| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 720339.8129 | 434074.3099 | 286265.503 | 4047811.9581 | 374321.5268 | 3673490.4313 |
| Total P&L (%) | 720.3398 | 434.0743 | 286.2655 | 4047.812 | 374.3215 | 3673.4904 |
| Avg Daily Profit (%) | 0.3968 | 0.2391 | 0.1577 | 0.2054 | 0.0858 | 0.2002 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71321 | -57229 | -51104 | -2245557 | -2572697 | -1048267 |
| Profit Factor | 2.2182 | 2.2675 | 2.1504 | 1.3314 | 1.0519 | 1.7339 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 55 | 19 | 36 | 55 | 19 | 36 |
| Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
| Profitability (%) | 39.8551 | 27.5362 | 52.1739 | 39.8551 | 27.5362 | 52.1739 |
| Ratio Avg Win / Avg Loss | 3.3475 | 5.9671 | 1.9712 | 2.0093 | 2.7683 | 1.5894 |
| Largest Winning Trade | 296085 | 296085 | 73741 | 2080184 | 2080184 | 1155483 |
| Largest Losing Trade | -25933 | -20251 | -25933 | -680790 | -657323 | -680790 |
| Avg Bars in Trades | 77 | 64 | 90 | 77 | 64 | 90 |
| Avg Bars in Winners | 137 | 131 | 141 | 137 | 131 | 141 |
| Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
| Bars Traded | 10733 | 4473 | 6260 | 10733 | 4473 | 6260 |
| Profit Streak | 47.66 | 47.66 | 148.3267 | 47.66 | 47.66 | 148.3267 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424034 | -107762 | -88635 | 263118 | -360747 | -88659 |
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604304000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636225738,
"expiration_time": 1764328176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 20,
"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": [
[
720339.8128531844,
434074.3098699346,
286265.5029832499,
4047811.9581165556,
374321.5268412358,
3673490.431275319
],
[
720.339813,
434.07431,
286.265503,
4047.811958,
374.321527,
3673.490431
],
[
0.396772,
0.239094,
0.157679,
0.205397,
0.085783,
0.200177
],
[
10,
10,
10,
10,
10,
10
],
[
-71321,
-57229,
-51104,
-2245557,
-2572697,
-1048267
],
[
2.218217,
2.267484,
2.150413,
1.331449,
1.051938,
1.733915
],
[
138,
69,
69,
138,
69,
69
],
[
55,
19,
36,
55,
19,
36
],
[
83,
50,
33,
83,
50,
33
],
[
39.855072,
27.536232,
52.173913,
39.855072,
27.536232,
52.173913
],
[
3.347492,
5.967063,
1.971212,
2.009277,
2.768257,
1.589422
],
[
296085,
296085,
73741,
2080184,
2080184,
1155483
],
[
-25933,
-20251,
-25933,
-680790,
-657323,
-680790
],
[
77,
64,
90,
77,
64,
90
],
[
137,
131,
141,
137,
131,
141
],
[
37,
39,
35,
37,
39,
35
],
[
10733,
4473,
6260,
10733,
4473,
6260
],
[
47.66002,
47.66002,
148.326687,
47.66002,
47.66002,
148.326687
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424034,
-107762,
-88635,
263118,
-360747,
-88659
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10893,
"evaluation_days": 1815.5,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604304000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636225738,
"expiration_time": 1764328176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 20,
"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) |
|---|