| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 480853.5528 | 268755.5896 | 212097.9632 | 76001.8501 | 684059.3248 | -608057.4747 |
| Total P&L (%) | 480.8536 | 268.7556 | 212.098 | 76.0019 | 684.0593 | -608.0575 |
| Avg Daily Profit (%) | 0.2644 | 0.1478 | 0.1166 | 0.0311 | 0.1133 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168813 | -77460 | -128218 | -1683418 | -535234 | -1196498 |
| Profit Factor | 1.7762 | 1.891 | 1.6673 | 1.0193 | 1.4646 | 0.7525 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
| Profitability (%) | 63.2911 | 56.4103 | 70 | 63.2911 | 56.4103 | 70 |
| Ratio Avg Win / Avg Loss | 1.0302 | 1.4612 | 0.7146 | 0.5912 | 1.1317 | 0.3225 |
| Largest Winning Trade | 130632 | 130632 | 51344 | 373428 | 373428 | 268094 |
| Largest Losing Trade | -84122 | -56845 | -84122 | -566692 | -466025 | -566692 |
| Avg Bars in Trades | 67 | 75 | 59 | 67 | 75 | 59 |
| Avg Bars in Winners | 57 | 68 | 48 | 57 | 68 | 48 |
| Avg Bars in Losers | 84 | 83 | 85 | 84 | 83 | 85 |
| Bars Traded | 5304 | 2940 | 2365 | 5304 | 2940 | 2365 |
| Profit Streak | 68.1006 | 109.4339 | 68.1006 | 68.1006 | 109.4339 | 68.1006 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -17414 | 307943 | -33310 | -380104 | -38401 | -577187 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759861490631,
"expiration_time": 1764565920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 118,
"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": [
[
480853.5527500549,
268755.5895856889,
212097.9631643658,
76001.8501022579,
684059.324845949,
-608057.4747436908
],
[
480.853553,
268.75559,
212.097963,
76.00185,
684.059325,
-608.057475
],
[
0.264448,
0.147804,
0.116644,
0.031095,
0.113317,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-168813,
-77460,
-128218,
-1683418,
-535234,
-1196498
],
[
1.776223,
1.890986,
1.667311,
1.019345,
1.464595,
0.752456
],
[
79,
39,
40,
79,
39,
40
],
[
50,
22,
28,
50,
22,
28
],
[
29,
17,
12,
29,
17,
12
],
[
63.291139,
56.410256,
70,
63.291139,
56.410256,
70
],
[
1.03021,
1.461216,
0.714562,
0.59122,
1.131732,
0.322481
],
[
130632,
130632,
51344,
373428,
373428,
268094
],
[
-84122,
-56845,
-84122,
-566692,
-466025,
-566692
],
[
67,
75,
59,
67,
75,
59
],
[
57,
68,
48,
57,
68,
48
],
[
84,
83,
85,
84,
83,
85
],
[
5304,
2940,
2365,
5304,
2940,
2365
],
[
68.100586,
109.433919,
68.100586,
68.100586,
109.433919,
68.100586
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-17414,
307943,
-33310,
-380104,
-38401,
-577187
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5455,
"evaluation_days": 1818.33,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1606147200000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759861490631,
"expiration_time": 1764565920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 118,
"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) |
|---|