| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 287907.1357 | 218692.7333 | 69214.4024 | -50059.1619 | 4648.0341 | -54707.196 |
| Total P&L (%) | 287.9071 | 218.6927 | 69.2144 | -50.0592 | 4.648 | -54.7072 |
| Avg Daily Profit (%) | 0.1496 | 0.1136 | 0.036 | -0.0361 | 0.0024 | -0.0411 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167534 | -172990 | -161500 | -103402 | -26045 | -88275 |
| Profit Factor | 1.4378 | 1.6314 | 1.2223 | 0.7367 | 1.0673 | 0.5482 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 53.271 | 54.717 | 51.8519 | 53.271 | 54.717 | 51.8519 |
| Ratio Avg Win / Avg Loss | 1.2612 | 1.3502 | 1.135 | 0.6462 | 0.8833 | 0.5091 |
| Largest Winning Trade | 119346 | 119346 | 47433 | 11148 | 10784 | 11148 |
| Largest Losing Trade | -90040 | -49729 | -90040 | -43381 | -26045 | -43381 |
| Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
| Avg Bars in Winners | 34 | 36 | 31 | 34 | 36 | 31 |
| Avg Bars in Losers | 30 | 49 | 12 | 30 | 49 | 12 |
| Bars Traded | 3462 | 2256 | 1206 | 3462 | 2256 | 1206 |
| Profit Streak | 75.9731 | 151.4731 | 75.9731 | 75.9731 | 151.4731 | 75.9731 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347918 | -217414 | -323880 | -578649 | -681621 | -759350 |
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3850,
"evaluation_days": 1925,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759360871881,
"expiration_time": 1764309600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 56,
"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": [
[
287907.135658089,
218692.7332589773,
69214.4023991117,
-50059.1619308353,
4648.0340898224,
-54707.1960206577
],
[
287.907136,
218.692733,
69.214402,
-50.059162,
4.648034,
-54.707196
],
[
0.149562,
0.113607,
0.035956,
-0.036063,
0.00236,
-0.041136
],
[
10,
10,
10,
10,
10,
10
],
[
-167534,
-172990,
-161500,
-103402,
-26045,
-88275
],
[
1.437793,
1.631447,
1.222341,
0.736692,
1.067338,
0.548213
],
[
107,
53,
54,
107,
53,
54
],
[
57,
29,
28,
57,
29,
28
],
[
50,
24,
26,
50,
24,
26
],
[
53.271028,
54.716981,
51.851852,
53.271028,
54.716981,
51.851852
],
[
1.261222,
1.350163,
1.135031,
0.646221,
0.883314,
0.509055
],
[
119346,
119346,
47433,
11148,
10784,
11148
],
[
-90040,
-49729,
-90040,
-43381,
-26045,
-43381
],
[
32,
42,
22,
32,
42,
22
],
[
34,
36,
31,
34,
36,
31
],
[
30,
49,
12,
30,
49,
12
],
[
3462,
2256,
1206,
3462,
2256,
1206
],
[
75.973054,
151.473054,
75.973054,
75.973054,
151.473054,
75.973054
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347918,
-217414,
-323880,
-578649,
-681621,
-759350
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3850,
"evaluation_days": 1925,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759360871881,
"expiration_time": 1764309600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 56,
"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) |
|---|