| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511571.6313 | 318544.2356 | 193027.3957 | 457786.2654 | -352047.1798 | 809833.4451 |
| Total P&L (%) | 511.5716 | 318.5442 | 193.0274 | 457.7863 | -352.0472 | 809.8334 |
| Avg Daily Profit (%) | 0.282 | 0.1756 | 0.1064 | 0.0948 | 0 | 0.1218 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107531 | -104165 | -62870 | -1430543 | -1035854 | -1134698 |
| Profit Factor | 1.811 | 1.9315 | 1.6684 | 1.0734 | 0.8879 | 1.2614 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
| Profitability (%) | 40.4959 | 29.5082 | 51.6667 | 40.4959 | 29.5082 | 51.6667 |
| Ratio Avg Win / Avg Loss | 2.6611 | 4.6142 | 1.5608 | 1.5772 | 2.1211 | 1.18 |
| Largest Winning Trade | 281090 | 281090 | 74157 | 820558 | 571935 | 820558 |
| Largest Losing Trade | -51847 | -27329 | -51847 | -836916 | -304302 | -836916 |
| Avg Bars in Trades | 87 | 66 | 108 | 87 | 66 | 108 |
| Avg Bars in Winners | 149 | 130 | 160 | 149 | 130 | 160 |
| Avg Bars in Losers | 44 | 39 | 52 | 44 | 39 | 52 |
| Bars Traded | 10564 | 4060 | 6504 | 10564 | 4060 | 6504 |
| 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 | 316774 | -160822 | -216730 | -208481 | -749903 | -199107 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604937600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759508684572,
"expiration_time": 1764194688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"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": [
[
511571.6312945207,
318544.2355953341,
193027.3956991868,
457786.2653520054,
-352047.1797927353,
809833.4451447421
],
[
511.571631,
318.544236,
193.027396,
457.786265,
-352.04718,
809.833445
],
[
0.282013,
0.175603,
0.10641,
0.094797,
0,
0.121799
],
[
10,
10,
10,
10,
10,
10
],
[
-107531,
-104165,
-62870,
-1430543,
-1035854,
-1134698
],
[
1.811037,
1.931505,
1.66839,
1.073382,
0.887882,
1.261372
],
[
121,
61,
60,
121,
61,
60
],
[
49,
18,
31,
49,
18,
31
],
[
72,
43,
29,
72,
43,
29
],
[
40.495868,
29.508197,
51.666667,
40.495868,
29.508197,
51.666667
],
[
2.661116,
4.61415,
1.560752,
1.577215,
2.121052,
1.179993
],
[
281090,
281090,
74157,
820558,
571935,
820558
],
[
-51847,
-27329,
-51847,
-836916,
-304302,
-836916
],
[
87,
66,
108,
87,
66,
108
],
[
149,
130,
160,
149,
130,
160
],
[
44,
39,
52,
44,
39,
52
],
[
10564,
4060,
6504,
10564,
4060,
6504
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316774,
-160822,
-216730,
-208481,
-749903,
-199107
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10884,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604937600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759508684572,
"expiration_time": 1764194688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 130,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"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) |
|---|