| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 479125.6319 | 471969.0355 | 7156.5964 | 78804.2739 | 347334.3202 | -268530.0463 |
| Total P&L (%) | 479.1256 | 471.969 | 7.1566 | 78.8043 | 347.3343 | -268.53 |
| Avg Daily Profit (%) | 0.2301 | 0.2266 | 0.0034 | 0.0279 | 0.072 | 0 |
| Buy And Hold Return (%) | 84.6085 | 84.6085 | 84.6085 | 84.6085 | 84.6085 | 84.6085 |
| Max Trade Drawdown | -174396 | -78476 | -189865 | -1039236 | -468641 | -703962 |
| Profit Factor | 1.1927 | 1.3876 | 1.0056 | 1.0091 | 1.0864 | 0.9422 |
| Total Trades | 1288 | 644 | 644 | 1288 | 644 | 644 |
| Winning Trades | 653 | 318 | 335 | 653 | 318 | 335 |
| Losing Trades | 635 | 326 | 309 | 635 | 326 | 309 |
| Profitability (%) | 50.6988 | 49.3789 | 52.0186 | 50.6988 | 49.3789 | 52.0186 |
| Ratio Avg Win / Avg Loss | 1.1598 | 1.4225 | 0.9276 | 0.9813 | 1.1137 | 0.8691 |
| Largest Winning Trade | 289516 | 289516 | 30146 | 250885 | 250885 | 163822 |
| Largest Losing Trade | -34830 | -22822 | -34830 | -316693 | -133985 | -316693 |
| Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
| Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
| Bars Traded | 24712 | 12758 | 11954 | 24712 | 12758 | 11954 |
| Profit Streak | 0 | 0 | 15.6827 | 0 | 0 | 15.6827 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 189842 | 373135 | -565572 | -526692 | -221618 | -576359 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580140800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758903786417,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
479125.6318625244,
471969.0354774963,
7156.5963850288,
78804.2739068106,
347334.3201831884,
-268530.0462763776
],
[
479.125632,
471.969035,
7.156596,
78.804274,
347.33432,
-268.530046
],
[
0.230072,
0.226636,
0.003437,
0.027909,
0.071965,
0
],
[
84.608498,
84.608498,
84.608498,
84.608498,
84.608498,
84.608498
],
[
-174396,
-78476,
-189865,
-1039236,
-468641,
-703962
],
[
1.192675,
1.387556,
1.00564,
1.009093,
1.086405,
0.942206
],
[
1288,
644,
644,
1288,
644,
644
],
[
653,
318,
335,
653,
318,
335
],
[
635,
326,
309,
635,
326,
309
],
[
50.698758,
49.378882,
52.018634,
50.698758,
49.378882,
52.018634
],
[
1.159799,
1.422463,
0.92759,
0.981278,
1.113736,
0.869079
],
[
289516,
289516,
30146,
250885,
250885,
163822
],
[
-34830,
-22822,
-34830,
-316693,
-133985,
-316693
],
[
19,
19,
18,
19,
19,
18
],
[
20,
20,
20,
20,
20,
20
],
[
17,
18,
16,
17,
18,
16
],
[
24712,
12758,
11954,
24712,
12758,
11954
],
[
0,
0,
15.682713,
0,
0,
15.682713
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
189842,
373135,
-565572,
-526692,
-221618,
-576359
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580140800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758903786417,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|