| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 690431.9046 | 420767.337 | 269664.5676 | 2517974.1835 | 207677.6284 | 2310296.5551 |
| Total P&L (%) | 690.4319 | 420.7673 | 269.6646 | 2517.9742 | 207.6776 | 2310.2966 |
| Avg Daily Profit (%) | 0.3802 | 0.2317 | 0.1485 | 0.18 | 0.0619 | 0.1754 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62989 | -74888 | -47729 | -2285396 | -1969089 | -1012270 |
| Profit Factor | 1.9947 | 2.0572 | 1.9106 | 1.2036 | 1.0311 | 1.4066 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
| Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
| Profitability (%) | 35.4651 | 26.7442 | 44.186 | 35.4651 | 26.7442 | 44.186 |
| Ratio Avg Win / Avg Loss | 3.6296 | 5.635 | 2.4134 | 2.1902 | 2.8242 | 1.7767 |
| Largest Winning Trade | 307446 | 307446 | 63103 | 1603914 | 1603914 | 964553 |
| Largest Losing Trade | -21895 | -21895 | -20726 | -806912 | -452914 | -806912 |
| Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
| Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 3547 | 1491 | 2056 | 3547 | 1491 | 2056 |
| Profit Streak | 47.1086 | 47.1086 | 56.6086 | 47.1086 | 47.1086 | 56.6086 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371232 | -9811 | 269528 | 194994 | -317117 | 300493 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631787078,
"expiration_time": 1764329472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 6,
"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": [
[
690431.9046421017,
420767.3370133715,
269664.5676287307,
2517974.1835023444,
207677.6283699435,
2310296.5551324007
],
[
690.431905,
420.767337,
269.664568,
2517.974184,
207.677628,
2310.296555
],
[
0.380194,
0.2317,
0.148494,
0.179952,
0.061907,
0.175392
],
[
10,
10,
10,
10,
10,
10
],
[
-62989,
-74888,
-47729,
-2285396,
-1969089,
-1012270
],
[
1.994654,
2.057215,
1.910578,
1.203606,
1.03107,
1.406552
],
[
172,
86,
86,
172,
86,
86
],
[
61,
23,
38,
61,
23,
38
],
[
111,
63,
48,
111,
63,
48
],
[
35.465116,
26.744186,
44.186047,
35.465116,
26.744186,
44.186047
],
[
3.629617,
5.63498,
2.413362,
2.190169,
2.824235,
1.776697
],
[
307446,
307446,
63103,
1603914,
1603914,
964553
],
[
-21895,
-21895,
-20726,
-806912,
-452914,
-806912
],
[
20,
17,
23,
20,
17,
23
],
[
40,
39,
41,
40,
39,
41
],
[
9,
9,
9,
9,
9,
9
],
[
3547,
1491,
2056,
3547,
1491,
2056
],
[
47.108647,
47.108647,
56.608647,
47.108647,
47.108647,
56.608647
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371232,
-9811,
269528,
194994,
-317117,
300493
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3632,
"evaluation_days": 1816,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631787078,
"expiration_time": 1764329472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 6,
"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) |
|---|