| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530773.3155 | 268776.9884 | 261996.3271 | 1231297.3896 | 856408.2594 | 374889.1302 |
| Total P&L (%) | 530.7733 | 268.777 | 261.9963 | 1231.2974 | 856.4083 | 374.8891 |
| Avg Daily Profit (%) | 0.2922 | 0.148 | 0.1443 | 0.1426 | 0.1244 | 0.0858 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133574 | -119406 | -79668 | -2218917 | -1008281 | -1595402 |
| Profit Factor | 1.6272 | 1.6126 | 1.6428 | 1.1608 | 1.2377 | 1.0925 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
| Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
| Profitability (%) | 46.5909 | 39.7727 | 53.4091 | 46.5909 | 39.7727 | 53.4091 |
| Ratio Avg Win / Avg Loss | 1.8653 | 2.4419 | 1.4331 | 1.3307 | 1.8742 | 0.953 |
| Largest Winning Trade | 78023 | 78023 | 47858 | 1000686 | 1000686 | 274755 |
| Largest Losing Trade | -58081 | -33370 | -58081 | -871629 | -360883 | -871629 |
| Avg Bars in Trades | 121 | 125 | 118 | 121 | 125 | 118 |
| Avg Bars in Winners | 162 | 166 | 159 | 162 | 166 | 159 |
| Avg Bars in Losers | 86 | 98 | 71 | 86 | 98 | 71 |
| Bars Traded | 21463 | 11034 | 10429 | 21463 | 11034 | 10429 |
| Profit Streak | 42.4052 | 42.4052 | 43.7386 | 42.4052 | 42.4052 | 43.7386 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 465332 | 137331 | 94989 | -44823 | -29453 | -197733 |
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21795,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604174400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759743811227,
"expiration_time": 1765386864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 108,
"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": [
[
530773.3154750044,
268776.9883813084,
261996.3270936967,
1231297.3896142575,
856408.2593644889,
374889.1302497684
],
[
530.773315,
268.776988,
261.996327,
1231.29739,
856.408259,
374.88913
],
[
0.292236,
0.147985,
0.144251,
0.142634,
0.1244,
0.085813
],
[
10,
10,
10,
10,
10,
10
],
[
-133574,
-119406,
-79668,
-2218917,
-1008281,
-1595402
],
[
1.627151,
1.612576,
1.642841,
1.160814,
1.23767,
1.09249
],
[
176,
88,
88,
176,
88,
88
],
[
82,
35,
47,
82,
35,
47
],
[
94,
53,
41,
94,
53,
41
],
[
46.590909,
39.772727,
53.409091,
46.590909,
39.772727,
53.409091
],
[
1.865271,
2.441902,
1.433117,
1.330689,
1.874186,
0.953023
],
[
78023,
78023,
47858,
1000686,
1000686,
274755
],
[
-58081,
-33370,
-58081,
-871629,
-360883,
-871629
],
[
121,
125,
118,
121,
125,
118
],
[
162,
166,
159,
162,
166,
159
],
[
86,
98,
71,
86,
98,
71
],
[
21463,
11034,
10429,
21463,
11034,
10429
],
[
42.405222,
42.405222,
43.738556,
42.405222,
42.405223,
43.738556
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
465332,
137331,
94989,
-44823,
-29453,
-197733
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21795,
"evaluation_days": 1816.25,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604174400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759743811227,
"expiration_time": 1765386864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 108,
"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) |
|---|