| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 464234.438 | 268507.7974 | 195726.6406 | 309393.0476 | -63446.6239 | 372839.6715 |
| Total P&L (%) | 464.2344 | 268.5078 | 195.7266 | 309.393 | -63.4466 | 372.8397 |
| Avg Daily Profit (%) | 0.2553 | 0.1477 | 0.1076 | 0.0776 | -0.0553 | 0.0855 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96342 | -84969 | -55656 | -1041549 | -791217 | -504634 |
| Profit Factor | 1.837 | 2.1489 | 1.6099 | 1.0947 | 0.9594 | 1.2184 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 53.9326 | 55.5556 | 52.2727 | 53.9326 | 55.5556 | 52.2727 |
| Ratio Avg Win / Avg Loss | 1.5691 | 1.7191 | 1.4699 | 0.935 | 0.7675 | 1.1125 |
| Largest Winning Trade | 69230 | 69230 | 68750 | 327733 | 215766 | 327733 |
| Largest Losing Trade | -81658 | -27030 | -81658 | -500527 | -356520 | -500527 |
| Avg Bars in Trades | 78 | 40 | 117 | 78 | 40 | 117 |
| Avg Bars in Winners | 88 | 40 | 141 | 88 | 40 | 141 |
| Avg Bars in Losers | 65 | 39 | 90 | 65 | 39 | 90 |
| Bars Traded | 6957 | 1803 | 5154 | 6957 | 1803 | 5154 |
| 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 | 443770 | 322780 | -46988 | -206726 | -579991 | -78893 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7273,
"evaluation_days": 1818.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606500000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759854287901,
"expiration_time": 1764551304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 154,
"offset": 0,
"std": 1.15799
}
}
} {
"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": [
[
464234.4380376879,
268507.7974309591,
195726.6406067288,
309393.0475574539,
-63446.6239111101,
372839.6714685638
],
[
464.234438,
268.507797,
195.726641,
309.393048,
-63.446624,
372.839671
],
[
0.255319,
0.147674,
0.107646,
0.07755,
-0.055334,
0.085481
],
[
10,
10,
10,
10,
10,
10
],
[
-96342,
-84969,
-55656,
-1041549,
-791217,
-504634
],
[
1.837022,
2.148893,
1.609899,
1.09466,
0.95937,
1.218435
],
[
89,
45,
44,
89,
45,
44
],
[
48,
25,
23,
48,
25,
23
],
[
41,
20,
21,
41,
20,
21
],
[
53.932584,
55.555556,
52.272727,
53.932584,
55.555556,
52.272727
],
[
1.569123,
1.719115,
1.469908,
0.935022,
0.767496,
1.112484
],
[
69230,
69230,
68750,
327733,
215766,
327733
],
[
-81658,
-27030,
-81658,
-500527,
-356520,
-500527
],
[
78,
40,
117,
78,
40,
117
],
[
88,
40,
141,
88,
40,
141
],
[
65,
39,
90,
65,
39,
90
],
[
6957,
1803,
5154,
6957,
1803,
5154
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443770,
322780,
-46988,
-206726,
-579991,
-78893
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7273,
"evaluation_days": 1818.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606500000000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759854287901,
"expiration_time": 1764551304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 154,
"offset": 0,
"std": 1.15799
}
}
}
| # | 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) |
|---|