| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1020242.3581 | 920529.1531 | 99713.205 | 39703223.1847 | 29168027.5529 | 10535195.6318 |
| Total P&L (%) | 1020.2424 | 920.5292 | 99.7132 | 39703.2232 | 29168.0276 | 10535.1956 |
| Avg Daily Profit (%) | 0.4165 | 0.3758 | 0.0407 | 0.2447 | 0.2321 | 0.1907 |
| Buy And Hold Return (%) | 4392.509 | 4392.509 | 4392.509 | 4392.509 | 4392.509 | 4392.509 |
| Max Trade Drawdown | -89639 | -83030 | -100261 | -10059666 | -6706854 | -5155118 |
| Profit Factor | 1.7187 | 2.2215 | 1.1497 | 1.5099 | 1.6611 | 1.3122 |
| Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
| Winning Trades | 207 | 105 | 102 | 207 | 105 | 102 |
| Losing Trades | 231 | 114 | 117 | 231 | 114 | 117 |
| Profitability (%) | 47.2603 | 47.9452 | 46.5753 | 47.2603 | 47.9452 | 46.5753 |
| Ratio Avg Win / Avg Loss | 1.918 | 2.412 | 1.3188 | 1.685 | 1.8035 | 1.5052 |
| Largest Winning Trade | 151016 | 151016 | 43132 | 15535628 | 15535628 | 3349517 |
| Largest Losing Trade | -46486 | -46486 | -32738 | -2863081 | -2863081 | -2630613 |
| Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
| Avg Bars in Winners | 21 | 31 | 11 | 21 | 31 | 11 |
| Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
| Bars Traded | 7287 | 5240 | 2048 | 7287 | 5240 | 2048 |
| Profit Streak | 11.5086 | 0 | 12.5086 | 11.5086 | 0 | 12.5086 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150499 | -151940 | -359983 | 469112 | 406368 | 185312 |
{
"trading_pair": "LINK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7349,
"evaluation_days": 2449.67,
"actual_first_datapoint_time": 1547625600000,
"first_datapoint_time": 1548432000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759263146225,
"expiration_time": 1765597536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 29,
"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": [
[
1020242.3581089056,
920529.1531306052,
99713.2049782996,
39703223.18466234,
29168027.552878536,
10535195.6317838
],
[
1020.242358,
920.529153,
99.713205,
39703.223185,
29168.027553,
10535.195632
],
[
0.416482,
0.375777,
0.040705,
0.24468,
0.232099,
0.190687
],
[
4392.508968,
4392.508968,
4392.508968,
4392.508968,
4392.508968,
4392.508968
],
[
-89639,
-83030,
-100261,
-10059666,
-6706854,
-5155118
],
[
1.718716,
2.221546,
1.149729,
1.509938,
1.661135,
1.312239
],
[
438,
219,
219,
438,
219,
219
],
[
207,
105,
102,
207,
105,
102
],
[
231,
114,
117,
231,
114,
117
],
[
47.260274,
47.945205,
46.575342,
47.260274,
47.945205,
46.575342
],
[
1.917987,
2.411964,
1.318807,
1.685003,
1.803518,
1.505215
],
[
151016,
151016,
43132,
15535628,
15535628,
3349517
],
[
-46486,
-46486,
-32738,
-2863081,
-2863081,
-2630613
],
[
16,
23,
9,
16,
23,
9
],
[
21,
31,
11,
21,
31,
11
],
[
12,
16,
7,
12,
16,
7
],
[
7287,
5240,
2048,
7287,
5240,
2048
],
[
11.508637,
0,
12.508637,
11.508637,
0,
12.508637
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150499,
-151940,
-359983,
469112,
406368,
185312
]
]
}
{
"trading_pair": "LINK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7349,
"evaluation_days": 2449.67,
"actual_first_datapoint_time": 1547625600000,
"first_datapoint_time": 1548432000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759263146225,
"expiration_time": 1765597536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 29,
"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) |
|---|