| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 552359.7246 | 275432.9778 | 276926.7468 | 1395750.8156 | -860709.3542 | 2256460.1698 |
| Total P&L (%) | 552.3597 | 275.433 | 276.9267 | 1395.7508 | -860.7094 | 2256.4602 |
| Avg Daily Profit (%) | 0.3036 | 0.1514 | 0.1522 | 0.1488 | 0 | 0.1738 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105858 | -88885 | -63641 | -3390089 | -2627581 | -2040989 |
| Profit Factor | 1.5121 | 1.4693 | 1.5633 | 1.0569 | 0.9339 | 1.1959 |
| Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
| Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
| Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
| Profitability (%) | 39.3382 | 37.5 | 41.1765 | 39.3382 | 37.5 | 41.1765 |
| Ratio Avg Win / Avg Loss | 2.3318 | 2.4488 | 2.2332 | 1.6297 | 1.5566 | 1.7085 |
| Largest Winning Trade | 110788 | 110788 | 51107 | 1066805 | 1066805 | 771851 |
| Largest Losing Trade | -21961 | -21961 | -19496 | -717492 | -534628 | -717492 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
| Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
| Bars Traded | 3635 | 1704 | 1931 | 3635 | 1704 | 1931 |
| Profit Streak | 17.9992 | 17.9992 | 22.4992 | 17.9992 | 17.9992 | 22.4992 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361258 | 188013 | 259811 | -152249 | -582212 | 40051 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759967934102,
"expiration_time": 1764640944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.54908,
"nc": 0.04575
}
}
} {
"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": [
[
552359.7245743271,
275432.9778054466,
276926.7467688815,
1395750.8156062914,
-860709.3541746405,
2256460.16978093
],
[
552.359725,
275.432978,
276.926747,
1395.750816,
-860.709354,
2256.46017
],
[
0.303578,
0.151378,
0.152199,
0.14879,
0,
0.173811
],
[
10,
10,
10,
10,
10,
10
],
[
-105858,
-88885,
-63641,
-3390089,
-2627581,
-2040989
],
[
1.512108,
1.469252,
1.563273,
1.056863,
0.933937,
1.195922
],
[
272,
136,
136,
272,
136,
136
],
[
107,
51,
56,
107,
51,
56
],
[
165,
85,
80,
165,
85,
80
],
[
39.338235,
37.5,
41.176471,
39.338235,
37.5,
41.176471
],
[
2.331755,
2.448754,
2.233248,
1.629742,
1.556562,
1.708459
],
[
110788,
110788,
51107,
1066805,
1066805,
771851
],
[
-21961,
-21961,
-19496,
-717492,
-534628,
-717492
],
[
13,
12,
14,
13,
12,
14
],
[
19,
18,
21,
19,
18,
21
],
[
9,
8,
9,
9,
8,
9
],
[
3635,
1704,
1931,
3635,
1704,
1931
],
[
17.999237,
17.999237,
22.499237,
17.999237,
17.999237,
22.499237
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361258,
188013,
259811,
-152249,
-582212,
40051
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3639,
"evaluation_days": 1819.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759967934102,
"expiration_time": 1764640944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.54908,
"nc": 0.04575
}
}
}
| # | 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) |
|---|