| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 687587.6975 | 519080.8016 | 168506.8959 | 412055.6571 | -282884.2239 | 694939.8809 |
| Total P&L (%) | 687.5877 | 519.0808 | 168.5069 | 412.0557 | -282.8842 | 694.9399 |
| Avg Daily Profit (%) | 0.3789 | 0.2861 | 0.0929 | 0.0901 | 0 | 0.1143 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102051 | -93793 | -49850 | -1843762 | -1333518 | -1089492 |
| Profit Factor | 2.3254 | 2.6905 | 1.7959 | 1.0658 | 0.9189 | 1.2506 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 35.9551 | 24.4444 | 47.7273 | 35.9551 | 24.4444 | 47.7273 |
| Ratio Avg Win / Avg Loss | 4.1421 | 8.316 | 1.9669 | 1.8985 | 2.8402 | 1.3697 |
| Largest Winning Trade | 576918 | 576918 | 73375 | 839828 | 589873 | 839828 |
| Largest Losing Trade | -22132 | -20235 | -22132 | -521396 | -335737 | -521396 |
| Avg Bars in Trades | 237 | 167 | 309 | 237 | 167 | 309 |
| Avg Bars in Winners | 483 | 394 | 529 | 483 | 394 | 529 |
| Avg Bars in Losers | 99 | 93 | 108 | 99 | 93 | 108 |
| Bars Traded | 21136 | 7520 | 13616 | 21136 | 7520 | 13616 |
| Profit Streak | 0 | 0 | 54.5316 | 0 | 0 | 54.5316 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315755 | -18291 | -65840 | -224972 | -610197 | -40447 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21774,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604181600000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589128965,
"expiration_time": 1765230220800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 53,
"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": [
[
687587.6975435107,
519080.8016347243,
168506.895908786,
412055.6570786802,
-282884.2238579071,
694939.8809365871
],
[
687.587698,
519.080802,
168.506896,
412.055657,
-282.884224,
694.939881
],
[
0.378941,
0.286074,
0.092867,
0.090052,
0,
0.114317
],
[
10,
10,
10,
10,
10,
10
],
[
-102051,
-93793,
-49850,
-1843762,
-1333518,
-1089492
],
[
2.325394,
2.690467,
1.795909,
1.065823,
0.918882,
1.250635
],
[
89,
45,
44,
89,
45,
44
],
[
32,
11,
21,
32,
11,
21
],
[
57,
34,
23,
57,
34,
23
],
[
35.955056,
24.444444,
47.727273,
35.955056,
24.444444,
47.727273
],
[
4.142108,
8.31599,
1.966948,
1.898497,
2.840181,
1.369743
],
[
576918,
576918,
73375,
839828,
589873,
839828
],
[
-22132,
-20235,
-22132,
-521396,
-335737,
-521396
],
[
237,
167,
309,
237,
167,
309
],
[
483,
394,
529,
483,
394,
529
],
[
99,
93,
108,
99,
93,
108
],
[
21136,
7520,
13616,
21136,
7520,
13616
],
[
0,
0,
54.531585,
0,
0,
54.531585
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315755,
-18291,
-65840,
-224972,
-610197,
-40447
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21774,
"evaluation_days": 1814.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604181600000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589128965,
"expiration_time": 1765230220800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 53,
"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) |
|---|