| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 440760.4606 | 265123.741 | 175636.7195 | 323213.8282 | -359290.1 | 682503.9281 |
| Total P&L (%) | 440.7605 | 265.1237 | 175.6367 | 323.2138 | -359.2901 | 682.5039 |
| Avg Daily Profit (%) | 0.2426 | 0.146 | 0.0967 | 0.0795 | 0 | 0.1133 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111660 | -94333 | -58860 | -1207408 | -1033835 | -848821 |
| Profit Factor | 1.8722 | 1.9611 | 1.7654 | 1.065 | 0.859 | 1.2818 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Profitability (%) | 50.5263 | 45.8333 | 55.3191 | 50.5263 | 45.8333 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.8332 | 2.3177 | 1.4259 | 1.0428 | 1.0152 | 1.0353 |
| Largest Winning Trade | 283464 | 283464 | 71135 | 598136 | 452297 | 598136 |
| Largest Losing Trade | -45731 | -28505 | -45731 | -690312 | -335249 | -690312 |
| Avg Bars in Trades | 37 | 24 | 49 | 37 | 24 | 49 |
| Avg Bars in Winners | 50 | 30 | 67 | 50 | 30 | 67 |
| Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
| Bars Traded | 3520 | 1186 | 2334 | 3520 | 1186 | 2334 |
| Profit Streak | 0 | 0 | 20.8199 | 0 | 0 | 20.8199 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426983 | 153684 | -60326 | -235544 | -580365 | -39997 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693241920,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 51,
"offset": 39
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
440760.4605609771,
265123.7410246556,
175636.7195363217,
323213.8281782254,
-359290.0999570496,
682503.9281352748
],
[
440.760461,
265.123741,
175.63672,
323.213828,
-359.2901,
682.503928
],
[
0.242643,
0.145953,
0.09669,
0.079454,
0,
0.113322
],
[
10,
10,
10,
10,
10,
10
],
[
-111660,
-94333,
-58860,
-1207408,
-1033835,
-848821
],
[
1.872222,
1.961099,
1.765383,
1.065026,
0.859021,
1.281797
],
[
95,
48,
47,
95,
48,
47
],
[
48,
22,
26,
48,
22,
26
],
[
47,
26,
21,
47,
26,
21
],
[
50.526316,
45.833333,
55.319149,
50.526316,
45.833333,
55.319149
],
[
1.833218,
2.317662,
1.425887,
1.042838,
1.015206,
1.035297
],
[
283464,
283464,
71135,
598136,
452297,
598136
],
[
-45731,
-28505,
-45731,
-690312,
-335249,
-690312
],
[
37,
24,
49,
37,
24,
49
],
[
50,
30,
67,
50,
30,
67
],
[
23,
19,
27,
23,
19,
27
],
[
3520,
1186,
2334,
3520,
1186,
2334
],
[
0,
0,
20.81993,
0,
0,
20.81993
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426983,
153684,
-60326,
-235544,
-580365,
-39997
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693241920,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 51,
"offset": 39
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|