| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 565591.9531 | 360232.8243 | 205359.1288 | 1044251.4211 | -306852.8432 | 1351104.2643 |
| Total P&L (%) | 565.592 | 360.2328 | 205.3591 | 1044.2514 | -306.8528 | 1351.1043 |
| Avg Daily Profit (%) | 0.3133 | 0.1995 | 0.1138 | 0.1351 | 0 | 0.1483 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110397 | -95623 | -58142 | -3230010 | -2433220 | -1429624 |
| Profit Factor | 1.9861 | 2.1355 | 1.8011 | 1.1206 | 0.9401 | 1.3824 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 51.6854 | 46.6667 | 56.8182 | 51.6854 | 46.6667 | 56.8182 |
| Ratio Avg Win / Avg Loss | 1.8566 | 2.4406 | 1.3689 | 1.0475 | 1.0744 | 1.0506 |
| Largest Winning Trade | 107219 | 107219 | 72547 | 1015249 | 1015249 | 878686 |
| Largest Losing Trade | -55142 | -32721 | -55142 | -1045282 | -1045282 | -673217 |
| Avg Bars in Trades | 75 | 45 | 106 | 75 | 45 | 106 |
| Avg Bars in Winners | 102 | 56 | 141 | 102 | 56 | 141 |
| Avg Bars in Losers | 47 | 35 | 61 | 47 | 35 | 61 |
| Bars Traded | 6757 | 2053 | 4704 | 6757 | 2053 | 4704 |
| 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 | 476479 | 376149 | -37882 | -99635 | -580341 | 246665 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036697697,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 56,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
565591.9531076927,
360232.8242681663,
205359.1288395264,
1044251.4211128692,
-306852.8431744098,
1351104.2642872806
],
[
565.591953,
360.232824,
205.359129,
1044.251421,
-306.852843,
1351.104264
],
[
0.313304,
0.199547,
0.113757,
0.135105,
0,
0.148284
],
[
10,
10,
10,
10,
10,
10
],
[
-110397,
-95623,
-58142,
-3230010,
-2433220,
-1429624
],
[
1.986078,
2.135504,
1.801143,
1.120623,
0.940109,
1.382358
],
[
89,
45,
44,
89,
45,
44
],
[
46,
21,
25,
46,
21,
25
],
[
43,
24,
19,
43,
24,
19
],
[
51.685393,
46.666667,
56.818182,
51.685393,
46.666667,
56.818182
],
[
1.856551,
2.440576,
1.368869,
1.047539,
1.07441,
1.050592
],
[
107219,
107219,
72547,
1015249,
1015249,
878686
],
[
-55142,
-32721,
-55142,
-1045282,
-1045282,
-673217
],
[
75,
45,
106,
75,
45,
106
],
[
102,
56,
141,
102,
56,
141
],
[
47,
35,
61,
47,
35,
61
],
[
6757,
2053,
4704,
6757,
2053,
4704
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476479,
376149,
-37882,
-99635,
-580341,
246665
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759036697697,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 56,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|