| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 287790.229 | 241125.0373 | 46665.1916 | 4372.6732 | 97728.6299 | -93355.9566 |
| Total P&L (%) | 287.7902 | 241.125 | 46.6652 | 4.3727 | 97.7286 | -93.356 |
| Avg Daily Profit (%) | 0.1501 | 0.1258 | 0.0243 | 0.0022 | 0.0356 | -0.1414 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157204 | -160663 | -33488 | -678614 | -644015 | -201822 |
| Profit Factor | 1.5137 | 1.5368 | 1.4202 | 1.0032 | 1.0926 | 0.6811 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 60.6061 | 55.102 | 66 | 60.6061 | 55.102 | 66 |
| Ratio Avg Win / Avg Loss | 0.9839 | 1.2522 | 0.7316 | 0.6521 | 0.8903 | 0.3509 |
| Largest Winning Trade | 143326 | 143326 | 21312 | 395505 | 395505 | 41736 |
| Largest Losing Trade | -63204 | -63204 | -19055 | -336511 | -336511 | -127949 |
| Avg Bars in Trades | 209 | 397 | 25 | 209 | 397 | 25 |
| Avg Bars in Winners | 129 | 257 | 24 | 129 | 257 | 24 |
| Avg Bars in Losers | 333 | 569 | 26 | 333 | 569 | 26 |
| Bars Traded | 20738 | 19479 | 1259 | 20738 | 19479 | 1259 |
| Profit Streak | 65.3839 | 65.3839 | 66.8839 | 65.3839 | 65.3839 | 66.8839 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357878 | -22233 | -339557 | -571209 | -264363 | -757510 |
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23002,
"evaluation_days": 1916.83,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594389600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758870771001,
"expiration_time": 1764684518400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 153,
"offset": 0,
"std": 1.6305
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 184,
"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": [
[
287790.2289568388,
241125.0373113068,
46665.1916455319,
4372.6732318003,
97728.6298765711,
-93355.9566447706
],
[
287.790229,
241.125037,
46.665192,
4.372673,
97.72863,
-93.355957
],
[
0.150139,
0.125794,
0.024345,
0.002233,
0.035572,
-0.141355
],
[
10,
10,
10,
10,
10,
10
],
[
-157204,
-160663,
-33488,
-678614,
-644015,
-201822
],
[
1.513691,
1.536805,
1.420201,
1.003244,
1.092628,
0.681068
],
[
99,
49,
50,
99,
49,
50
],
[
60,
27,
33,
60,
27,
33
],
[
39,
22,
17,
39,
22,
17
],
[
60.606061,
55.102041,
66,
60.606061,
55.102041,
66
],
[
0.983899,
1.252211,
0.731618,
0.652109,
0.890289,
0.350853
],
[
143326,
143326,
21312,
395505,
395505,
41736
],
[
-63204,
-63204,
-19055,
-336511,
-336511,
-127949
],
[
209,
397,
25,
209,
397,
25
],
[
129,
257,
24,
129,
257,
24
],
[
333,
569,
26,
333,
569,
26
],
[
20738,
19479,
1259,
20738,
19479,
1259
],
[
65.383924,
65.383924,
66.883924,
65.383924,
65.383924,
66.883924
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357878,
-22233,
-339557,
-571209,
-264363,
-757510
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23002,
"evaluation_days": 1916.83,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594389600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758870771001,
"expiration_time": 1764684518400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 153,
"offset": 0,
"std": 1.6305
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 184,
"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) |
|---|