| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567824.5001 | 360680.2469 | 207144.2532 | 541849.0196 | -121352.2393 | 663201.2589 |
| Total P&L (%) | 567.8245 | 360.6802 | 207.1443 | 541.849 | -121.3522 | 663.2013 |
| Avg Daily Profit (%) | 0.3147 | 0.1999 | 0.1148 | 0.1031 | 0 | 0.1127 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121743 | -113249 | -58025 | -1075452 | -1000011 | -755674 |
| Profit Factor | 1.4522 | 1.5286 | 1.3612 | 1.0543 | 0.9775 | 1.1447 |
| Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
| Winning Trades | 248 | 114 | 134 | 248 | 114 | 134 |
| Losing Trades | 277 | 149 | 128 | 277 | 149 | 128 |
| Profitability (%) | 47.2381 | 43.346 | 51.145 | 47.2381 | 43.346 | 51.145 |
| Ratio Avg Win / Avg Loss | 1.622 | 1.9979 | 1.3003 | 1.1776 | 1.2776 | 1.0934 |
| Largest Winning Trade | 319508 | 319508 | 54623 | 596166 | 596166 | 309274 |
| Largest Losing Trade | -32156 | -32156 | -14914 | -341999 | -341999 | -170450 |
| Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
| Avg Bars in Winners | 52 | 45 | 58 | 52 | 45 | 58 |
| Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
| Bars Traded | 21447 | 10045 | 11402 | 21447 | 10045 | 11402 |
| Profit Streak | 18.7438 | 31.6604 | 0 | 18.7438 | 31.6604 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 481423 | 356446 | -38327 | -213520 | -579422 | -102571 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603864800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758858661615,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 36,
"offset": 116
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 40,
"af": 0,
"af0": 0,
"max_af": 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": [
[
567824.5000644695,
360680.2468797739,
207144.2531846958,
541849.0195855787,
-121352.2393219652,
663201.2589075441
],
[
567.8245,
360.680247,
207.144253,
541.84902,
-121.352239,
663.201259
],
[
0.314671,
0.199878,
0.114793,
0.103083,
0,
0.11269
],
[
10,
10,
10,
10,
10,
10
],
[
-121743,
-113249,
-58025,
-1075452,
-1000011,
-755674
],
[
1.452161,
1.528604,
1.361209,
1.054293,
0.977509,
1.144662
],
[
525,
263,
262,
525,
263,
262
],
[
248,
114,
134,
248,
114,
134
],
[
277,
149,
128,
277,
149,
128
],
[
47.238095,
43.346008,
51.145038,
47.238095,
43.346008,
51.145038
],
[
1.62197,
1.997912,
1.300259,
1.177577,
1.277622,
1.093409
],
[
319508,
319508,
54623,
596166,
596166,
309274
],
[
-32156,
-32156,
-14914,
-341999,
-341999,
-170450
],
[
40,
38,
43,
40,
38,
43
],
[
52,
45,
58,
52,
45,
58
],
[
30,
32,
27,
30,
32,
27
],
[
21447,
10045,
11402,
21447,
10045,
11402
],
[
18.743768,
31.660435,
0,
18.743769,
31.660435,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481423,
356446,
-38327,
-213520,
-579422,
-102571
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603864800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758858661615,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 36,
"offset": 116
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 40,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|