| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 621040.5003 | 333572.8611 | 287467.6392 | 2735140.4087 | 532897.677 | 2202242.7317 |
| Total P&L (%) | 621.0405 | 333.5729 | 287.4676 | 2735.1404 | 532.8977 | 2202.2427 |
| Avg Daily Profit (%) | 0.3423 | 0.1839 | 0.1585 | 0.1845 | 0.1018 | 0.173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101397 | -135424 | -59245 | -4801507 | -3403865 | -2184158 |
| Profit Factor | 1.5141 | 1.5005 | 1.5308 | 1.1043 | 1.0385 | 1.1777 |
| Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
| Winning Trades | 150 | 65 | 85 | 150 | 65 | 85 |
| Losing Trades | 307 | 163 | 144 | 307 | 163 | 144 |
| Profitability (%) | 32.8228 | 28.5088 | 37.1179 | 32.8228 | 28.5088 | 37.1179 |
| Ratio Avg Win / Avg Loss | 3.0988 | 3.7628 | 2.5933 | 2.2601 | 2.6043 | 1.9951 |
| Largest Winning Trade | 107487 | 107487 | 40315 | 1623493 | 1623493 | 1521682 |
| Largest Losing Trade | -22264 | -22264 | -18208 | -676119 | -594211 | -676119 |
| Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
| Avg Bars in Winners | 46 | 54 | 39 | 46 | 54 | 39 |
| Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
| Bars Traded | 10780 | 5860 | 4920 | 10780 | 5860 | 4920 |
| Profit Streak | 14.3105 | 0 | 16.9772 | 14.3105 | 0 | 16.9772 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300123 | -3531 | 228712 | -100203 | -247178 | -19667 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10885,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603771200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759519630653,
"expiration_time": 1764209520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
621040.5003178015,
333572.8610881252,
287467.639229676,
2735140.40871078,
532897.6770079461,
2202242.731702833
],
[
621.0405,
333.572861,
287.467639,
2735.140409,
532.897677,
2202.242732
],
[
0.342328,
0.183871,
0.158457,
0.184534,
0.101759,
0.173037
],
[
10,
10,
10,
10,
10,
10
],
[
-101397,
-135424,
-59245,
-4801507,
-3403865,
-2184158
],
[
1.51407,
1.500499,
1.530769,
1.104298,
1.03853,
1.17769
],
[
457,
228,
229,
457,
228,
229
],
[
150,
65,
85,
150,
65,
85
],
[
307,
163,
144,
307,
163,
144
],
[
32.822757,
28.508772,
37.117904,
32.822757,
28.508772,
37.117904
],
[
3.098796,
3.762791,
2.593303,
2.260129,
2.604315,
1.995145
],
[
107487,
107487,
40315,
1623493,
1623493,
1521682
],
[
-22264,
-22264,
-18208,
-676119,
-594211,
-676119
],
[
23,
25,
21,
23,
25,
21
],
[
46,
54,
39,
46,
54,
39
],
[
12,
14,
10,
12,
14,
10
],
[
10780,
5860,
4920,
10780,
5860,
4920
],
[
14.31054,
0,
16.977206,
14.31054,
0,
16.977207
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300123,
-3531,
228712,
-100203,
-247178,
-19667
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10885,
"evaluation_days": 1814.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1603771200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759519630653,
"expiration_time": 1764209520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|