| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 304407.1276 | 191604.1812 | 112802.9464 | 64713.1856 | -162056.0291 | 226769.2147 |
| Total P&L (%) | 304.4071 | 191.6042 | 112.8029 | 64.7132 | -162.056 | 226.7692 |
| Avg Daily Profit (%) | 0.1677 | 0.1056 | 0.0621 | 0.0275 | 0 | 0.0653 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86018 | -110498 | -72498 | -488764 | -448165 | -340777 |
| Profit Factor | 1.4503 | 1.5671 | 1.3336 | 1.0318 | 0.8471 | 1.2321 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 46.729 | 44.4444 | 49.0566 | 46.729 | 44.4444 | 49.0566 |
| Ratio Avg Win / Avg Loss | 1.6533 | 1.9589 | 1.3849 | 1.1762 | 1.0589 | 1.2795 |
| Largest Winning Trade | 102426 | 102426 | 71346 | 272099 | 200880 | 272099 |
| Largest Losing Trade | -50983 | -23429 | -50983 | -295194 | -93994 | -295194 |
| Avg Bars in Trades | 63 | 38 | 89 | 63 | 38 | 89 |
| Avg Bars in Winners | 93 | 51 | 132 | 93 | 51 | 132 |
| Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
| Bars Traded | 6824 | 2097 | 4727 | 6824 | 2097 | 4727 |
| 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 | 304951 | -231457 | -290083 | -343070 | -761327 | -286558 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592494842,
"expiration_time": 1764284328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 16,
"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": [
[
304407.1275664528,
191604.1812017977,
112802.9463646553,
64713.185576392,
-162056.0291099335,
226769.2146863257
],
[
304.407128,
191.604181,
112.802946,
64.713186,
-162.056029,
226.769215
],
[
0.167694,
0.105553,
0.062142,
0.027495,
0,
0.065251
],
[
10,
10,
10,
10,
10,
10
],
[
-86018,
-110498,
-72498,
-488764,
-448165,
-340777
],
[
1.450297,
1.567085,
1.333601,
1.031766,
0.847127,
1.232081
],
[
107,
54,
53,
107,
54,
53
],
[
50,
24,
26,
50,
24,
26
],
[
57,
30,
27,
57,
30,
27
],
[
46.728972,
44.444444,
49.056604,
46.728972,
44.444444,
49.056604
],
[
1.653339,
1.958856,
1.384893,
1.176213,
1.058908,
1.279469
],
[
102426,
102426,
71346,
272099,
200880,
272099
],
[
-50983,
-23429,
-50983,
-295194,
-93994,
-295194
],
[
63,
38,
89,
63,
38,
89
],
[
93,
51,
132,
93,
51,
132
],
[
37,
28,
47,
37,
28,
47
],
[
6824,
2097,
4727,
6824,
2097,
4727
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304951,
-231457,
-290083,
-343070,
-761327,
-286558
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7261,
"evaluation_days": 1815.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605398400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592494842,
"expiration_time": 1764284328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 16,
"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) |
|---|