| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 524906.1172 | 343011.4209 | 181894.6963 | 156833.7645 | -122099.2869 | 278933.0514 |
| Total P&L (%) | 524.9061 | 343.0114 | 181.8947 | 156.8338 | -122.0993 | 278.9331 |
| Avg Daily Profit (%) | 0.2887 | 0.1886 | 0.1 | 0.0519 | 0 | 0.0733 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104745 | -165611 | -65012 | -418202 | -504207 | -212331 |
| Profit Factor | 1.8338 | 1.8597 | 1.7891 | 1.088 | 0.893 | 1.4356 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
| Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
| Profitability (%) | 51.5385 | 43.0769 | 60 | 51.5385 | 43.0769 | 60 |
| Ratio Avg Win / Avg Loss | 1.7243 | 2.4574 | 1.1927 | 1.0231 | 1.1801 | 0.957 |
| Largest Winning Trade | 442297 | 442297 | 45156 | 384006 | 384006 | 85427 |
| Largest Losing Trade | -39676 | -32373 | -39676 | -164725 | -164725 | -108037 |
| Avg Bars in Trades | 81 | 99 | 64 | 81 | 99 | 64 |
| Avg Bars in Winners | 95 | 124 | 74 | 95 | 124 | 74 |
| Avg Bars in Losers | 67 | 79 | 48 | 67 | 79 | 48 |
| Bars Traded | 10610 | 6449 | 4161 | 10610 | 6449 | 4161 |
| Profit Streak | 38.8422 | 38.8422 | 41.1755 | 38.8422 | 38.8422 | 41.1755 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 512974 | -123050 | -186542 | -245344 | -713215 | -225236 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10910,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605916800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759882363809,
"expiration_time": 1764580320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 196,
"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": [
[
524906.1171953245,
343011.4209372709,
181894.6962580537,
156833.7644852962,
-122099.2869347878,
278933.0514200841
],
[
524.906117,
343.011421,
181.894696,
156.833764,
-122.099287,
278.933051
],
[
0.288675,
0.188641,
0.100034,
0.051888,
0,
0.073291
],
[
10,
10,
10,
10,
10,
10
],
[
-104745,
-165611,
-65012,
-418202,
-504207,
-212331
],
[
1.833823,
1.859667,
1.789089,
1.088028,
0.893013,
1.435567
],
[
130,
65,
65,
130,
65,
65
],
[
67,
28,
39,
67,
28,
39
],
[
63,
37,
26,
63,
37,
26
],
[
51.538462,
43.076923,
60,
51.538462,
43.076923,
60
],
[
1.724341,
2.457417,
1.192726,
1.023071,
1.180052,
0.957045
],
[
442297,
442297,
45156,
384006,
384006,
85427
],
[
-39676,
-32373,
-39676,
-164725,
-164725,
-108037
],
[
81,
99,
64,
81,
99,
64
],
[
95,
124,
74,
95,
124,
74
],
[
67,
79,
48,
67,
79,
48
],
[
10610,
6449,
4161,
10610,
6449,
4161
],
[
38.842174,
38.842174,
41.175507,
38.842174,
38.842174,
41.175507
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
512974,
-123050,
-186542,
-245344,
-713215,
-225236
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10910,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605916800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759882363809,
"expiration_time": 1764580320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 196,
"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) |
|---|