.172414,
51.293103,
47.413793,
55.172414
],
[
1.207059,
1.448451,
1.003663,
0.947196,
0.83918,
1.117826
],
[
151298,
151298,
30550,
189736,
189736,
153598
],
[
-45557,
-41334,
-45557,
-265650,
-265650,
-206209
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
3613,
1809,
1804,
3613,
1809,
1804
],
[
10.193568,
17.693568,
0,
10.193568,
17.693568,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346504,
-60227,
-93220,
-578459,
-581185,
-69956
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3644,
"evaluation_days": 1822,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157524253,
"expiration_time": 1764863424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.14207,
"nb": 0.1,
"nc": 0.72502
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 19,
"offset": 95,
"scalar": 4
}
}
}
| # | 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) |
|---|