| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 722602.1586 | 400815.7977 | 321786.3609 | 7500304.2568 | 957893.5212 | 6542410.7357 |
| Total P&L (%) | 722.6022 | 400.8158 | 321.7864 | 7500.3043 | 957.8935 | 6542.4107 |
| Avg Daily Profit (%) | 0.3997 | 0.2217 | 0.178 | 0.2398 | 0.1306 | 0.2324 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145080 | -66267 | -116038 | -7545726 | -3971727 | -5557786 |
| Profit Factor | 1.7202 | 1.7732 | 1.6636 | 1.1908 | 1.0468 | 1.3468 |
| Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
| Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
| Losing Trades | 227 | 118 | 109 | 227 | 118 | 109 |
| Profitability (%) | 34.0116 | 31.3953 | 36.6279 | 34.0116 | 31.3953 | 36.6279 |
| Ratio Avg Win / Avg Loss | 3.3375 | 3.8748 | 2.8782 | 2.3103 | 2.2876 | 2.3301 |
| Largest Winning Trade | 106036 | 106036 | 54153 | 2618635 | 2618635 | 2185689 |
| Largest Losing Trade | -17810 | -16252 | -17810 | -1344183 | -996204 | -1344183 |
| Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
| Avg Bars in Winners | 29 | 31 | 26 | 29 | 31 | 26 |
| Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
| Bars Traded | 5304 | 2808 | 2496 | 5304 | 2808 | 2496 |
| Profit Streak | 27.5465 | 29.2132 | 0 | 27.5465 | 29.2132 | 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 | 338547 | 183499 | 216243 | -4782 | -192277 | 187848 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5424,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605110400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758978421202,
"expiration_time": 1763646336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
722602.1585642496,
400815.797652304,
321786.3609119472,
7500304.256843112,
957893.5211827443,
6542410.73566037
],
[
722.602159,
400.815798,
321.786361,
7500.304257,
957.893521,
6542.410736
],
[
0.399669,
0.22169,
0.177979,
0.239821,
0.130553,
0.232352
],
[
10,
10,
10,
10,
10,
10
],
[
-145080,
-66267,
-116038,
-7545726,
-3971727,
-5557786
],
[
1.720224,
1.77322,
1.663574,
1.190778,
1.046845,
1.346782
],
[
344,
172,
172,
344,
172,
172
],
[
117,
54,
63,
117,
54,
63
],
[
227,
118,
109,
227,
118,
109
],
[
34.011628,
31.395349,
36.627907,
34.011628,
31.395349,
36.627907
],
[
3.337529,
3.874814,
2.878246,
2.310312,
2.28755,
2.330146
],
[
106036,
106036,
54153,
2618635,
2618635,
2185689
],
[
-17810,
-16252,
-17810,
-1344183,
-996204,
-1344183
],
[
15,
16,
14,
15,
16,
14
],
[
29,
31,
26,
29,
31,
26
],
[
8,
9,
7,
8,
9,
7
],
[
5304,
2808,
2496,
5304,
2808,
2496
],
[
27.546542,
29.213208,
0,
27.546542,
29.213208,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338547,
183499,
216243,
-4782,
-192277,
187848
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5424,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605110400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758978421202,
"expiration_time": 1763646336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|