| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 707310.2519 | 719424.9181 | -12114.6662 | -183919.7478 | 262751.6017 | -446671.3495 |
| Total P&L (%) | 707.3103 | 719.4249 | -12.1147 | -183.9197 | 262.7516 | -446.6714 |
| Avg Daily Profit (%) | 0.2829 | 0.2878 | -0.0048 | 0 | 0.0516 | 0 |
| Buy And Hold Return (%) | 293.291 | 293.291 | 293.291 | 293.291 | 293.291 | 293.291 |
| Max Trade Drawdown | -301530 | -158269 | -165076 | -2309979 | -1309874 | -1000312 |
| Profit Factor | 1.747 | 2.5513 | 0.9749 | 0.9451 | 1.1453 | 0.7103 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 116 | 53 | 63 | 112 | 57 | 55 |
| Losing Trades | 100 | 55 | 45 | 104 | 51 | 53 |
| Profitability (%) | 53.7037 | 49.0741 | 58.3333 | 51.8519 | 52.7778 | 50.9259 |
| Ratio Avg Win / Avg Loss | 1.506 | 2.6476 | 0.6964 | 0.8776 | 1.0247 | 0.6845 |
| Largest Winning Trade | 506523 | 506523 | 38854 | 1335574 | 1335574 | 621373 |
| Largest Losing Trade | -108540 | -55081 | -108540 | -429187 | -429187 | -382769 |
| Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
| Avg Bars in Winners | 20 | 21 | 18 | 17 | 21 | 13 |
| Avg Bars in Losers | 23 | 25 | 20 | 26 | 26 | 26 |
| Bars Traded | 4700 | 2570 | 2130 | 4700 | 2570 | 2130 |
| Profit Streak | 0 | 55.7242 | 0 | 15.7242 | 0 | 17.2242 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352879 | 374964 | -579686 | -578549 | -350208 | -580077 |
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1553428800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907371134,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 174
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 248,
"offset": 0,
"a": 0.8761
}
}
}
{
"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": [
[
707310.2519055154,
719424.9181130066,
-12114.6662074916,
-183919.747835895,
262751.601697555,
-446671.3495334503
],
[
707.310252,
719.424918,
-12.114666,
-183.919748,
262.751602,
-446.67135
],
[
0.282924,
0.28777,
-0.004846,
0,
0.051555,
0
],
[
293.29104,
293.29104,
293.29104,
293.29104,
293.29104,
293.29104
],
[
-301530,
-158269,
-165076,
-2309979,
-1309874,
-1000312
],
[
1.746964,
2.551285,
0.974926,
0.945111,
1.145265,
0.710322
],
[
216,
108,
108,
216,
108,
108
],
[
116,
53,
63,
112,
57,
55
],
[
100,
55,
45,
104,
51,
53
],
[
53.703704,
49.074074,
58.333333,
51.851852,
52.777778,
50.925926
],
[
1.506003,
2.64756,
0.696376,
0.877603,
1.024711,
0.684492
],
[
506523,
506523,
38854,
1335574,
1335574,
621373
],
[
-108540,
-55081,
-108540,
-429187,
-429187,
-382769
],
[
21,
23,
19,
21,
23,
19
],
[
20,
21,
18,
17,
21,
13
],
[
23,
25,
20,
26,
26,
26
],
[
4700,
2570,
2130,
4700,
2570,
2130
],
[
0,
55.724203,
0,
15.724203,
0,
17.224203
],
[
0,
2,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352879,
374964,
-579686,
-578549,
-350208,
-580077
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1553428800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758907371134,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 174
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 248,
"offset": 0,
"a": 0.8761
}
}
}
| # | 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) |
|---|