| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 735359.6511 | 493373.531 | 241986.1201 | 2020358.6804 | -999801.9741 | 3020160.6545 |
| Total P&L (%) | 735.3597 | 493.3735 | 241.9861 | 2020.3587 | -999.802 | 3020.1607 |
| Avg Daily Profit (%) | 0.4057 | 0.2722 | 0.1335 | 0.1686 | 0 | 0.19 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88215 | -74527 | -38179 | -4346847 | -3673842 | -1750636 |
| Profit Factor | 3.1465 | 3.3701 | 2.8003 | 1.1649 | 0.8639 | 1.6156 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 34.9206 | 25 | 45.1613 | 34.9206 | 25 | 45.1613 |
| Ratio Avg Win / Avg Loss | 5.864 | 10.1103 | 3.4004 | 2.1709 | 2.5918 | 1.9618 |
| Largest Winning Trade | 483086 | 483086 | 69235 | 1578773 | 1453385 | 1578773 |
| Largest Losing Trade | -21400 | -21400 | -19129 | -883661 | -883661 | -761158 |
| Avg Bars in Trades | 55 | 36 | 74 | 55 | 36 | 74 |
| Avg Bars in Winners | 120 | 100 | 132 | 120 | 100 | 132 |
| Avg Bars in Losers | 20 | 15 | 27 | 20 | 15 | 27 |
| Bars Traded | 3496 | 1177 | 2319 | 3496 | 1177 | 2319 |
| 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 | -141332 | -15164 | -11370 | -187433 | -607847 | 327203 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759352172802,
"expiration_time": 1764018000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 6,
"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": [
[
735359.6511075092,
493373.5309841202,
241986.1201233892,
2020358.6804049336,
-999801.9741001776,
3020160.654505111
],
[
735.359651,
493.373531,
241.98612,
2020.35868,
-999.801974,
3020.160655
],
[
0.405716,
0.272206,
0.13351,
0.168648,
0,
0.189999
],
[
10,
10,
10,
10,
10,
10
],
[
-88215,
-74527,
-38179,
-4346847,
-3673842,
-1750636
],
[
3.146528,
3.370098,
2.800288,
1.164868,
0.863942,
1.615604
],
[
63,
32,
31,
63,
32,
31
],
[
22,
8,
14,
22,
8,
14
],
[
41,
24,
17,
41,
24,
17
],
[
34.920635,
25,
45.16129,
34.920635,
25,
45.16129
],
[
5.863983,
10.110295,
3.40035,
2.170891,
2.591827,
1.961805
],
[
483086,
483086,
69235,
1578773,
1453385,
1578773
],
[
-21400,
-21400,
-19129,
-883661,
-883661,
-761158
],
[
55,
36,
74,
55,
36,
74
],
[
120,
100,
132,
120,
100,
132
],
[
20,
15,
27,
20,
15,
27
],
[
3496,
1177,
2319,
3496,
1177,
2319
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141332,
-15164,
-11370,
-187433,
-607847,
327203
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3625,
"evaluation_days": 1812.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759352172802,
"expiration_time": 1764018000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 6,
"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) |
|---|