| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 349044.4691 | 187156.1644 | 161888.3047 | 148314.9304 | -725885.3763 | 874200.3067 |
| Total P&L (%) | 349.0445 | 187.1562 | 161.8883 | 148.3149 | -725.8854 | 874.2003 |
| Avg Daily Profit (%) | 0.1934 | 0.1037 | 0.0897 | 0.0504 | 0 | 0.1262 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131140 | -119349 | -65033 | -1179983 | -1280668 | -622158 |
| Profit Factor | 1.3718 | 1.3566 | 1.3909 | 1.0237 | 0.8022 | 1.338 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
| Losing Trades | 148 | 80 | 68 | 148 | 80 | 68 |
| Profitability (%) | 46.7626 | 42.446 | 51.0791 | 46.7626 | 42.446 | 51.0791 |
| Ratio Avg Win / Avg Loss | 1.5617 | 1.8395 | 1.3322 | 1.1654 | 1.0878 | 1.2815 |
| Largest Winning Trade | 162662 | 162662 | 61819 | 515984 | 443451 | 515984 |
| Largest Losing Trade | -34496 | -25321 | -34496 | -341612 | -282036 | -341612 |
| Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
| Avg Bars in Winners | 32 | 28 | 35 | 32 | 28 | 35 |
| Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
| Bars Traded | 7128 | 3094 | 4034 | 7128 | 3094 | 4034 |
| Profit Streak | 0 | 0 | 15.8544 | 0 | 0 | 15.8544 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348144 | -55880 | -71787 | -319591 | -581957 | -23021 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918620525,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
},
"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": [
[
349044.4691204346,
187156.1644141759,
161888.3047062587,
148314.9303968244,
-725885.3763242585,
874200.3067210823
],
[
349.044469,
187.156164,
161.888305,
148.31493,
-725.885376,
874.200307
],
[
0.19335,
0.103673,
0.089676,
0.050395,
0,
0.126181
],
[
10,
10,
10,
10,
10,
10
],
[
-131140,
-119349,
-65033,
-1179983,
-1280668,
-622158
],
[
1.371763,
1.356632,
1.390938,
1.023705,
0.802235,
1.338014
],
[
278,
139,
139,
278,
139,
139
],
[
130,
59,
71,
130,
59,
71
],
[
148,
80,
68,
148,
80,
68
],
[
46.76259,
42.446043,
51.079137,
46.76259,
42.446043,
51.079137
],
[
1.5617,
1.839501,
1.332166,
1.165449,
1.087777,
1.281478
],
[
162662,
162662,
61819,
515984,
443451,
515984
],
[
-34496,
-25321,
-34496,
-341612,
-282036,
-341612
],
[
25,
22,
29,
25,
22,
29
],
[
32,
28,
35,
32,
28,
35
],
[
19,
17,
21,
19,
17,
21
],
[
7128,
3094,
4034,
7128,
3094,
4034
],
[
0,
0,
15.854404,
0,
0,
15.854404
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348144,
-55880,
-71787,
-319591,
-581957,
-23021
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918620525,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 211,
"offset": 0,
"poles": 2
}
},
"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) |
|---|