| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 390944.6339 | 175325.951 | 215618.6829 | 471892.2444 | -85343.6857 | 557235.9301 |
| Total P&L (%) | 390.9446 | 175.326 | 215.6187 | 471.8922 | -85.3437 | 557.2359 |
| Avg Daily Profit (%) | 0.2156 | 0.0967 | 0.1189 | 0.0962 | -0.1059 | 0.1039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116121 | -78879 | -88619 | -599546 | -568000 | -483894 |
| Profit Factor | 1.245 | 1.2217 | 1.268 | 1.0656 | 0.9765 | 1.1565 |
| Total Trades | 617 | 308 | 309 | 617 | 308 | 309 |
| Winning Trades | 245 | 114 | 131 | 245 | 114 | 131 |
| Losing Trades | 372 | 194 | 178 | 372 | 194 | 178 |
| Profitability (%) | 39.7083 | 37.013 | 42.3948 | 39.7083 | 37.013 | 42.3948 |
| Ratio Avg Win / Avg Loss | 1.8904 | 2.079 | 1.7229 | 1.6179 | 1.6618 | 1.5714 |
| Largest Winning Trade | 60955 | 60955 | 36025 | 268134 | 268134 | 202569 |
| Largest Losing Trade | -23729 | -19389 | -23729 | -154314 | -111715 | -154314 |
| Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
| Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
| Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
| Bars Traded | 21530 | 11033 | 10497 | 21530 | 11033 | 10497 |
| Profit Streak | 13.461 | 0 | 15.8776 | 13.461 | 0 | 15.8776 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303763 | -67139 | -34546 | -211967 | -581995 | -102475 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21755,
"evaluation_days": 1812.92,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759453426572,
"expiration_time": 1765088496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
390944.633910807,
175325.9510302308,
215618.6828805761,
471892.2444030578,
-85343.6856659889,
557235.9300690468
],
[
390.944634,
175.325951,
215.618683,
471.892244,
-85.343686,
557.23593
],
[
0.215644,
0.096709,
0.118934,
0.096233,
-0.105867,
0.103913
],
[
10,
10,
10,
10,
10,
10
],
[
-116121,
-78879,
-88619,
-599546,
-568000,
-483894
],
[
1.245041,
1.2217,
1.267982,
1.065564,
0.976526,
1.156453
],
[
617,
308,
309,
617,
308,
309
],
[
245,
114,
131,
245,
114,
131
],
[
372,
194,
178,
372,
194,
178
],
[
39.708266,
37.012987,
42.394822,
39.708266,
37.012987,
42.394822
],
[
1.890429,
2.079033,
1.722907,
1.617918,
1.661808,
1.571364
],
[
60955,
60955,
36025,
268134,
268134,
202569
],
[
-23729,
-19389,
-23729,
-154314,
-111715,
-154314
],
[
34,
35,
33,
34,
35,
33
],
[
53,
54,
52,
53,
54,
52
],
[
22,
24,
20,
22,
24,
20
],
[
21530,
11033,
10497,
21530,
11033,
10497
],
[
13.460955,
0,
15.877622,
13.460956,
0,
15.877622
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303763,
-67139,
-34546,
-211967,
-581995,
-102475
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21755,
"evaluation_days": 1812.92,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759453426572,
"expiration_time": 1765088496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 123,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|