| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 749254.5405 | 481163.4874 | 268091.0531 | 3210503.4326 | -1438381.426 | 4648884.8585 |
| Total P&L (%) | 749.2545 | 481.1635 | 268.0911 | 3210.5034 | -1438.3814 | 4648.8849 |
| Avg Daily Profit (%) | 0.4119 | 0.2645 | 0.1474 | 0.1926 | 0 | 0.2125 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96894 | -81195 | -40701 | -6999836 | -5747060 | -2695694 |
| Profit Factor | 3.6858 | 3.588 | 3.8812 | 1.222 | 0.8412 | 1.8602 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
| Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
| Profitability (%) | 45.614 | 34.4828 | 57.1429 | 45.614 | 34.4828 | 57.1429 |
| Ratio Avg Win / Avg Loss | 4.3946 | 6.8172 | 2.9109 | 1.457 | 1.5983 | 1.3951 |
| Largest Winning Trade | 453206 | 453206 | 67949 | 2634582 | 2634582 | 2142265 |
| Largest Losing Trade | -21872 | -18820 | -21872 | -1410889 | -1410889 | -1231019 |
| Avg Bars in Trades | 61 | 38 | 85 | 61 | 38 | 85 |
| Avg Bars in Winners | 108 | 71 | 130 | 108 | 71 | 130 |
| Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
| Bars Traded | 3499 | 1110 | 2389 | 3499 | 1110 | 2389 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164525 | 318328 | -9449 | -173623 | -584089 | -9565 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606780800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759890988907,
"expiration_time": 1764596448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 9,
"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": [
[
749254.5405125493,
481163.4874435682,
268091.0530689813,
3210503.4325930183,
-1438381.4259566334,
4648884.858549652
],
[
749.254541,
481.163487,
268.091053,
3210.503433,
-1438.381426,
4648.884859
],
[
0.411905,
0.264521,
0.147384,
0.192581,
0,
0.212457
],
[
10,
10,
10,
10,
10,
10
],
[
-96894,
-81195,
-40701,
-6999836,
-5747060,
-2695694
],
[
3.685777,
3.587987,
3.88117,
1.221999,
0.841191,
1.860183
],
[
57,
29,
28,
57,
29,
28
],
[
26,
10,
16,
26,
10,
16
],
[
31,
19,
12,
31,
19,
12
],
[
45.614035,
34.482759,
57.142857,
45.614035,
34.482759,
57.142857
],
[
4.39458,
6.817176,
2.910877,
1.456998,
1.598263,
1.395137
],
[
453206,
453206,
67949,
2634582,
2634582,
2142265
],
[
-21872,
-18820,
-21872,
-1410889,
-1410889,
-1231019
],
[
61,
38,
85,
61,
38,
85
],
[
108,
71,
130,
108,
71,
130
],
[
22,
20,
24,
22,
20,
24
],
[
3499,
1110,
2389,
3499,
1110,
2389
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164525,
318328,
-9449,
-173623,
-584089,
-9565
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3638,
"evaluation_days": 1819,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606780800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759890988907,
"expiration_time": 1764596448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 9,
"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) |
|---|