| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 490843.4879 | 640729.9889 | -149886.501 | -92790.9033 | 270455.6601 | -363246.5634 |
| Total P&L (%) | 490.8435 | 640.73 | -149.8865 | -92.7909 | 270.4557 | -363.2466 |
| Avg Daily Profit (%) | 0.1963 | 0.2562 | -0.0599 | -0.1051 | 0.0524 | 0 |
| Buy And Hold Return (%) | 255.2737 | 255.2737 | 255.2737 | 255.2737 | 255.2737 | 255.2737 |
| Max Trade Drawdown | -198586 | -134801 | -216938 | -497061 | -371594 | -495413 |
| Profit Factor | 1.5491 | 3.0224 | 0.7402 | 0.9336 | 1.5141 | 0.583 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 51.0204 | 44.898 | 57.1429 | 51.0204 | 44.898 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.4872 | 3.7093 | 0.5552 | 0.8962 | 1.8582 | 0.4372 |
| Largest Winning Trade | 573797 | 573797 | 42804 | 408492 | 408492 | 85577 |
| Largest Losing Trade | -82126 | -45393 | -82126 | -231472 | -228648 | -231472 |
| Avg Bars in Trades | 74 | 67 | 80 | 74 | 67 | 80 |
| Avg Bars in Winners | 86 | 77 | 92 | 86 | 77 | 92 |
| Avg Bars in Losers | 61 | 59 | 64 | 61 | 59 | 64 |
| Bars Traded | 7265 | 3314 | 3951 | 7265 | 3314 | 3951 |
| Profit Streak | 0 | 0 | 66.3395 | 0 | 0 | 66.3395 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 78680 | 318852 | -579197 | -580384 | -269623 | -579197 |
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546848000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816536812,
"expiration_time": 1765268928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
490843.4879490327,
640729.9889280082,
-149886.5009789755,
-92790.9033305238,
270455.6600988624,
-363246.5634293859
],
[
490.843488,
640.729989,
-149.886501,
-92.790903,
270.45566,
-363.246563
],
[
0.196285,
0.256223,
-0.059939,
-0.10511,
0.052382,
0
],
[
255.273654,
255.273654,
255.273654,
255.273654,
255.273654,
255.273654
],
[
-198586,
-134801,
-216938,
-497061,
-371594,
-495413
],
[
1.549139,
3.022411,
0.740244,
0.933587,
1.514075,
0.582993
],
[
98,
49,
49,
98,
49,
49
],
[
50,
22,
28,
50,
22,
28
],
[
48,
27,
21,
48,
27,
21
],
[
51.020408,
44.897959,
57.142857,
51.020408,
44.897959,
57.142857
],
[
1.487173,
3.709322,
0.555183,
0.896244,
1.858183,
0.437245
],
[
573797,
573797,
42804,
408492,
408492,
85577
],
[
-82126,
-45393,
-82126,
-231472,
-228648,
-231472
],
[
74,
67,
80,
74,
67,
80
],
[
86,
77,
92,
86,
77,
92
],
[
61,
59,
64,
61,
59,
64
],
[
7265,
3314,
3951,
7265,
3314,
3951
],
[
0,
0,
66.339546,
0,
0,
66.339546
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
78680,
318852,
-579197,
-580384,
-269623,
-579197
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1546848000000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758816536812,
"expiration_time": 1765268928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|