| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 554186.7783 | 298211.4287 | 255975.3496 | 1272998.2784 | -466197.7752 | 1739196.0536 |
| Total P&L (%) | 554.1868 | 298.2114 | 255.9754 | 1272.9983 | -466.1978 | 1739.1961 |
| Avg Daily Profit (%) | 0.3055 | 0.1644 | 0.1411 | 0.1445 | 0 | 0.1607 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113585 | -89498 | -62524 | -4286060 | -2067246 | -2482439 |
| Profit Factor | 2.098 | 1.9285 | 2.3946 | 1.1108 | 0.9255 | 1.3323 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 48.1013 | 42.5 | 53.8462 | 48.1013 | 42.5 | 53.8462 |
| Ratio Avg Win / Avg Loss | 2.2636 | 2.6091 | 2.0525 | 1.1985 | 1.2521 | 1.1419 |
| Largest Winning Trade | 159639 | 159639 | 56253 | 1520981 | 1194930 | 1520981 |
| Largest Losing Trade | -26904 | -26904 | -26791 | -1319088 | -762496 | -1319088 |
| Avg Bars in Trades | 85 | 50 | 120 | 85 | 50 | 120 |
| Avg Bars in Winners | 116 | 60 | 162 | 116 | 60 | 162 |
| Avg Bars in Losers | 56 | 43 | 72 | 56 | 43 | 72 |
| Bars Traded | 6731 | 2015 | 4716 | 6731 | 2015 | 4716 |
| 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 | -19087 | 291257 | 15214 | -130380 | -581999 | 306058 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7256,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607277600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759480573953,
"expiration_time": 1764173088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 55,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
554186.7783400144,
298211.4287493519,
255975.349590663,
1272998.2783900723,
-466197.7752489144,
1739196.0536389875
],
[
554.186778,
298.211429,
255.97535,
1272.998278,
-466.197775,
1739.196054
],
[
0.305505,
0.164394,
0.141111,
0.144513,
0,
0.160653
],
[
10,
10,
10,
10,
10,
10
],
[
-113585,
-89498,
-62524,
-4286060,
-2067246,
-2482439
],
[
2.098,
1.9285,
2.394594,
1.110789,
0.925478,
1.332258
],
[
79,
40,
39,
79,
40,
39
],
[
38,
17,
21,
38,
17,
21
],
[
41,
23,
18,
41,
23,
18
],
[
48.101266,
42.5,
53.846154,
48.101266,
42.5,
53.846154
],
[
2.263632,
2.609147,
2.052509,
1.198483,
1.252117,
1.141935
],
[
159639,
159639,
56253,
1520981,
1194930,
1520981
],
[
-26904,
-26904,
-26791,
-1319088,
-762496,
-1319088
],
[
85,
50,
120,
85,
50,
120
],
[
116,
60,
162,
116,
60,
162
],
[
56,
43,
72,
56,
43,
72
],
[
6731,
2015,
4716,
6731,
2015,
4716
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19087,
291257,
15214,
-130380,
-581999,
306058
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7256,
"evaluation_days": 1814,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1607277600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759480573953,
"expiration_time": 1764173088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 55,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|