| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 553000.0238 | 356160.6445 | 196839.3792 | 326509.6237 | -182509.5584 | 509019.1821 |
| Total P&L (%) | 553 | 356.1606 | 196.8394 | 326.5096 | -182.5096 | 509.0192 |
| Avg Daily Profit (%) | 0.3063 | 0.1973 | 0.109 | 0.0804 | 0 | 0.1001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113131 | -97007 | -86487 | -1419887 | -873207 | -1088363 |
| Profit Factor | 1.7864 | 1.9927 | 1.5715 | 1.0813 | 0.9043 | 1.2412 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
| Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
| Profitability (%) | 40.7407 | 32.3529 | 49.2537 | 40.7407 | 32.3529 | 49.2537 |
| Ratio Avg Win / Avg Loss | 2.5985 | 4.1666 | 1.6192 | 1.5727 | 1.8909 | 1.2788 |
| Largest Winning Trade | 298883 | 298883 | 71645 | 673533 | 406063 | 673533 |
| Largest Losing Trade | -65645 | -29433 | -65645 | -583056 | -265535 | -583056 |
| Avg Bars in Trades | 52 | 43 | 62 | 52 | 43 | 62 |
| Avg Bars in Winners | 81 | 68 | 90 | 81 | 68 | 90 |
| Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
| Bars Traded | 7142 | 2941 | 4201 | 7142 | 2941 | 4201 |
| 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 | 327290 | -104936 | -161539 | -218914 | -694321 | -176130 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604080800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932910023,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 62,
"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": [
[
553000.0237903947,
356160.6445463459,
196839.3792440486,
326509.6237247766,
-182509.5584161648,
509019.1821409413
],
[
553.000024,
356.160645,
196.839379,
326.509624,
-182.509558,
509.019182
],
[
0.306329,
0.197292,
0.109037,
0.080379,
0,
0.100129
],
[
10,
10,
10,
10,
10,
10
],
[
-113131,
-97007,
-86487,
-1419887,
-873207,
-1088363
],
[
1.786439,
1.992725,
1.571545,
1.081254,
0.90433,
1.241164
],
[
135,
68,
67,
135,
68,
67
],
[
55,
22,
33,
55,
22,
33
],
[
80,
46,
34,
80,
46,
34
],
[
40.740741,
32.352941,
49.253731,
40.740741,
32.352941,
49.253731
],
[
2.598457,
4.166606,
1.619168,
1.572733,
1.890872,
1.278775
],
[
298883,
298883,
71645,
673533,
406063,
673533
],
[
-65645,
-29433,
-65645,
-583056,
-265535,
-583056
],
[
52,
43,
62,
52,
43,
62
],
[
81,
68,
90,
81,
68,
90
],
[
33,
31,
35,
33,
31,
35
],
[
7142,
2941,
4201,
7142,
2941,
4201
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327290,
-104936,
-161539,
-218914,
-694321,
-176130
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604080800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758932910023,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 62,
"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) |
|---|