| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656357.0996 | 489112.9583 | 167244.1413 | 5368674.428 | 7236167.596 | -1867493.168 |
| Total P&L (%) | 656.3571 | 489.113 | 167.2441 | 5368.6744 | 7236.1676 | -1867.4932 |
| Avg Daily Profit (%) | 0.3152 | 0.2349 | 0.0803 | 0.1923 | 0.2065 | 0 |
| Buy And Hold Return (%) | 62.2784 | 62.2784 | 62.2784 | 62.2784 | 62.2784 | 62.2784 |
| Max Trade Drawdown | -141657 | -80383 | -107506 | -22014245 | -9677729 | -15266080 |
| Profit Factor | 1.7539 | 2.1453 | 1.377 | 1.1147 | 1.3491 | 0.9284 |
| Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
| Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
| Losing Trades | 137 | 70 | 67 | 137 | 70 | 67 |
| Profitability (%) | 48.3019 | 47.3684 | 49.2424 | 48.3019 | 47.3684 | 49.2424 |
| Ratio Avg Win / Avg Loss | 1.8772 | 2.3837 | 1.4194 | 1.1931 | 1.499 | 0.957 |
| Largest Winning Trade | 177191 | 177191 | 45415 | 4607243 | 4607243 | 3533355 |
| Largest Losing Trade | -25972 | -21265 | -25972 | -3972306 | -2252790 | -3972306 |
| Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
| Avg Bars in Winners | 118 | 122 | 114 | 118 | 122 | 114 |
| Avg Bars in Losers | 69 | 70 | 69 | 69 | 70 | 69 |
| Bars Traded | 24738 | 12637 | 12101 | 24738 | 12637 | 12101 |
| 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 | 470640 | 387896 | -89062 | -85685 | 261082 | -581276 |
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758815225166,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 92,
"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": [
[
656357.099554295,
489112.9582525516,
167244.141301743,
5368674.427986531,
7236167.59602845,
-1867493.1680419152
],
[
656.3571,
489.112958,
167.244141,
5368.674428,
7236.167596,
-1867.493168
],
[
0.315177,
0.234868,
0.080309,
0.192339,
0.206475,
0
],
[
62.278423,
62.278423,
62.278423,
62.278423,
62.278423,
62.278423
],
[
-141657,
-80383,
-107506,
-22014245,
-9677729,
-15266080
],
[
1.753877,
2.145311,
1.377028,
1.114676,
1.349123,
0.928419
],
[
265,
133,
132,
265,
133,
132
],
[
128,
63,
65,
128,
63,
65
],
[
137,
70,
67,
137,
70,
67
],
[
48.301887,
47.368421,
49.242424,
48.301887,
47.368421,
49.242424
],
[
1.877197,
2.383679,
1.419399,
1.193052,
1.499025,
0.956986
],
[
177191,
177191,
45415,
4607243,
4607243,
3533355
],
[
-25972,
-21265,
-25972,
-3972306,
-2252790,
-3972306
],
[
93,
95,
91,
93,
95,
91
],
[
118,
122,
114,
118,
122,
114
],
[
69,
70,
69,
69,
70,
69
],
[
24738,
12637,
12101,
24738,
12637,
12101
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
470640,
387896,
-89062,
-85685,
261082,
-581276
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758815225166,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 92,
"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) |
|---|