| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 303718.2212 | 167015.3301 | 136702.8911 | -38640.9032 | -104034.0616 | 65393.1584 |
| Total P&L (%) | 303.7182 | 167.0153 | 136.7029 | -38.6409 | -104.0341 | 65.3932 |
| Avg Daily Profit (%) | 0.1682 | 0.0925 | 0.0757 | -0.027 | 0 | 0.0279 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -318528 | -273340 | -106430 | -393819 | -294596 | -116483 |
| Profit Factor | 1.2423 | 1.2345 | 1.2526 | 0.961 | 0.8106 | 1.1477 |
| Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
| Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
| Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
| Profitability (%) | 52.5547 | 49.635 | 55.4745 | 52.5547 | 49.635 | 55.4745 |
| Ratio Avg Win / Avg Loss | 1.1216 | 1.2527 | 1.0054 | 0.8676 | 0.8225 | 0.9212 |
| Largest Winning Trade | 108082 | 108082 | 31453 | 84046 | 62465 | 84046 |
| Largest Losing Trade | -76976 | -37623 | -76976 | -90778 | -56471 | -90778 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 3583 | 1792 | 1791 | 3583 | 1792 | 1791 |
| 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 | 328432 | -69838 | -91262 | -578735 | -580833 | -214851 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821815325,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.89518
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 15,
"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": [
[
303718.2212095804,
167015.3301470596,
136702.8910625209,
-38640.9031511273,
-104034.061579631,
65393.1584285036
],
[
303.718221,
167.01533,
136.702891,
-38.640903,
-104.034062,
65.393158
],
[
0.168218,
0.092504,
0.075715,
-0.027049,
0,
0.027872
],
[
10,
10,
10,
10,
10,
10
],
[
-318528,
-273340,
-106430,
-393819,
-294596,
-116483
],
[
1.242333,
1.23454,
1.252588,
0.961043,
0.810575,
1.147724
],
[
274,
137,
137,
274,
137,
137
],
[
144,
68,
76,
144,
68,
76
],
[
130,
69,
61,
130,
69,
61
],
[
52.554745,
49.635036,
55.474453,
52.554745,
49.635036,
55.474453
],
[
1.121551,
1.252695,
1.005367,
0.867608,
0.822495,
0.9212
],
[
108082,
108082,
31453,
84046,
62465,
84046
],
[
-76976,
-37623,
-76976,
-90778,
-56471,
-90778
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
3583,
1792,
1791,
3583,
1792,
1791
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328432,
-69838,
-91262,
-578735,
-580833,
-214851
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821815325,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.89518
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 15,
"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) |
|---|