| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 595235.0835 | 313198.2157 | 282036.8678 | 2450246.2839 | -1093621.0061 | 3543867.2899 |
| Total P&L (%) | 595.2351 | 313.1982 | 282.0369 | 2450.2463 | -1093.621 | 3543.8673 |
| Avg Daily Profit (%) | 0.3279 | 0.1726 | 0.1554 | 0.1786 | 0 | 0.1983 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107236 | -79898 | -63327 | -5103212 | -4265147 | -1811993 |
| Profit Factor | 1.513 | 1.5191 | 1.5064 | 1.0968 | 0.9177 | 1.2946 |
| Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
| Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
| Losing Trades | 272 | 141 | 131 | 272 | 141 | 131 |
| Profitability (%) | 35.8491 | 33.4906 | 38.2075 | 35.8491 | 33.4906 | 38.2075 |
| Ratio Avg Win / Avg Loss | 2.7074 | 3.0168 | 2.4362 | 1.9627 | 1.8224 | 2.0938 |
| Largest Winning Trade | 109250 | 109250 | 51359 | 2074194 | 2074194 | 1359110 |
| Largest Losing Trade | -18187 | -14048 | -18187 | -638390 | -638390 | -471520 |
| Avg Bars in Trades | 50 | 48 | 53 | 50 | 48 | 53 |
| Avg Bars in Winners | 92 | 89 | 94 | 92 | 89 | 94 |
| Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
| Bars Traded | 21593 | 10180 | 11413 | 21593 | 10180 | 11413 |
| Profit Streak | 15.247 | 0 | 17.3303 | 15.247 | 0 | 17.3303 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321298 | 145946 | 224380 | -107777 | -583866 | 205999 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21781,
"evaluation_days": 1815.08,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759643739177,
"expiration_time": 1765282435200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 15,
"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": [
[
595235.0834817069,
313198.2156771904,
282036.8678045158,
2450246.283863036,
-1093621.006069625,
3543867.2899326594
],
[
595.235083,
313.198216,
282.036868,
2450.246284,
-1093.621006,
3543.86729
],
[
0.327939,
0.172553,
0.155385,
0.178596,
0,
0.198294
],
[
10,
10,
10,
10,
10,
10
],
[
-107236,
-79898,
-63327,
-5103212,
-4265147,
-1811993
],
[
1.512978,
1.519075,
1.506374,
1.096806,
0.917665,
1.294625
],
[
424,
212,
212,
424,
212,
212
],
[
152,
71,
81,
152,
71,
81
],
[
272,
141,
131,
272,
141,
131
],
[
35.849057,
33.490566,
38.207547,
35.849057,
33.490566,
38.207547
],
[
2.707435,
3.016754,
2.436235,
1.962705,
1.822404,
2.093777
],
[
109250,
109250,
51359,
2074194,
2074194,
1359110
],
[
-18187,
-14048,
-18187,
-638390,
-638390,
-471520
],
[
50,
48,
53,
50,
48,
53
],
[
92,
89,
94,
92,
89,
94
],
[
27,
27,
28,
27,
27,
28
],
[
21593,
10180,
11413,
21593,
10180,
11413
],
[
15.246981,
0,
17.330314,
15.246981,
0,
17.330315
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321298,
145946,
224380,
-107777,
-583866,
205999
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21781,
"evaluation_days": 1815.08,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603267200000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759643739177,
"expiration_time": 1765282435200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 15,
"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) |
|---|