| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 470545.1991 | 305710.3913 | 164834.8078 | 178851.9019 | -196348.9033 | 375200.8052 |
| Total P&L (%) | 470.5452 | 305.7104 | 164.8348 | 178.8519 | -196.3489 | 375.2008 |
| Avg Daily Profit (%) | 0.2608 | 0.1694 | 0.0913 | 0.0568 | 0 | 0.0864 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125803 | -142746 | -53332 | -464657 | -584586 | -168285 |
| Profit Factor | 1.6838 | 1.7243 | 1.6196 | 1.0954 | 0.8446 | 1.613 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 40.625 | 29.1667 | 52.0833 | 40.625 | 29.1667 | 52.0833 |
| Ratio Avg Win / Avg Loss | 2.461 | 4.1876 | 1.49 | 1.6009 | 2.0511 | 1.484 |
| Largest Winning Trade | 236637 | 236637 | 61032 | 237848 | 237848 | 187096 |
| Largest Losing Trade | -50249 | -36607 | -50249 | -157457 | -118166 | -157457 |
| Avg Bars in Trades | 219 | 254 | 185 | 219 | 254 | 185 |
| Avg Bars in Winners | 292 | 378 | 244 | 292 | 378 | 244 |
| Avg Bars in Losers | 170 | 203 | 121 | 170 | 203 | 121 |
| Bars Traded | 21107 | 12209 | 8898 | 21107 | 12209 | 8898 |
| Profit Streak | 34.5347 | 0 | 44.0347 | 34.5347 | 0 | 44.0347 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305369 | -734 | -68142 | -234366 | -589362 | -74740 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604030400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758955798966,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 175,
"offset": 0,
"a": 0.79001
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 140,
"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": [
[
470545.1990936184,
305710.3912945295,
164834.8077990886,
178851.9019380818,
-196348.9032665054,
375200.8052045871
],
[
470.545199,
305.710391,
164.834808,
178.851902,
-196.348903,
375.200805
],
[
0.260762,
0.169416,
0.091347,
0.056847,
0,
0.086408
],
[
10,
10,
10,
10,
10,
10
],
[
-125803,
-142746,
-53332,
-464657,
-584586,
-168285
],
[
1.68383,
1.72431,
1.619608,
1.095371,
0.844575,
1.613037
],
[
96,
48,
48,
96,
48,
48
],
[
39,
14,
25,
39,
14,
25
],
[
57,
34,
23,
57,
34,
23
],
[
40.625,
29.166667,
52.083333,
40.625,
29.166667,
52.083333
],
[
2.460983,
4.187609,
1.49004,
1.600926,
2.05111,
1.483994
],
[
236637,
236637,
61032,
237848,
237848,
187096
],
[
-50249,
-36607,
-50249,
-157457,
-118166,
-157457
],
[
219,
254,
185,
219,
254,
185
],
[
292,
378,
244,
292,
378,
244
],
[
170,
203,
121,
170,
203,
121
],
[
21107,
12209,
8898,
21107,
12209,
8898
],
[
34.53471,
0,
44.03471,
34.53471,
0,
44.03471
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305369,
-734,
-68142,
-234366,
-589362,
-74740
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21654,
"evaluation_days": 1804.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604030400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758955798966,
"expiration_time": 1764335116800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 175,
"offset": 0,
"a": 0.79001
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 140,
"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) |
|---|