| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 385295.3857 | 353627.5256 | 31667.8601 | 236491.0018 | 197126.3101 | 39364.6917 |
| Total P&L (%) | 385.2954 | 353.6275 | 31.6679 | 236.491 | 197.1263 | 39.3647 |
| Avg Daily Profit (%) | 0.1811 | 0.1662 | 0.0149 | 0.057 | 0.0512 | 0.0156 |
| Buy And Hold Return (%) | 130.1331 | 130.1331 | 130.1331 | 130.1331 | 130.1331 | 130.1331 |
| Max Trade Drawdown | -156288 | -158415 | -51208 | -238500 | -202404 | -124784 |
| Profit Factor | 1.7293 | 1.9411 | 1.2076 | 1.2679 | 1.3002 | 1.174 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 54.1284 | 55.5556 | 52.7273 | 54.1284 | 55.5556 | 52.7273 |
| Ratio Avg Win / Avg Loss | 1.4655 | 1.5529 | 1.0827 | 1.0745 | 1.0402 | 1.0526 |
| Largest Winning Trade | 142649 | 142649 | 23965 | 195961 | 195961 | 50803 |
| Largest Losing Trade | -65515 | -65515 | -21396 | -202404 | -202404 | -33391 |
| Avg Bars in Trades | 37 | 71 | 5 | 37 | 71 | 5 |
| Avg Bars in Winners | 31 | 56 | 5 | 31 | 56 | 5 |
| Avg Bars in Losers | 46 | 90 | 5 | 46 | 90 | 5 |
| Bars Traded | 4138 | 3856 | 282 | 4138 | 3856 | 282 |
| Profit Streak | 39.3629 | 39.3629 | 50.8629 | 39.3629 | 39.3629 | 50.8629 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314413 | -171131 | -517657 | -122722 | -313383 | -545341 |
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4256,
"evaluation_days": 2128,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1578312000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876151225,
"expiration_time": 1764230976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 80,
"offset": 0,
"std": 1.20021
}
}
}
{
"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": [
[
385295.3857055178,
353627.5256237088,
31667.8600818089,
236491.001816983,
197126.3101361522,
39364.6916808308
],
[
385.295386,
353.627526,
31.66786,
236.491002,
197.12631,
39.364692
],
[
0.18106,
0.166178,
0.014882,
0.057037,
0.051187,
0.015599
],
[
130.13306,
130.13306,
130.13306,
130.13306,
130.13306,
130.13306
],
[
-156288,
-158415,
-51208,
-238500,
-202404,
-124784
],
[
1.729289,
1.941094,
1.207584,
1.267859,
1.300193,
1.174005
],
[
109,
54,
55,
109,
54,
55
],
[
59,
30,
29,
59,
30,
29
],
[
50,
24,
26,
50,
24,
26
],
[
54.12844,
55.555556,
52.727273,
54.12844,
55.555556,
52.727273
],
[
1.465499,
1.552875,
1.082661,
1.074457,
1.040154,
1.052557
],
[
142649,
142649,
23965,
195961,
195961,
50803
],
[
-65515,
-65515,
-21396,
-202404,
-202404,
-33391
],
[
37,
71,
5,
37,
71,
5
],
[
31,
56,
5,
31,
56,
5
],
[
46,
90,
5,
46,
90,
5
],
[
4138,
3856,
282,
4138,
3856,
282
],
[
39.362861,
39.362861,
50.862861,
39.362861,
39.362861,
50.862861
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314413,
-171131,
-517657,
-122722,
-313383,
-545341
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4256,
"evaluation_days": 2128,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1578312000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758876151225,
"expiration_time": 1764230976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 80,
"offset": 0,
"std": 1.20021
}
}
}
| # | 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) |
|---|