| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539349.5489 | 425139.2586 | 114210.2904 | 1608251.8951 | 2061452.2189 | -453200.3238 |
| Total P&L (%) | 539.3495 | 425.1393 | 114.2103 | 1608.2519 | 2061.4522 | -453.2003 |
| Avg Daily Profit (%) | 0.2589 | 0.2041 | 0.0548 | 0.1363 | 0.1476 | 0 |
| Buy And Hold Return (%) | 47.8146 | 47.8146 | 47.8146 | 47.8146 | 47.8146 | 47.8146 |
| Max Trade Drawdown | -113829 | -51314 | -92707 | -3969309 | -1842736 | -2769449 |
| Profit Factor | 1.4728 | 1.8062 | 1.1862 | 1.1117 | 1.3243 | 0.9436 |
| Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
| Winning Trades | 179 | 88 | 91 | 179 | 88 | 91 |
| Losing Trades | 204 | 103 | 101 | 204 | 103 | 101 |
| Profitability (%) | 46.7363 | 46.0733 | 47.3958 | 46.7363 | 46.0733 | 47.3958 |
| Ratio Avg Win / Avg Loss | 1.6785 | 2.114 | 1.3166 | 1.267 | 1.5501 | 1.0473 |
| Largest Winning Trade | 130271 | 130271 | 47239 | 928278 | 928278 | 720637 |
| Largest Losing Trade | -32505 | -20132 | -32505 | -806947 | -631511 | -806947 |
| Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
| Avg Bars in Winners | 88 | 90 | 87 | 88 | 90 | 87 |
| Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
| Bars Traded | 24775 | 12590 | 12185 | 24775 | 12590 | 12185 |
| Profit Streak | 13.886 | 32.636 | 13.886 | 13.886 | 32.636 | 13.886 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453670 | 395856 | -139659 | -106432 | 206348 | -579076 |
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579255200000,
"first_datapoint_time": 1580587200000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759302948614,
"expiration_time": 1765777622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 17,
"offset": 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": [
[
539349.5489420574,
425139.2585510229,
114210.2903910342,
1608251.8951239733,
2061452.2188855638,
-453200.3237615899
],
[
539.349549,
425.139259,
114.21029,
1608.251895,
2061.452219,
-453.200324
],
[
0.258919,
0.204092,
0.054828,
0.136336,
0.147648,
0
],
[
47.814605,
47.814605,
47.814605,
47.814605,
47.814605,
47.814605
],
[
-113829,
-51314,
-92707,
-3969309,
-1842736,
-2769449
],
[
1.472827,
1.806173,
1.186212,
1.111721,
1.324347,
0.943629
],
[
383,
191,
192,
383,
191,
192
],
[
179,
88,
91,
179,
88,
91
],
[
204,
103,
101,
204,
103,
101
],
[
46.736292,
46.073298,
47.395833,
46.736292,
46.073298,
47.395833
],
[
1.678529,
2.114043,
1.316565,
1.266989,
1.550088,
1.047324
],
[
130271,
130271,
47239,
928278,
928278,
720637
],
[
-32505,
-20132,
-32505,
-806947,
-631511,
-806947
],
[
64,
65,
63,
64,
65,
63
],
[
88,
90,
87,
88,
90,
87
],
[
43,
45,
41,
43,
45,
41
],
[
24775,
12590,
12185,
24775,
12590,
12185
],
[
13.885979,
32.635979,
13.885979,
13.885979,
32.635979,
13.885979
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453670,
395856,
-139659,
-106432,
206348,
-579076
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579255200000,
"first_datapoint_time": 1580587200000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759302948614,
"expiration_time": 1765777622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 17,
"offset": 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) |
|---|