| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 382647.6797 | 202160.3207 | 180487.359 | 308002.6277 | 109795.5379 | 198207.0898 |
| Total P&L (%) | 382.6477 | 202.1603 | 180.4874 | 308.0026 | 109.7955 | 198.2071 |
| Avg Daily Profit (%) | 0.2106 | 0.1112 | 0.0993 | 0.0774 | 0.0408 | 0.0601 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91483 | -118642 | -115691 | -604185 | -556017 | -378051 |
| Profit Factor | 1.237 | 1.2578 | 1.2174 | 1.0786 | 1.0558 | 1.1016 |
| Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
| Winning Trades | 228 | 105 | 123 | 228 | 105 | 123 |
| Losing Trades | 320 | 169 | 151 | 320 | 169 | 151 |
| Profitability (%) | 41.6058 | 38.3212 | 44.8905 | 41.6058 | 38.3212 | 44.8905 |
| Ratio Avg Win / Avg Loss | 1.7361 | 2.0245 | 1.4945 | 1.5138 | 1.6993 | 1.3524 |
| Largest Winning Trade | 66314 | 66314 | 35102 | 166705 | 166705 | 157268 |
| Largest Losing Trade | -31052 | -31052 | -24559 | -120914 | -96326 | -120914 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 7227 | 3327 | 3900 | 7227 | 3327 | 3900 |
| Profit Streak | 0 | 11.5775 | 0 | 0 | 11.5775 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302331 | -46298 | -61633 | -222692 | -299256 | -222190 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603432800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758699092,
"expiration_time": 1764462312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 88,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 32,
"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": [
[
382647.6796636199,
202160.3207100077,
180487.3589536127,
308002.6276962463,
109795.5379413221,
198207.0897549243
],
[
382.64768,
202.160321,
180.487359,
308.002628,
109.795538,
198.20709
],
[
0.210564,
0.111245,
0.099319,
0.077405,
0.040782,
0.060143
],
[
10,
10,
10,
10,
10,
10
],
[
-91483,
-118642,
-115691,
-604185,
-556017,
-378051
],
[
1.237003,
1.257812,
1.217353,
1.078588,
1.055769,
1.101622
],
[
548,
274,
274,
548,
274,
274
],
[
228,
105,
123,
228,
105,
123
],
[
320,
169,
151,
320,
169,
151
],
[
41.605839,
38.321168,
44.890511,
41.605839,
38.321168,
44.890511
],
[
1.736145,
2.024478,
1.494474,
1.513808,
1.699285,
1.352398
],
[
66314,
66314,
35102,
166705,
166705,
157268
],
[
-31052,
-31052,
-24559,
-120914,
-96326,
-120914
],
[
13,
12,
14,
13,
12,
14
],
[
18,
16,
19,
18,
16,
19
],
[
9,
9,
9,
9,
9,
9
],
[
7227,
3327,
3900,
7227,
3327,
3900
],
[
0,
11.577536,
0,
0,
11.577536,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302331,
-46298,
-61633,
-222692,
-299256,
-222190
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603432800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758699092,
"expiration_time": 1764462312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 88,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 32,
"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) |
|---|