| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273449.0267 | 150330.8051 | 123118.2216 | 28238.4324 | -659085.3607 | 687323.793 |
| Total P&L (%) | 273.449 | 150.3308 | 123.1182 | 28.2384 | -659.0854 | 687.3238 |
| Avg Daily Profit (%) | 0.1501 | 0.0825 | 0.0676 | 0.0137 | 0 | 0.1134 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -175853 | -134944 | -84698 | -1392613 | -1249441 | -815904 |
| Profit Factor | 1.3402 | 1.329 | 1.355 | 1.0049 | 0.8022 | 1.2827 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 91 | 36 | 55 | 91 | 36 | 55 |
| Losing Trades | 103 | 61 | 42 | 103 | 61 | 42 |
| Profitability (%) | 46.9072 | 37.1134 | 56.701 | 46.9072 | 37.1134 | 56.701 |
| Ratio Avg Win / Avg Loss | 1.5169 | 2.2518 | 1.0347 | 1.1374 | 1.3593 | 0.9795 |
| Largest Winning Trade | 179948 | 179948 | 69448 | 623321 | 430814 | 623321 |
| Largest Losing Trade | -40708 | -24634 | -40708 | -603312 | -293368 | -603312 |
| Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
| Avg Bars in Winners | 49 | 41 | 55 | 49 | 41 | 55 |
| Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
| Bars Traded | 7117 | 2924 | 4193 | 7117 | 2924 | 4193 |
| 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 | 304144 | -86683 | -101678 | -393188 | -584418 | -42353 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7285,
"evaluation_days": 1821.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760110364628,
"expiration_time": 1764818280000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"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": [
[
273449.0266671674,
150330.805092331,
123118.2215748364,
28238.4323592924,
-659085.3606699735,
687323.7930292662
],
[
273.449027,
150.330805,
123.118222,
28.238432,
-659.085361,
687.323793
],
[
0.150144,
0.082543,
0.067601,
0.013658,
0,
0.113364
],
[
10,
10,
10,
10,
10,
10
],
[
-175853,
-134944,
-84698,
-1392613,
-1249441,
-815904
],
[
1.34018,
1.328954,
1.35497,
1.004899,
0.80222,
1.28267
],
[
194,
97,
97,
194,
97,
97
],
[
91,
36,
55,
91,
36,
55
],
[
103,
61,
42,
103,
61,
42
],
[
46.907216,
37.113402,
56.701031,
46.907216,
37.113402,
56.701031
],
[
1.516907,
2.251839,
1.034705,
1.137413,
1.359317,
0.979493
],
[
179948,
179948,
69448,
623321,
430814,
623321
],
[
-40708,
-24634,
-40708,
-603312,
-293368,
-603312
],
[
36,
30,
43,
36,
30,
43
],
[
49,
41,
55,
49,
41,
55
],
[
25,
23,
27,
25,
23,
27
],
[
7117,
2924,
4193,
7117,
2924,
4193
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304144,
-86683,
-101678,
-393188,
-584418,
-42353
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7285,
"evaluation_days": 1821.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760110364628,
"expiration_time": 1764818280000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"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) |
|---|