| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 205886.6798 | 88396.329 | 117490.3508 | -48923.3371 | -4075812.7629 | 4026889.4258 |
| Total P&L (%) | 205.8867 | 88.3963 | 117.4904 | -48.9233 | -4075.8128 | 4026.8894 |
| Avg Daily Profit (%) | 0.1141 | 0.049 | 0.0651 | -0.0372 | 0 | 0.2064 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -440667 | -293348 | -224608 | -9920198 | -9183061 | -2733646 |
| Profit Factor | 1.0674 | 1.0568 | 1.0784 | 0.9989 | 0.8254 | 1.2022 |
| Total Trades | 1663 | 831 | 832 | 1663 | 831 | 832 |
| Winning Trades | 658 | 308 | 350 | 658 | 308 | 350 |
| Losing Trades | 1005 | 523 | 482 | 1005 | 523 | 482 |
| Profitability (%) | 39.567 | 37.0638 | 42.0673 | 39.567 | 37.0638 | 42.0673 |
| Ratio Avg Win / Avg Loss | 1.6303 | 1.7944 | 1.4852 | 1.5256 | 1.4015 | 1.6556 |
| Largest Winning Trade | 69084 | 69084 | 46327 | 1623040 | 1416366 | 1623040 |
| Largest Losing Trade | -20205 | -19389 | -20205 | -1072069 | -1072069 | -982590 |
| Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 21649 | 10568 | 11081 | 21649 | 10568 | 11081 |
| 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 | -182601 | -285429 | -239251 | -574640 | -580079 | 348212 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863505548,
"expiration_time": 1764335116800,
"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": "hl2",
"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": [
[
205886.6797721706,
88396.329010883,
117490.3507612868,
-48923.3371003983,
-4075812.762868595,
4026889.4257682
],
[
205.88668,
88.396329,
117.490351,
-48.923337,
-4075.812763,
4026.889426
],
[
0.114096,
0.048987,
0.06511,
-0.037225,
0,
0.20637
],
[
10,
10,
10,
10,
10,
10
],
[
-440667,
-293348,
-224608,
-9920198,
-9183061,
-2733646
],
[
1.067394,
1.056768,
1.078442,
0.998869,
0.825378,
1.202232
],
[
1663,
831,
832,
1663,
831,
832
],
[
658,
308,
350,
658,
308,
350
],
[
1005,
523,
482,
1005,
523,
482
],
[
39.567048,
37.063779,
42.067308,
39.567048,
37.063779,
42.067308
],
[
1.630291,
1.794446,
1.485169,
1.525628,
1.401535,
1.655645
],
[
69084,
69084,
46327,
1623040,
1416366,
1623040
],
[
-20205,
-19389,
-20205,
-1072069,
-1072069,
-982590
],
[
13,
12,
13,
13,
12,
13
],
[
18,
18,
18,
18,
18,
18
],
[
9,
9,
9,
9,
9,
9
],
[
21649,
10568,
11081,
21649,
10568,
11081
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-182601,
-285429,
-239251,
-574640,
-580079,
348212
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1602777600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758863505548,
"expiration_time": 1764335116800,
"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": "hl2",
"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) |
|---|