| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 84906.8314 | -11867.4621 | 96774.2934 | -42573.8064 | -26909.9783 | -15663.8281 |
| Total P&L (%) | 84.9068 | -11.8675 | 96.7743 | -42.5738 | -26.91 | -15.6638 |
| Avg Daily Profit (%) | 0.163 | -0.0228 | 0.1858 | -0.1064 | -0.0602 | -0.0327 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106214 | -38247 | -88107 | -91856 | -37878 | -69795 |
| Profit Factor | 1.288 | 0.8913 | 1.5211 | 0.7663 | 0.5833 | 0.8668 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 55.4622 | 52.5424 | 58.3333 | 55.4622 | 52.5424 | 58.3333 |
| Ratio Avg Win / Avg Loss | 1.0343 | 0.805 | 1.0865 | 0.6154 | 0.5268 | 0.6192 |
| Largest Winning Trade | 65140 | 13974 | 65140 | 22652 | 9295 | 22652 |
| Largest Losing Trade | -84484 | -18667 | -84484 | -65838 | -17790 | -65838 |
| Avg Bars in Trades | 207 | 110 | 302 | 207 | 110 | 302 |
| Avg Bars in Winners | 155 | 84 | 218 | 155 | 84 | 218 |
| Avg Bars in Losers | 272 | 139 | 421 | 272 | 139 | 421 |
| Bars Traded | 24687 | 6512 | 18175 | 24687 | 6512 | 18175 |
| Profit Streak | 12.4349 | 0 | 19.2266 | 12.4349 | 0 | 19.2266 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301933 | -757697 | -159175 | -579706 | -757697 | -748888 |
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715162400000,
"first_datapoint_time": 1715558400000,
"last_datapoint_time": 1760160600000,
"evaluation_time": 1760162178829,
"expiration_time": 1766640600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
84906.8313833628,
-11867.4620601544,
96774.2934435172,
-42573.8063868202,
-26909.9783152335,
-15663.8280715868
],
[
84.906831,
-11.867462,
96.774293,
-42.573806,
-26.909978,
-15.663828
],
[
0.163022,
-0.022786,
0.185808,
-0.106441,
-0.06017,
-0.032704
],
[
10,
10,
10,
10,
10,
10
],
[
-106214,
-38247,
-88107,
-91856,
-37878,
-69795
],
[
1.28795,
0.891262,
1.521053,
0.766344,
0.583281,
0.86684
],
[
119,
59,
60,
119,
59,
60
],
[
66,
31,
35,
66,
31,
35
],
[
53,
28,
25,
53,
28,
25
],
[
55.462185,
52.542373,
58.333333,
55.462185,
52.542373,
58.333333
],
[
1.034263,
0.805011,
1.086466,
0.615398,
0.526834,
0.619171
],
[
65140,
13974,
65140,
22652,
9295,
22652
],
[
-84484,
-18667,
-84484,
-65838,
-17790,
-65838
],
[
207,
110,
302,
207,
110,
302
],
[
155,
84,
218,
155,
84,
218
],
[
272,
139,
421,
272,
139,
421
],
[
24687,
6512,
18175,
24687,
6512,
18175
],
[
12.43494,
0,
19.226607,
12.43494,
0,
19.226607
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301933,
-757697,
-159175,
-579706,
-757697,
-748888
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715162400000,
"first_datapoint_time": 1715558400000,
"last_datapoint_time": 1760160600000,
"evaluation_time": 1760162178829,
"expiration_time": 1766640600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|