| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 577852.4953 | 346535.0627 | 231317.4326 | 1303051.0771 | 48594.0818 | 1254456.9953 |
| Total P&L (%) | 577.8525 | 346.5351 | 231.3174 | 1303.0511 | 48.5941 | 1254.457 |
| Avg Daily Profit (%) | 0.3201 | 0.1919 | 0.1281 | 0.1464 | 0.0219 | 0.1444 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94717 | -80158 | -49829 | -2568664 | -2305336 | -921858 |
| Profit Factor | 1.6479 | 1.7365 | 1.549 | 1.0985 | 1.0069 | 1.2011 |
| Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
| Winning Trades | 123 | 49 | 74 | 123 | 49 | 74 |
| Losing Trades | 214 | 120 | 94 | 214 | 120 | 94 |
| Profitability (%) | 36.4985 | 28.9941 | 44.0476 | 36.4985 | 28.9941 | 44.0476 |
| Ratio Avg Win / Avg Loss | 2.8671 | 4.2526 | 1.9676 | 1.9112 | 2.466 | 1.5258 |
| Largest Winning Trade | 276718 | 276718 | 71366 | 1335618 | 1335618 | 804530 |
| Largest Losing Trade | -16497 | -16497 | -14635 | -547834 | -547834 | -365085 |
| Avg Bars in Trades | 10 | 8 | 12 | 10 | 8 | 12 |
| Avg Bars in Winners | 20 | 17 | 21 | 20 | 17 | 21 |
| Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
| Bars Traded | 3549 | 1440 | 2109 | 3549 | 1440 | 2109 |
| 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 | 323058 | -760 | -20978 | -111510 | -388394 | -924 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604750400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758955710031,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.33517,
"nb": 0.87331,
"nc": 0.67841
}
}
} {
"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": [
[
577852.4952962054,
346535.0626589624,
231317.4326372418,
1303051.0770897993,
48594.0818333019,
1254456.9952564978
],
[
577.852495,
346.535063,
231.317433,
1303.051077,
48.594082,
1254.456995
],
[
0.320051,
0.191933,
0.128118,
0.146395,
0.021938,
0.14444
],
[
10,
10,
10,
10,
10,
10
],
[
-94717,
-80158,
-49829,
-2568664,
-2305336,
-921858
],
[
1.647909,
1.736483,
1.548996,
1.098466,
1.006945,
1.201143
],
[
337,
169,
168,
337,
169,
168
],
[
123,
49,
74,
123,
49,
74
],
[
214,
120,
94,
214,
120,
94
],
[
36.498516,
28.994083,
44.047619,
36.498516,
28.994083,
44.047619
],
[
2.867093,
4.252611,
1.967644,
1.911153,
2.465988,
1.525777
],
[
276718,
276718,
71366,
1335618,
1335618,
804530
],
[
-16497,
-16497,
-14635,
-547834,
-547834,
-365085
],
[
10,
8,
12,
10,
8,
12
],
[
20,
17,
21,
20,
17,
21
],
[
5,
4,
5,
5,
4,
5
],
[
3549,
1440,
2109,
3549,
1440,
2109
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323058,
-760,
-20978,
-111510,
-388394,
-924
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1604750400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758955710031,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.33517,
"nb": 0.87331,
"nc": 0.67841
}
}
}
| # | 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) |
|---|