| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 371868.6415 | 334038.4568 | 37830.1847 | 288257.7348 | 302311.7675 | -14054.0327 |
| Total P&L (%) | 371.8686 | 334.0385 | 37.8302 | 288.2577 | 302.3118 | -14.054 |
| Avg Daily Profit (%) | 0.174 | 0.1563 | 0.0177 | 0.0635 | 0.0651 | -0.0071 |
| Buy And Hold Return (%) | 108.0238 | 108.0238 | 108.0238 | 108.0238 | 108.0238 | 108.0238 |
| Max Trade Drawdown | -143361 | -149941 | -43686 | -249997 | -264422 | -107055 |
| Profit Factor | 1.8039 | 2.1294 | 1.2267 | 1.3061 | 1.5048 | 0.959 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
| Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Profitability (%) | 69.9029 | 72.549 | 67.3077 | 69.9029 | 72.549 | 67.3077 |
| Ratio Avg Win / Avg Loss | 0.7767 | 0.8057 | 0.5958 | 0.5624 | 0.5694 | 0.4658 |
| Largest Winning Trade | 123646 | 123646 | 31521 | 148661 | 148661 | 37203 |
| Largest Losing Trade | -65104 | -65104 | -29531 | -169275 | -169275 | -72306 |
| Avg Bars in Trades | 40 | 74 | 6 | 40 | 74 | 6 |
| Avg Bars in Winners | 26 | 44 | 7 | 26 | 44 | 7 |
| Avg Bars in Losers | 72 | 152 | 5 | 72 | 152 | 5 |
| Bars Traded | 4137 | 3794 | 343 | 4137 | 3794 | 343 |
| Profit Streak | 0 | 49.32 | 0 | 0 | 49.32 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304438 | -170224 | -514551 | -109983 | -285280 | -758311 |
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4275,
"evaluation_days": 2137.5,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1578960000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563644099,
"expiration_time": 1765076400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 11,
"offset": 0,
"std": 4.61154
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 95,
"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": [
[
371868.6414850394,
334038.4567741888,
37830.1847108506,
288257.7348006989,
302311.7674765863,
-14054.0326758874
],
[
371.868641,
334.038457,
37.830185,
288.257735,
302.311767,
-14.054033
],
[
0.173974,
0.156275,
0.017698,
0.063482,
0.065147,
-0.007085
],
[
108.023826,
108.023826,
108.023826,
108.023826,
108.023826,
108.023826
],
[
-143361,
-149941,
-43686,
-249997,
-264422,
-107055
],
[
1.803854,
2.129438,
1.226731,
1.306115,
1.504801,
0.959001
],
[
103,
51,
52,
103,
51,
52
],
[
72,
37,
35,
72,
37,
35
],
[
31,
14,
17,
31,
14,
17
],
[
69.902913,
72.54902,
67.307692,
69.902913,
72.54902,
67.307692
],
[
0.776659,
0.805733,
0.595841,
0.562355,
0.569384,
0.465801
],
[
123646,
123646,
31521,
148661,
148661,
37203
],
[
-65104,
-65104,
-29531,
-169275,
-169275,
-72306
],
[
40,
74,
6,
40,
74,
6
],
[
26,
44,
7,
26,
44,
7
],
[
72,
152,
5,
72,
152,
5
],
[
4137,
3794,
343,
4137,
3794,
343
],
[
0,
49.319955,
0,
0,
49.319955,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304438,
-170224,
-514551,
-109983,
-285280,
-758311
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4275,
"evaluation_days": 2137.5,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1578960000000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759563644099,
"expiration_time": 1765076400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 11,
"offset": 0,
"std": 4.61154
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 95,
"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) |
|---|