| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 753907.9973 | 438719.5361 | 315188.4613 | 6627709.1477 | 1900561.7825 | 4727147.3652 |
| Total P&L (%) | 753.908 | 438.7195 | 315.1885 | 6627.7091 | 1900.5618 | 4727.1474 |
| Avg Daily Profit (%) | 0.4177 | 0.2431 | 0.1746 | 0.2334 | 0.1661 | 0.215 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88690 | -93807 | -51267 | -3483498 | -3200182 | -2426998 |
| Profit Factor | 2.2091 | 2.2067 | 2.2123 | 1.3738 | 1.1874 | 1.623 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 69 | 25 | 44 | 69 | 25 | 44 |
| Losing Trades | 73 | 46 | 27 | 73 | 46 | 27 |
| Profitability (%) | 48.5915 | 35.2113 | 61.9718 | 48.5915 | 35.2113 | 61.9718 |
| Ratio Avg Win / Avg Loss | 2.3371 | 4.0603 | 1.3576 | 1.4534 | 2.1847 | 0.9959 |
| Largest Winning Trade | 245736 | 245736 | 54481 | 1991945 | 1991945 | 1343753 |
| Largest Losing Trade | -33332 | -33332 | -26909 | -1059503 | -955435 | -1059503 |
| Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
| Avg Bars in Winners | 99 | 113 | 91 | 99 | 113 | 91 |
| Avg Bars in Losers | 52 | 56 | 46 | 52 | 56 | 46 |
| Bars Traded | 10705 | 5437 | 5267 | 10705 | 5437 | 5267 |
| Profit Streak | 38.5063 | 38.5063 | 139.173 | 38.5063 | 38.5063 | 139.173 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 537065 | -79975 | -73242 | 348294 | -97741 | -75284 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845345298,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 64,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
753907.9973185488,
438719.5360636659,
315188.461254883,
6627709.14773059,
1900561.7825153286,
4727147.36521526
],
[
753.907997,
438.719536,
315.188461,
6627.709148,
1900.561783,
4727.147365
],
[
0.417678,
0.243058,
0.17462,
0.233448,
0.166122,
0.215014
],
[
10,
10,
10,
10,
10,
10
],
[
-88690,
-93807,
-51267,
-3483498,
-3200182,
-2426998
],
[
2.209052,
2.206701,
2.212341,
1.373765,
1.187354,
1.622973
],
[
142,
71,
71,
142,
71,
71
],
[
69,
25,
44,
69,
25,
44
],
[
73,
46,
27,
73,
46,
27
],
[
48.591549,
35.211268,
61.971831,
48.591549,
35.211268,
61.971831
],
[
2.337113,
4.060329,
1.357573,
1.453403,
2.184731,
0.995915
],
[
245736,
245736,
54481,
1991945,
1991945,
1343753
],
[
-33332,
-33332,
-26909,
-1059503,
-955435,
-1059503
],
[
75,
76,
74,
75,
76,
74
],
[
99,
113,
91,
99,
113,
91
],
[
52,
56,
46,
52,
56,
46
],
[
10705,
5437,
5267,
10705,
5437,
5267
],
[
38.506311,
38.506311,
139.172978,
38.506311,
38.506311,
139.172978
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537065,
-79975,
-73242,
348294,
-97741,
-75284
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10830,
"evaluation_days": 1805,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603684800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845345298,
"expiration_time": 1763393760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 128,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 64,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|