| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 413564.6226 | 253577.3594 | 159987.2632 | 199295.3788 | -309202.816 | 508498.1948 |
| Total P&L (%) | 413.5646 | 253.5774 | 159.9873 | 199.2954 | -309.2028 | 508.4982 |
| Avg Daily Profit (%) | 0.2276 | 0.1395 | 0.088 | 0.0603 | 0 | 0.0994 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142827 | -96611 | -102771 | -1750913 | -914096 | -1311132 |
| Profit Factor | 1.4339 | 1.5334 | 1.3349 | 1.0222 | 0.9291 | 1.11 |
| Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
| Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
| Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
| Profitability (%) | 47.6395 | 45.2991 | 50 | 47.6395 | 45.2991 | 50 |
| Ratio Avg Win / Avg Loss | 1.576 | 1.8516 | 1.3349 | 1.1235 | 1.1219 | 1.11 |
| Largest Winning Trade | 116571 | 116571 | 71946 | 814872 | 354307 | 814872 |
| Largest Losing Trade | -59574 | -25586 | -59574 | -1139188 | -305175 | -1139188 |
| Avg Bars in Trades | 30 | 19 | 42 | 30 | 19 | 42 |
| Avg Bars in Winners | 42 | 21 | 62 | 42 | 21 | 62 |
| Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
| Bars Traded | 7097 | 2224 | 4873 | 7097 | 2224 | 4873 |
| Profit Streak | 2.3276 | 13.0776 | 0 | 2.3276 | 13.0776 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302268 | -5318 | -75370 | -309943 | -580297 | -159559 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605981600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758700290,
"expiration_time": 1764462312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
413564.622605149,
253577.3593696035,
159987.2632355443,
199295.3788308169,
-309202.8159633258,
508498.1947941437
],
[
413.564623,
253.577359,
159.987263,
199.295379,
-309.202816,
508.498195
],
[
0.227577,
0.139539,
0.088038,
0.060343,
0,
0.099421
],
[
10,
10,
10,
10,
10,
10
],
[
-142827,
-96611,
-102771,
-1750913,
-914096,
-1311132
],
[
1.433934,
1.533396,
1.334942,
1.022188,
0.929099,
1.110038
],
[
233,
117,
116,
233,
117,
116
],
[
111,
53,
58,
111,
53,
58
],
[
122,
64,
58,
122,
64,
58
],
[
47.639485,
45.299145,
50,
47.639485,
45.299145,
50
],
[
1.576036,
1.851648,
1.334942,
1.123486,
1.121931,
1.110038
],
[
116571,
116571,
71946,
814872,
354307,
814872
],
[
-59574,
-25586,
-59574,
-1139188,
-305175,
-1139188
],
[
30,
19,
42,
30,
19,
42
],
[
42,
21,
62,
42,
21,
62
],
[
19,
16,
21,
19,
16,
21
],
[
7097,
2224,
4873,
7097,
2224,
4873
],
[
2.32755,
13.07755,
0,
2.32755,
13.07755,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302268,
-5318,
-75370,
-309943,
-580297,
-159559
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7269,
"evaluation_days": 1817.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605981600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758700290,
"expiration_time": 1764462312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|