| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1152725.6485 | 1065223.7743 | 87501.8742 | 17349614.3716 | 13934003.7276 | 3415610.644 |
| Total P&L (%) | 1152.7256 | 1065.2238 | 87.5019 | 17349.6144 | 13934.0037 | 3415.6106 |
| Avg Daily Profit (%) | 0.4608 | 0.4258 | 0.035 | 0.2066 | 0.1978 | 0.1424 |
| Buy And Hold Return (%) | 4011.1696 | 4011.1696 | 4011.1696 | 4011.1696 | 4011.1696 | 4011.1696 |
| Max Trade Drawdown | -147206 | -68345 | -81829 | -1727772 | -1445652 | -387957 |
| Profit Factor | 5.1422 | 7.9981 | 1.694 | 4.4339 | 4.4703 | 4.2929 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Profitability (%) | 49.1228 | 48.2759 | 50 | 49.1228 | 48.2759 | 50 |
| Ratio Avg Win / Avg Loss | 5.3258 | 8.5694 | 1.694 | 4.5922 | 4.7896 | 4.2929 |
| Largest Winning Trade | 595701 | 595701 | 44496 | 9676781 | 9676781 | 1977834 |
| Largest Losing Trade | -48842 | -24427 | -48842 | -1445652 | -1445652 | -230879 |
| Avg Bars in Trades | 84 | 128 | 39 | 84 | 128 | 39 |
| Avg Bars in Winners | 129 | 205 | 54 | 129 | 205 | 54 |
| Avg Bars in Losers | 41 | 57 | 24 | 41 | 57 | 24 |
| Bars Traded | 4830 | 3734 | 1096 | 4830 | 3734 | 1096 |
| Profit Streak | 151.5759 | 235.0759 | 0 | 151.5759 | 235.0759 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -326877 | -147034 | -329789 | -165725 | 467386 | -182068 |
{
"trading_pair": "ETH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543233600000,
"first_datapoint_time": 1549540800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759326559355,
"expiration_time": 1765803888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 80,
"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": [
[
1152725.6485388316,
1065223.774331576,
87501.8742072553,
17349614.3715529,
13934003.727584105,
3415610.643968792
],
[
1152.725649,
1065.223774,
87.501874,
17349.614372,
13934.003728,
3415.610644
],
[
0.460814,
0.425834,
0.03498,
0.206565,
0.19784,
0.142408
],
[
4011.169602,
4011.169602,
4011.169602,
4011.169602,
4011.169602,
4011.169602
],
[
-147206,
-68345,
-81829,
-1727772,
-1445652,
-387957
],
[
5.142153,
7.998098,
1.694045,
4.433863,
4.470272,
4.292922
],
[
57,
29,
28,
57,
29,
28
],
[
28,
14,
14,
28,
14,
14
],
[
29,
15,
14,
29,
15,
14
],
[
49.122807,
48.275862,
50,
49.122807,
48.275862,
50
],
[
5.325802,
8.56939,
1.694045,
4.592215,
4.789577,
4.292922
],
[
595701,
595701,
44496,
9676781,
9676781,
1977834
],
[
-48842,
-24427,
-48842,
-1445652,
-1445652,
-230879
],
[
84,
128,
39,
84,
128,
39
],
[
129,
205,
54,
129,
205,
54
],
[
41,
57,
24,
41,
57,
24
],
[
4830,
3734,
1096,
4830,
3734,
1096
],
[
151.575918,
235.075918,
0,
151.575918,
235.075918,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-326877,
-147034,
-329789,
-165725,
467386,
-182068
]
]
}
{
"trading_pair": "ETH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5003,
"evaluation_days": 2501.5,
"actual_first_datapoint_time": 1543233600000,
"first_datapoint_time": 1549540800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759326559355,
"expiration_time": 1765803888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 80,
"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) |
|---|