| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405676.4389 | 236946.9333 | 168729.5056 | 365099.8655 | -236083.9936 | 601183.859 |
| Total P&L (%) | 405.6764 | 236.9469 | 168.7295 | 365.0999 | -236.084 | 601.1839 |
| Avg Daily Profit (%) | 0.2242 | 0.131 | 0.0933 | 0.085 | 0 | 0.1077 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113830 | -76431 | -51908 | -1262064 | -997632 | -497840 |
| Profit Factor | 1.6923 | 1.8175 | 1.5699 | 1.0999 | 0.8806 | 1.3583 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Profitability (%) | 44.7154 | 43.5484 | 45.9016 | 44.7154 | 43.5484 | 45.9016 |
| Ratio Avg Win / Avg Loss | 2.0924 | 2.356 | 1.8502 | 1.3599 | 1.1415 | 1.6009 |
| Largest Winning Trade | 106515 | 106515 | 73805 | 343472 | 266078 | 343472 |
| Largest Losing Trade | -51917 | -27526 | -51917 | -356417 | -298049 | -356417 |
| Avg Bars in Trades | 82 | 47 | 118 | 82 | 47 | 118 |
| Avg Bars in Winners | 133 | 64 | 198 | 133 | 64 | 198 |
| Avg Bars in Losers | 41 | 33 | 49 | 41 | 33 | 49 |
| Bars Traded | 10132 | 2918 | 7214 | 10132 | 2918 | 7214 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335012 | -171698 | -228885 | -191840 | -736078 | -210499 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10855,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606363200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759086300677,
"expiration_time": 1763764560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
405676.4388779197,
236946.9332991244,
168729.5055787954,
365099.8654794906,
-236083.993555467,
601183.8590349572
],
[
405.676439,
236.946933,
168.729506,
365.099865,
-236.083994,
601.183859
],
[
0.224233,
0.13097,
0.093263,
0.084997,
0,
0.10771
],
[
10,
10,
10,
10,
10,
10
],
[
-113830,
-76431,
-51908,
-1262064,
-997632,
-497840
],
[
1.692345,
1.817475,
1.569852,
1.099902,
0.880574,
1.358325
],
[
123,
62,
61,
123,
62,
61
],
[
55,
27,
28,
55,
27,
28
],
[
68,
35,
33,
68,
35,
33
],
[
44.715447,
43.548387,
45.901639,
44.715447,
43.548387,
45.901639
],
[
2.092353,
2.355986,
1.850183,
1.359879,
1.141484,
1.600883
],
[
106515,
106515,
73805,
343472,
266078,
343472
],
[
-51917,
-27526,
-51917,
-356417,
-298049,
-356417
],
[
82,
47,
118,
82,
47,
118
],
[
133,
64,
198,
133,
64,
198
],
[
41,
33,
49,
41,
33,
49
],
[
10132,
2918,
7214,
10132,
2918,
7214
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335012,
-171698,
-228885,
-191840,
-736078,
-210499
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10855,
"evaluation_days": 1809.17,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606363200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759086300677,
"expiration_time": 1763764560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|