| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 691859.7057 | 418594.8414 | 273264.8643 | 2638709.3193 | 354178.7777 | 2284530.5416 |
| Total P&L (%) | 691.8597 | 418.5948 | 273.2649 | 2638.7093 | 354.1788 | 2284.5305 |
| Avg Daily Profit (%) | 0.3832 | 0.2319 | 0.1514 | 0.1835 | 0.0839 | 0.1758 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111454 | -121311 | -51716 | -1135472 | -1526279 | -1028378 |
| Profit Factor | 1.984 | 1.9442 | 2.052 | 1.2629 | 1.0589 | 1.5676 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 76 | 29 | 47 | 76 | 29 | 47 |
| Losing Trades | 110 | 64 | 46 | 110 | 64 | 46 |
| Profitability (%) | 40.8602 | 31.1828 | 50.5376 | 40.8602 | 31.1828 | 50.5376 |
| Ratio Avg Win / Avg Loss | 2.8716 | 4.2906 | 2.0083 | 1.8279 | 2.3369 | 1.5343 |
| Largest Winning Trade | 300397 | 300397 | 52903 | 815231 | 815231 | 685395 |
| Largest Losing Trade | -35728 | -35728 | -16074 | -650135 | -650135 | -362411 |
| Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
| Avg Bars in Winners | 53 | 65 | 46 | 53 | 65 | 46 |
| Avg Bars in Losers | 26 | 32 | 17 | 26 | 32 | 17 |
| Bars Traded | 6956 | 4004 | 2952 | 6956 | 4004 | 2952 |
| Profit Streak | 25.2698 | 32.5198 | 0 | 25.2698 | 32.5198 | 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 | 408089 | 162112 | 391315 | 245791 | -242694 | 375320 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605333600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758889708949,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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": [
[
691859.7056847572,
418594.8414070357,
273264.8642777211,
2638709.319310715,
354178.7776791228,
2284530.5416315915
],
[
691.859706,
418.594841,
273.264864,
2638.709319,
354.178778,
2284.530542
],
[
0.383249,
0.231876,
0.151372,
0.183526,
0.083864,
0.175841
],
[
10,
10,
10,
10,
10,
10
],
[
-111454,
-121311,
-51716,
-1135472,
-1526279,
-1028378
],
[
1.98402,
1.944194,
2.051992,
1.26288,
1.058902,
1.567626
],
[
186,
93,
93,
186,
93,
93
],
[
76,
29,
47,
76,
29,
47
],
[
110,
64,
46,
110,
64,
46
],
[
40.860215,
31.182796,
50.537634,
40.860215,
31.182796,
50.537634
],
[
2.871608,
4.290636,
2.008332,
1.827853,
2.336888,
1.534272
],
[
300397,
300397,
52903,
815231,
815231,
685395
],
[
-35728,
-35728,
-16074,
-650135,
-650135,
-362411
],
[
37,
43,
31,
37,
43,
31
],
[
53,
65,
46,
53,
65,
46
],
[
26,
32,
17,
26,
32,
17
],
[
6956,
4004,
2952,
6956,
4004,
2952
],
[
25.269779,
32.519779,
0,
25.269779,
32.519779,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408089,
162112,
391315,
245791,
-242694,
375320
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1605333600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758889708949,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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) |
|---|