| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335405.3515 | 184779.9887 | 150625.3628 | 31149.7974 | -1057225.7228 | 1088375.5202 |
| Total P&L (%) | 335.4054 | 184.78 | 150.6254 | 31.1498 | -1057.2257 | 1088.3755 |
| Avg Daily Profit (%) | 0.1854 | 0.1022 | 0.0833 | 0.015 | 0 | 0.1369 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -268185 | -151593 | -145513 | -3109304 | -2363184 | -2071589 |
| Profit Factor | 1.2185 | 1.2339 | 1.2022 | 1.0018 | 0.8821 | 1.1287 |
| Total Trades | 498 | 249 | 249 | 498 | 249 | 249 |
| Winning Trades | 239 | 118 | 121 | 239 | 118 | 121 |
| Losing Trades | 259 | 131 | 128 | 259 | 131 | 128 |
| Profitability (%) | 47.992 | 47.3896 | 48.5944 | 47.992 | 47.3896 | 48.5944 |
| Ratio Avg Win / Avg Loss | 1.3205 | 1.3698 | 1.2718 | 1.0856 | 0.9793 | 1.194 |
| Largest Winning Trade | 97191 | 97191 | 50539 | 577251 | 577251 | 415106 |
| Largest Losing Trade | -66507 | -34358 | -66507 | -597355 | -498646 | -597355 |
| Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
| Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
| Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
| Bars Traded | 21445 | 11050 | 10395 | 21445 | 11050 | 10395 |
| Profit Streak | 0 | 0 | 20.2915 | 0 | 0 | 20.2915 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320551 | -57176 | -81017 | -392562 | -581045 | -87472 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21704,
"evaluation_days": 1808.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085981437,
"expiration_time": 1764708076800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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": [
[
335405.3515113174,
184779.9887103915,
150625.3628009244,
31149.7973752873,
-1057225.7228267344,
1088375.5202020197
],
[
335.405352,
184.779989,
150.625363,
31.149797,
-1057.225723,
1088.37552
],
[
0.185443,
0.102163,
0.08328,
0.014994,
0,
0.136944
],
[
10,
10,
10,
10,
10,
10
],
[
-268185,
-151593,
-145513,
-3109304,
-2363184,
-2071589
],
[
1.218539,
1.233901,
1.202244,
1.001788,
0.882119,
1.128718
],
[
498,
249,
249,
498,
249,
249
],
[
239,
118,
121,
239,
118,
121
],
[
259,
131,
128,
259,
131,
128
],
[
47.991968,
47.389558,
48.594378,
47.991968,
47.389558,
48.594378
],
[
1.320509,
1.369839,
1.271795,
1.085619,
0.979302,
1.194016
],
[
97191,
97191,
50539,
577251,
577251,
415106
],
[
-66507,
-34358,
-66507,
-597355,
-498646,
-597355
],
[
43,
44,
41,
43,
44,
41
],
[
46,
46,
46,
46,
46,
46
],
[
39,
42,
36,
39,
42,
36
],
[
21445,
11050,
10395,
21445,
11050,
10395
],
[
0,
0,
20.291452,
0,
0,
20.291452
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320551,
-57176,
-81017,
-392562,
-581045,
-87472
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21704,
"evaluation_days": 1808.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603929600000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759085981437,
"expiration_time": 1764708076800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 151,
"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) |
|---|