| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 336799.9685 | 169792.9356 | 167007.033 | 363929.5114 | -198102.3685 | 562031.8799 |
| Total P&L (%) | 336.8 | 169.7929 | 167.007 | 363.9295 | -198.1024 | 562.0319 |
| Avg Daily Profit (%) | 0.1854 | 0.0935 | 0.0919 | 0.0845 | 0 | 0.1041 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101985 | -86185 | -71313 | -894764 | -788201 | -650238 |
| Profit Factor | 1.6448 | 1.7337 | 1.5741 | 1.1078 | 0.8722 | 1.3075 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Profitability (%) | 48.951 | 44.4444 | 53.5211 | 48.951 | 44.4444 | 53.5211 |
| Ratio Avg Win / Avg Loss | 1.7153 | 2.1672 | 1.367 | 1.1552 | 1.0902 | 1.1355 |
| Largest Winning Trade | 84832 | 84832 | 70946 | 508052 | 217030 | 508052 |
| Largest Losing Trade | -35523 | -32345 | -35523 | -350546 | -350546 | -317341 |
| Avg Bars in Trades | 24 | 18 | 31 | 24 | 18 | 31 |
| Avg Bars in Winners | 32 | 20 | 43 | 32 | 20 | 43 |
| Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
| Bars Traded | 3540 | 1311 | 2229 | 3540 | 1311 | 2229 |
| Profit Streak | 0 | 0 | 17.3199 | 0 | 0 | 17.3199 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390944 | -146230 | -153618 | -181857 | -660452 | -138605 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693241617,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 61
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
336799.9685427824,
169792.9355668391,
167007.0329759432,
363929.5113981196,
-198102.3684895068,
562031.8798876271
],
[
336.799969,
169.792936,
167.007033,
363.929511,
-198.102368,
562.03188
],
[
0.185411,
0.093473,
0.091939,
0.084515,
0,
0.104108
],
[
10,
10,
10,
10,
10,
10
],
[
-101985,
-86185,
-71313,
-894764,
-788201,
-650238
],
[
1.644833,
1.733739,
1.574108,
1.107765,
0.872154,
1.307537
],
[
143,
72,
71,
143,
72,
71
],
[
70,
32,
38,
70,
32,
38
],
[
73,
40,
33,
73,
40,
33
],
[
48.951049,
44.444444,
53.521127,
48.951049,
44.444444,
53.521127
],
[
1.715325,
2.167173,
1.366989,
1.15524,
1.090193,
1.135492
],
[
84832,
84832,
70946,
508052,
217030,
508052
],
[
-35523,
-32345,
-35523,
-350546,
-350546,
-317341
],
[
24,
18,
31,
24,
18,
31
],
[
32,
20,
43,
32,
20,
43
],
[
17,
16,
17,
17,
16,
17
],
[
3540,
1311,
2229,
3540,
1311,
2229
],
[
0,
0,
17.319926,
0,
0,
17.319926
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390944,
-146230,
-153618,
-181857,
-660452,
-138605
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3633,
"evaluation_days": 1816.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759693241617,
"expiration_time": 1764373968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 61
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|