| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 549141.972 | 311709.0716 | 237432.9004 | 1878677.2542 | -614437.4862 | 2493114.7404 |
| Total P&L (%) | 549.142 | 311.7091 | 237.4329 | 1878.6773 | -614.4375 | 2493.1147 |
| Avg Daily Profit (%) | 0.3043 | 0.1727 | 0.1316 | 0.1656 | 0 | 0.1806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143360 | -85545 | -78748 | -6954109 | -4556837 | -2904085 |
| Profit Factor | 2.3342 | 2.3302 | 2.3395 | 1.1499 | 0.9152 | 1.4714 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 44.4444 | 36.1111 | 52.7778 | 44.4444 | 36.1111 | 52.7778 |
| Ratio Avg Win / Avg Loss | 2.9177 | 4.1226 | 2.0932 | 1.4373 | 1.6192 | 1.3165 |
| Largest Winning Trade | 193974 | 193974 | 68028 | 2288149 | 2117444 | 2288149 |
| Largest Losing Trade | -26648 | -26648 | -23299 | -1548165 | -1548165 | -1230419 |
| Avg Bars in Trades | 291 | 208 | 374 | 291 | 208 | 374 |
| Avg Bars in Winners | 468 | 388 | 523 | 468 | 388 | 523 |
| Avg Bars in Losers | 150 | 107 | 208 | 150 | 107 | 208 |
| Bars Traded | 21001 | 7514 | 13487 | 21001 | 7514 | 13487 |
| 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 | -72563 | 231197 | -12555 | -133872 | -583403 | 336987 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605477600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759000374993,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 192,
"offset": 184
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 134,
"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": [
[
549141.971998476,
311709.0715892324,
237432.9004092434,
1878677.2541814456,
-614437.4862309272,
2493114.7404123717
],
[
549.141972,
311.709072,
237.4329,
1878.677254,
-614.437486,
2493.11474
],
[
0.304318,
0.17274,
0.131578,
0.165557,
0,
0.18057
],
[
10,
10,
10,
10,
10,
10
],
[
-143360,
-85545,
-78748,
-6954109,
-4556837,
-2904085
],
[
2.334182,
2.330174,
2.33948,
1.149863,
0.915214,
1.471373
],
[
72,
36,
36,
72,
36,
36
],
[
32,
13,
19,
32,
13,
19
],
[
40,
23,
17,
40,
23,
17
],
[
44.444444,
36.111111,
52.777778,
44.444444,
36.111111,
52.777778
],
[
2.917728,
4.122616,
2.093219,
1.437328,
1.619225,
1.316491
],
[
193974,
193974,
68028,
2288149,
2117444,
2288149
],
[
-26648,
-26648,
-23299,
-1548165,
-1548165,
-1230419
],
[
291,
208,
374,
291,
208,
374
],
[
468,
388,
523,
468,
388,
523
],
[
150,
107,
208,
150,
107,
208
],
[
21001,
7514,
13487,
21001,
7514,
13487
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72563,
231197,
-12555,
-133872,
-583403,
336987
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605477600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759000374993,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 192,
"offset": 184
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 134,
"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) |
|---|