| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 536925.627 | 372106.5748 | 164819.0522 | 272749.4136 | -1431972.7486 | 1704722.1622 |
| Total P&L (%) | 536.9256 | 372.1066 | 164.8191 | 272.7494 | -1431.9727 | 1704.7222 |
| Avg Daily Profit (%) | 0.2974 | 0.2061 | 0.0913 | 0.0729 | 0 | 0.1604 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129816 | -106143 | -66511 | -2572246 | -2351019 | -1330191 |
| Profit Factor | 2.2827 | 2.5624 | 1.9134 | 1.0432 | 0.6226 | 1.6775 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.0544 | 2.7455 | 1.4351 | 0.9389 | 0.6671 | 1.2581 |
| Largest Winning Trade | 438908 | 438908 | 59556 | 1037256 | 714857 | 1037256 |
| Largest Losing Trade | -39567 | -30758 | -39567 | -875919 | -875919 | -796262 |
| Avg Bars in Trades | 123 | 129 | 116 | 123 | 129 | 116 |
| Avg Bars in Winners | 166 | 179 | 154 | 166 | 179 | 154 |
| Avg Bars in Losers | 75 | 82 | 66 | 75 | 82 | 66 |
| Bars Traded | 7021 | 3753 | 3267 | 7021 | 3753 | 3267 |
| 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 | -165942 | 426003 | -88680 | -449402 | -581503 | -10363 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606219200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879430560,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.63185
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 135,
"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": [
[
536925.6270144188,
372106.5748158058,
164819.0521986131,
272749.4136244816,
-1431972.748598402,
1704722.1622228832
],
[
536.925627,
372.106575,
164.819052,
272.749414,
-1431.972749,
1704.722162
],
[
0.297425,
0.206125,
0.0913,
0.07291,
0,
0.160383
],
[
10,
10,
10,
10,
10,
10
],
[
-129816,
-106143,
-66511,
-2572246,
-2351019,
-1330191
],
[
2.282679,
2.56242,
1.913447,
1.043221,
0.622597,
1.677455
],
[
57,
29,
28,
57,
29,
28
],
[
30,
14,
16,
30,
14,
16
],
[
27,
15,
12,
27,
15,
12
],
[
52.631579,
48.275862,
57.142857,
52.631579,
48.275862,
57.142857
],
[
2.054411,
2.74545,
1.435085,
0.938899,
0.667068,
1.258091
],
[
438908,
438908,
59556,
1037256,
714857,
1037256
],
[
-39567,
-30758,
-39567,
-875919,
-875919,
-796262
],
[
123,
129,
116,
123,
129,
116
],
[
166,
179,
154,
166,
179,
154
],
[
75,
82,
66,
75,
82,
66
],
[
7021,
3753,
3267,
7021,
3753,
3267
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165942,
426003,
-88680,
-449402,
-581503,
-10363
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606219200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879430560,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 161,
"offset": 0,
"a": 0.63185
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 135,
"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) |
|---|