| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 623253.1116 | 376446.7941 | 246806.3175 | 2080079.2825 | 147107.8699 | 1932971.4126 |
| Total P&L (%) | 623.2531 | 376.4468 | 246.8063 | 2080.0793 | 147.1079 | 1932.9714 |
| Avg Daily Profit (%) | 0.3454 | 0.2086 | 0.1368 | 0.1709 | 0.0501 | 0.1671 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86421 | -58950 | -44873 | -1755373 | -1302045 | -1343163 |
| Profit Factor | 2.2677 | 2.3076 | 2.2114 | 1.2567 | 1.0325 | 1.5412 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
| Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
| Profitability (%) | 37.8947 | 25 | 51.0638 | 37.8947 | 25 | 51.0638 |
| Ratio Avg Win / Avg Loss | 3.7165 | 6.9227 | 2.1192 | 2.0596 | 3.0974 | 1.477 |
| Largest Winning Trade | 268540 | 268540 | 74184 | 956903 | 956903 | 951967 |
| Largest Losing Trade | -36342 | -19545 | -36342 | -998694 | -390727 | -998694 |
| Avg Bars in Trades | 222 | 173 | 272 | 222 | 173 | 272 |
| Avg Bars in Winners | 409 | 391 | 418 | 409 | 391 | 418 |
| Avg Bars in Losers | 108 | 101 | 119 | 108 | 101 | 119 |
| Bars Traded | 21132 | 8336 | 12796 | 21132 | 8336 | 12796 |
| 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 | 329142 | -17915 | -6015 | 153551 | -339657 | 343199 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604527200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889620396,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 244,
"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": [
[
623253.1115870838,
376446.7940619834,
246806.3175251,
2080079.2825171235,
147107.8698875879,
1932971.412629535
],
[
623.253112,
376.446794,
246.806318,
2080.079283,
147.10787,
1932.971413
],
[
0.345388,
0.208616,
0.136773,
0.170938,
0.050146,
0.16706
],
[
10,
10,
10,
10,
10,
10
],
[
-86421,
-58950,
-44873,
-1755373,
-1302045,
-1343163
],
[
2.267701,
2.307569,
2.211366,
1.256698,
1.032461,
1.541236
],
[
95,
48,
47,
95,
48,
47
],
[
36,
12,
24,
36,
12,
24
],
[
59,
36,
23,
59,
36,
23
],
[
37.894737,
25,
51.06383,
37.894737,
25,
51.06383
],
[
3.71651,
6.922706,
2.119226,
2.059588,
3.097383,
1.477018
],
[
268540,
268540,
74184,
956903,
956903,
951967
],
[
-36342,
-19545,
-36342,
-998694,
-390727,
-998694
],
[
222,
173,
272,
222,
173,
272
],
[
409,
391,
418,
409,
391,
418
],
[
108,
101,
119,
108,
101,
119
],
[
21132,
8336,
12796,
21132,
8336,
12796
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329142,
-17915,
-6015,
153551,
-339657,
343199
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604527200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889620396,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 244,
"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) |
|---|