| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638623.0993 | 532200.2558 | 106422.8435 | 1392495.5942 | 2657474.0159 | -1264978.4217 |
| Total P&L (%) | 638.6231 | 532.2003 | 106.4228 | 1392.4956 | 2657.474 | -1264.9784 |
| Avg Daily Profit (%) | 0.3066 | 0.2555 | 0.0511 | 0.1299 | 0.1594 | 0 |
| Buy And Hold Return (%) | 69.9378 | 69.9378 | 69.9378 | 69.9378 | 69.9378 | 69.9378 |
| Max Trade Drawdown | -178419 | -95707 | -99829 | -7452093 | -3364845 | -5068457 |
| Profit Factor | 1.5024 | 1.8526 | 1.1645 | 1.0428 | 1.1813 | 0.9291 |
| Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
| Winning Trades | 164 | 77 | 87 | 164 | 77 | 87 |
| Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
| Profitability (%) | 44.086 | 41.3978 | 46.7742 | 44.086 | 41.3978 | 46.7742 |
| Ratio Avg Win / Avg Loss | 1.9055 | 2.6225 | 1.3251 | 1.3226 | 1.6722 | 1.0573 |
| Largest Winning Trade | 255931 | 255931 | 40213 | 2516488 | 2516488 | 1249617 |
| Largest Losing Trade | -32534 | -20597 | -32534 | -2079427 | -822911 | -2079427 |
| Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
| Avg Bars in Winners | 94 | 96 | 93 | 94 | 96 | 93 |
| Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
| Bars Traded | 24632 | 12625 | 12006 | 24632 | 12625 | 12006 |
| Profit Streak | 28.8711 | 37.5377 | 28.8711 | 28.8711 | 37.5377 | 28.8711 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433175 | 347251 | -174605 | -192010 | -14707 | -579407 |
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579363200000,
"first_datapoint_time": 1581199200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759395259775,
"expiration_time": 1765870704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 47,
"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": [
[
638623.0993184837,
532200.2558015934,
106422.8435168908,
1392495.5942396862,
2657474.0159180486,
-1264978.4216783575
],
[
638.623099,
532.200256,
106.422844,
1392.495594,
2657.474016,
-1264.978422
],
[
0.3066,
0.255507,
0.051093,
0.129856,
0.15937,
0
],
[
69.937769,
69.937769,
69.937769,
69.937769,
69.937769,
69.937769
],
[
-178419,
-95707,
-99829,
-7452093,
-3364845,
-5068457
],
[
1.502435,
1.852603,
1.164525,
1.04283,
1.181273,
0.92914
],
[
372,
186,
186,
372,
186,
186
],
[
164,
77,
87,
164,
77,
87
],
[
208,
109,
99,
208,
109,
99
],
[
44.086022,
41.397849,
46.774194,
44.086022,
41.397849,
46.774194
],
[
1.905528,
2.622516,
1.325149,
1.322614,
1.672191,
1.057297
],
[
255931,
255931,
40213,
2516488,
2516488,
1249617
],
[
-32534,
-20597,
-32534,
-2079427,
-822911,
-2079427
],
[
66,
67,
64,
66,
67,
64
],
[
94,
96,
93,
94,
96,
93
],
[
43,
47,
39,
43,
47,
39
],
[
24632,
12625,
12006,
24632,
12625,
12006
],
[
28.871062,
37.537729,
28.871062,
28.871062,
37.537729,
28.871062
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433175,
347251,
-174605,
-192010,
-14707,
-579407
]
]
}
{
"trading_pair": "ETC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579363200000,
"first_datapoint_time": 1581199200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759395259775,
"expiration_time": 1765870704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 47,
"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) |
|---|