| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 871788.637 | 792868.8426 | 78919.7944 | 2373626.6798 | 1991289.8132 | 382336.8666 |
| Total P&L (%) | 871.7886 | 792.8688 | 78.9198 | 2373.6267 | 1991.2898 | 382.3369 |
| Avg Daily Profit (%) | 0.3487 | 0.3172 | 0.0316 | 0.1284 | 0.1217 | 0.063 |
| Buy And Hold Return (%) | 255.8254 | 255.8254 | 255.8254 | 255.8254 | 255.8254 | 255.8254 |
| Max Trade Drawdown | -130926 | -87387 | -56551 | -8762973 | -6588975 | -4584061 |
| Profit Factor | 2.907 | 3.8552 | 1.4398 | 1.1064 | 1.1414 | 1.0465 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 47.0588 | 41.1765 | 52.9412 |
| Ratio Avg Win / Avg Loss | 3.2704 | 5.5074 | 1.2798 | 1.2447 | 1.6305 | 0.9303 |
| Largest Winning Trade | 484137 | 484137 | 39795 | 5067747 | 5067747 | 2238750 |
| Largest Losing Trade | -36188 | -35502 | -36188 | -3099959 | -2655419 | -3099959 |
| Avg Bars in Trades | 213 | 260 | 166 | 213 | 260 | 166 |
| Avg Bars in Winners | 311 | 419 | 226 | 311 | 419 | 226 |
| Avg Bars in Losers | 126 | 149 | 98 | 126 | 149 | 98 |
| Bars Traded | 14520 | 8872 | 5648 | 14520 | 8872 | 5648 |
| 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 | -102810 | 342832 | -315188 | -239522 | -97473 | -291416 |
{
"trading_pair": "ETC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14999,
"evaluation_days": 2499.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546200000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759103327854,
"expiration_time": 1765569168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 129,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
871788.6370459392,
792868.842627406,
78919.7944185332,
2373626.679818214,
1991289.8132174618,
382336.8666007539
],
[
871.788637,
792.868843,
78.919794,
2373.62668,
1991.289813,
382.336867
],
[
0.348739,
0.317169,
0.03157,
0.128422,
0.121697,
0.062963
],
[
255.825392,
255.825392,
255.825392,
255.825392,
255.825392,
255.825392
],
[
-130926,
-87387,
-56551,
-8762973,
-6588975,
-4584061
],
[
2.906992,
3.855152,
1.439772,
1.106442,
1.14138,
1.046541
],
[
68,
34,
34,
68,
34,
34
],
[
32,
14,
18,
32,
14,
18
],
[
36,
20,
16,
36,
20,
16
],
[
47.058824,
41.176471,
52.941176,
47.058824,
41.176471,
52.941176
],
[
3.270366,
5.507361,
1.279797,
1.244747,
1.630543,
0.930259
],
[
484137,
484137,
39795,
5067747,
5067747,
2238750
],
[
-36188,
-35502,
-36188,
-3099959,
-2655419,
-3099959
],
[
213,
260,
166,
213,
260,
166
],
[
311,
419,
226,
311,
419,
226
],
[
126,
149,
98,
126,
149,
98
],
[
14520,
8872,
5648,
14520,
8872,
5648
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102810,
342832,
-315188,
-239522,
-97473,
-291416
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14999,
"evaluation_days": 2499.83,
"actual_first_datapoint_time": 1543046400000,
"first_datapoint_time": 1546200000000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759103327854,
"expiration_time": 1765569168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 129,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|