| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313907.4471 | 262323.5293 | 51583.9177 | -386.9691 | 117981.3976 | -118368.3667 |
| Total P&L (%) | 313.9074 | 262.3235 | 51.5839 | -0.387 | 117.9814 | -118.3684 |
| Avg Daily Profit (%) | 0.1636 | 0.1367 | 0.0269 | -0.0002 | 0.0406 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160876 | -92105 | -120971 | -779696 | -451133 | -462891 |
| Profit Factor | 1.2086 | 1.3416 | 1.07 | 0.9999 | 1.0529 | 0.9459 |
| Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
| Winning Trades | 235 | 113 | 122 | 235 | 113 | 122 |
| Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
| Profitability (%) | 55.1643 | 53.0516 | 57.277 | 55.1643 | 53.0516 | 57.277 |
| Ratio Avg Win / Avg Loss | 0.9823 | 1.1873 | 0.7981 | 0.8127 | 0.9318 | 0.7055 |
| Largest Winning Trade | 121153 | 121153 | 48993 | 393241 | 393241 | 86907 |
| Largest Losing Trade | -28922 | -28922 | -25412 | -141994 | -126740 | -141994 |
| Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
| Bars Traded | 5654 | 2672 | 2982 | 5654 | 2672 | 2982 |
| Profit Streak | 14.1988 | 27.1988 | 14.1988 | 14.1988 | 27.1988 | 14.1988 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357708 | -7499 | -300555 | -576009 | -299884 | -577922 |
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1595635200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758861972231,
"expiration_time": 1763819712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 68,
"offset": 23
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
313907.447078626,
262323.5293457539,
51583.9177328731,
-386.9690921212,
117981.3976375187,
-118368.3667296399
],
[
313.907447,
262.323529,
51.583918,
-0.386969,
117.981398,
-118.368367
],
[
0.163551,
0.136675,
0.026876,
-0.000202,
0.040608,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160876,
-92105,
-120971,
-779696,
-451133,
-462891
],
[
1.208583,
1.341625,
1.069984,
0.999912,
1.052943,
0.945854
],
[
426,
213,
213,
426,
213,
213
],
[
235,
113,
122,
235,
113,
122
],
[
191,
100,
91,
191,
100,
91
],
[
55.164319,
53.051643,
57.276995,
55.164319,
53.051643,
57.276995
],
[
0.982295,
1.187279,
0.798103,
0.812695,
0.931808,
0.705514
],
[
121153,
121153,
48993,
393241,
393241,
86907
],
[
-28922,
-28922,
-25412,
-141994,
-126740,
-141994
],
[
13,
12,
14,
13,
12,
14
],
[
13,
12,
14,
13,
12,
14
],
[
13,
12,
13,
13,
12,
13
],
[
5654,
2672,
2982,
5654,
2672,
2982
],
[
14.198753,
27.198753,
14.198753,
14.198753,
27.198753,
14.198753
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357708,
-7499,
-300555,
-576009,
-299884,
-577922
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5758,
"evaluation_days": 1919.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1595635200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758861972231,
"expiration_time": 1763819712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 68,
"offset": 23
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|