| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254685.2145 | 157399.8606 | 97285.3539 | 323370.7795 | 114429.3271 | 208941.4524 |
| Total P&L (%) | 254.6852 | 157.3999 | 97.2854 | 323.3708 | 114.4293 | 208.9415 |
| Avg Daily Profit (%) | 0.2445 | 0.1511 | 0.0934 | 0.1386 | 0.0733 | 0.1083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97662 | -80237 | -36068 | -406102 | -322410 | -154088 |
| Profit Factor | 1.6536 | 1.7326 | 1.5565 | 1.2476 | 1.1557 | 1.3661 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 62 | 22 | 40 | 62 | 22 | 40 |
| Losing Trades | 82 | 50 | 32 | 82 | 50 | 32 |
| Profitability (%) | 43.0556 | 30.5556 | 55.5556 | 43.0556 | 30.5556 | 55.5556 |
| Ratio Avg Win / Avg Loss | 2.1871 | 3.9378 | 1.2452 | 1.6501 | 2.6265 | 1.0929 |
| Largest Winning Trade | 87583 | 87583 | 31517 | 255270 | 255270 | 120494 |
| Largest Losing Trade | -14257 | -13511 | -14257 | -82890 | -80071 | -82890 |
| Avg Bars in Trades | 169 | 168 | 171 | 169 | 168 | 171 |
| Avg Bars in Winners | 249 | 322 | 208 | 249 | 322 | 208 |
| Avg Bars in Losers | 109 | 100 | 123 | 109 | 100 | 123 |
| Bars Traded | 24411 | 12096 | 12315 | 24411 | 12096 | 12315 |
| Profit Streak | 43.3701 | 43.3701 | 53.2451 | 43.3701 | 43.3701 | 53.2451 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352832 | -75979 | -144526 | -8422 | -229790 | -125755 |
{
"trading_pair": "FIL_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669334400000,
"first_datapoint_time": 1670436000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337580109,
"expiration_time": 1765814400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 180,
"a": 0.89126
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
254685.2145084484,
157399.8606234953,
97285.353884953,
323370.779512377,
114429.3271281198,
208941.4523842571
],
[
254.685215,
157.399861,
97.285354,
323.37078,
114.429327,
208.941452
],
[
0.244497,
0.151103,
0.093394,
0.138631,
0.073256,
0.108345
],
[
10,
10,
10,
10,
10,
10
],
[
-97662,
-80237,
-36068,
-406102,
-322410,
-154088
],
[
1.653624,
1.732644,
1.556511,
1.247639,
1.155658,
1.366128
],
[
144,
72,
72,
144,
72,
72
],
[
62,
22,
40,
62,
22,
40
],
[
82,
50,
32,
82,
50,
32
],
[
43.055556,
30.555556,
55.555556,
43.055556,
30.555556,
55.555556
],
[
2.187051,
3.937828,
1.245209,
1.650104,
2.626495,
1.092902
],
[
87583,
87583,
31517,
255270,
255270,
120494
],
[
-14257,
-13511,
-14257,
-82890,
-80071,
-82890
],
[
169,
168,
171,
169,
168,
171
],
[
249,
322,
208,
249,
322,
208
],
[
109,
100,
123,
109,
100,
123
],
[
24411,
12096,
12315,
24411,
12096,
12315
],
[
43.37014,
43.37014,
53.24514,
43.37014,
43.37014,
53.24514
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352832,
-75979,
-144526,
-8422,
-229790,
-125755
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669334400000,
"first_datapoint_time": 1670436000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759337580109,
"expiration_time": 1765814400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 180,
"a": 0.89126
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|