| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 852991.3459 | 525732.7658 | 327258.5801 | 8683066.8367 | 2047962.3725 | 6635104.4642 |
| Total P&L (%) | 852.9913 | 525.7328 | 327.2586 | 8683.0668 | 2047.9624 | 6635.1045 |
| Avg Daily Profit (%) | 0.4718 | 0.2908 | 0.181 | 0.2478 | 0.1698 | 0.2331 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -54266 | -81505 | -51101 | -7430017 | -7818413 | -5311079 |
| Profit Factor | 2.0105 | 2.0748 | 1.922 | 1.1622 | 1.0698 | 1.2742 |
| Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
| Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
| Losing Trades | 223 | 119 | 104 | 223 | 119 | 104 |
| Profitability (%) | 33.2335 | 28.7425 | 37.7246 | 33.2335 | 28.7425 | 37.7246 |
| Ratio Avg Win / Avg Loss | 4.0391 | 5.1437 | 3.1728 | 2.3348 | 2.6522 | 2.1034 |
| Largest Winning Trade | 335955 | 335955 | 53014 | 5152586 | 5152586 | 3987074 |
| Largest Losing Trade | -24782 | -24782 | -13422 | -2201186 | -2201186 | -1365229 |
| Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
| Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
| Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
| Bars Traded | 5250 | 2892 | 2358 | 5250 | 2892 | 2358 |
| 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 | 348663 | 1265 | 249538 | -37083 | -147586 | 186521 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5424,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758978414940,
"expiration_time": 1763646336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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": [
[
852991.3458945889,
525732.7657506035,
327258.5801439866,
8683066.836722648,
2047962.3724789903,
6635104.4642436495
],
[
852.991346,
525.732766,
327.25858,
8683.066837,
2047.962372,
6635.104464
],
[
0.471787,
0.290781,
0.181006,
0.24784,
0.169785,
0.233121
],
[
10,
10,
10,
10,
10,
10
],
[
-54266,
-81505,
-51101,
-7430017,
-7818413,
-5311079
],
[
2.010502,
2.07475,
1.921961,
1.162166,
1.069794,
1.274161
],
[
334,
167,
167,
334,
167,
167
],
[
111,
48,
63,
111,
48,
63
],
[
223,
119,
104,
223,
119,
104
],
[
33.233533,
28.742515,
37.724551,
33.233533,
28.742515,
37.724551
],
[
4.039116,
5.143652,
3.172761,
2.334802,
2.652199,
2.103377
],
[
335955,
335955,
53014,
5152586,
5152586,
3987074
],
[
-24782,
-24782,
-13422,
-2201186,
-2201186,
-1365229
],
[
15,
17,
14,
15,
17,
14
],
[
31,
34,
28,
31,
34,
28
],
[
8,
10,
5,
8,
10,
5
],
[
5250,
2892,
2358,
5250,
2892,
2358
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348663,
1265,
249538,
-37083,
-147586,
186521
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5424,
"evaluation_days": 1808,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1605225600000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758978414940,
"expiration_time": 1763646336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"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) |
|---|