| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 547692.6825 | 348904.0258 | 198788.6567 | 480459.3837 | -553813.9031 | 1034273.2868 |
| Total P&L (%) | 547.6927 | 348.904 | 198.7887 | 480.4594 | -553.8139 | 1034.2733 |
| Avg Daily Profit (%) | 0.3027 | 0.1929 | 0.1099 | 0.0973 | 0 | 0.1343 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98375 | -101865 | -71331 | -1495066 | -1165000 | -1027688 |
| Profit Factor | 1.6272 | 1.6994 | 1.531 | 1.0611 | 0.872 | 1.2924 |
| Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
| Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
| Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
| Profitability (%) | 39.5122 | 34.9515 | 44.1176 | 39.5122 | 34.9515 | 44.1176 |
| Ratio Avg Win / Avg Loss | 2.491 | 3.1627 | 1.9392 | 1.6244 | 1.623 | 1.637 |
| Largest Winning Trade | 321721 | 321721 | 64885 | 731625 | 693249 | 731625 |
| Largest Losing Trade | -24362 | -23001 | -24362 | -323757 | -316427 | -323757 |
| Avg Bars in Trades | 104 | 84 | 124 | 104 | 84 | 124 |
| Avg Bars in Winners | 147 | 107 | 179 | 147 | 107 | 179 |
| Avg Bars in Losers | 76 | 72 | 80 | 76 | 72 | 80 |
| Bars Traded | 21414 | 8717 | 12697 | 21414 | 8717 | 12697 |
| Profit Streak | 0 | 0 | 20.7572 | 0 | 0 | 20.7572 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323679 | 167331 | -45712 | -218362 | -584132 | -14155 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21710,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759133418384,
"expiration_time": 1764752832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 58,
"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": [
[
547692.6824998268,
348904.0258285879,
198788.6566712385,
480459.3837423505,
-553813.9030620814,
1034273.2868044311
],
[
547.692682,
348.904026,
198.788657,
480.459384,
-553.813903,
1034.273287
],
[
0.302731,
0.192853,
0.109878,
0.097255,
0,
0.134327
],
[
10,
10,
10,
10,
10,
10
],
[
-98375,
-101865,
-71331,
-1495066,
-1165000,
-1027688
],
[
1.627181,
1.699375,
1.530979,
1.061084,
0.872033,
1.292354
],
[
205,
103,
102,
205,
103,
102
],
[
81,
36,
45,
81,
36,
45
],
[
124,
67,
57,
124,
67,
57
],
[
39.512195,
34.951456,
44.117647,
39.512195,
34.951456,
44.117647
],
[
2.490993,
3.162725,
1.939241,
1.624376,
1.62295,
1.636981
],
[
321721,
321721,
64885,
731625,
693249,
731625
],
[
-24362,
-23001,
-24362,
-323757,
-316427,
-323757
],
[
104,
84,
124,
104,
84,
124
],
[
147,
107,
179,
147,
107,
179
],
[
76,
72,
80,
76,
72,
80
],
[
21414,
8717,
12697,
21414,
8717,
12697
],
[
0,
0,
20.757157,
0,
0,
20.757157
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323679,
167331,
-45712,
-218362,
-584132,
-14155
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21710,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759133418384,
"expiration_time": 1764752832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 58,
"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) |
|---|