| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 494509.7738 | 294432.7761 | 200076.9977 | 384826.9337 | -110105.4388 | 494932.3725 |
| Total P&L (%) | 494.5098 | 294.4328 | 200.077 | 384.8269 | -110.1054 | 494.9324 |
| Avg Daily Profit (%) | 0.2725 | 0.1622 | 0.1102 | 0.087 | 0 | 0.0983 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95601 | -78314 | -53378 | -977972 | -909016 | -570791 |
| Profit Factor | 1.46 | 1.5416 | 1.3765 | 1.0504 | 0.9711 | 1.1292 |
| Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
| Winning Trades | 165 | 70 | 95 | 165 | 70 | 95 |
| Losing Trades | 239 | 132 | 107 | 239 | 132 | 107 |
| Profitability (%) | 40.8416 | 34.6535 | 47.0297 | 40.8416 | 34.6535 | 47.0297 |
| Ratio Avg Win / Avg Loss | 2.1148 | 2.907 | 1.5504 | 1.5215 | 1.8312 | 1.2718 |
| Largest Winning Trade | 264333 | 264333 | 59615 | 594307 | 594307 | 295480 |
| Largest Losing Trade | -23235 | -23235 | -23141 | -207608 | -153701 | -207608 |
| Avg Bars in Trades | 53 | 38 | 68 | 53 | 38 | 68 |
| Avg Bars in Winners | 84 | 64 | 98 | 84 | 64 | 98 |
| Avg Bars in Losers | 32 | 25 | 40 | 32 | 25 | 40 |
| Bars Traded | 21621 | 7864 | 13757 | 21621 | 7864 | 13757 |
| Profit Streak | 14.572 | 0 | 17.072 | 14.572 | 0 | 17.072 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343941 | 162129 | -44232 | -241628 | -583466 | -140219 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21778,
"evaluation_days": 1814.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603252800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759621418118,
"expiration_time": 1765260057600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 67,
"offset": 0
}
},
"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": [
[
494509.7737630494,
294432.7760907876,
200076.997672261,
384826.9336723114,
-110105.4387814539,
494932.3724537641
],
[
494.509774,
294.432776,
200.076998,
384.826934,
-110.105439,
494.932372
],
[
0.272483,
0.162237,
0.110246,
0.087022,
0,
0.09831
],
[
10,
10,
10,
10,
10,
10
],
[
-95601,
-78314,
-53378,
-977972,
-909016,
-570791
],
[
1.459984,
1.5416,
1.376492,
1.050385,
0.971077,
1.129197
],
[
404,
202,
202,
404,
202,
202
],
[
165,
70,
95,
165,
70,
95
],
[
239,
132,
107,
239,
132,
107
],
[
40.841584,
34.653465,
47.029703,
40.841584,
34.653465,
47.029703
],
[
2.114764,
2.907018,
1.550364,
1.521467,
1.831174,
1.271833
],
[
264333,
264333,
59615,
594307,
594307,
295480
],
[
-23235,
-23235,
-23141,
-207608,
-153701,
-207608
],
[
53,
38,
68,
53,
38,
68
],
[
84,
64,
98,
84,
64,
98
],
[
32,
25,
40,
32,
25,
40
],
[
21621,
7864,
13757,
21621,
7864,
13757
],
[
14.571969,
0,
17.071969,
14.571969,
0,
17.071969
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343941,
162129,
-44232,
-241628,
-583466,
-140219
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21778,
"evaluation_days": 1814.83,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603252800000,
"last_datapoint_time": 1759615200000,
"evaluation_time": 1759621418118,
"expiration_time": 1765260057600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 67,
"offset": 0
}
},
"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) |
|---|